Skip to content
Prev 174505 / 398506 Next

variance/mean

Wacek Kusnierczyk wrote:
except for that i seem to have pasted wrong output.

    set.seed(0)
    x = matrix(rnorm(4), 2, 2)

    var(x)
    #           [,1]        [,2]
    # [1,] 1.2627587 0.045585801
    # [2,] 0.0455858 0.001645655

    matrix(nrow=2, ncol=2, byrow=TRUE, c(
        cov(x[,1], x[,1]), cov(x[,1], x[,2]),
        cov(x[,2], x[,1]), cov(x[,2], x[,2])))
    #           [,1]        [,2]
    # [1,] 1.2627587 0.045585801
    # [2,] 0.0455858 0.001645655

vQ