[R] how to calculate a variance and covariance matrix for a vector
Doran, Harold
HDoran at air.org
Mon Mar 12 16:47:57 CET 2012
Can you provide sample data? This suggests that a and b1, for example, are scalars. If that is what you actually have then you cannot produce a covariance between two scalars.
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
> Behalf Of huang jialin
> Sent: Monday, March 12, 2012 11:43 AM
> To: r-help at r-project.org
> Subject: [R] how to calculate a variance and covariance matrix for a vector
>
> Hello,
>
> I have a vector {a, b1, b2, b3, b4}. How can I calculate the following
> matrix:
>
> var(a) cov(a, b1) cov(a, b2) cov(a, b3) cov(a, b4)
> cov(a, b1) var(b1) cov(a, b2) cov(a, b3) cov(a, b4)
> ...
> ...
> cov(a, b1) cov(a, b2) cov(a, b3) cov(a, b4) var(b4)
>
> I would very appreciate your inputs. Thank you very much.
>
> Sincerely,
> Jialin Huang
>
> [[alternative HTML version deleted]]
>
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