An embedded and charset-unspecified text was scrubbed... Name: not available URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20120312/bb05c831/attachment.pl>
how to calculate a variance and covariance matrix for a vector
9 messages · Jorge I Velez, R. Michael Weylandt, Doran, Harold +2 more
An embedded and charset-unspecified text was scrubbed... Name: not available URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20120312/9c89326e/attachment.pl>
On Mon, Mar 12, 2012 at 11:42 AM, huang jialin <huangpsych at gmail.com> wrote:
Hello,
I have a vector {a, b1, b2, b3, b4}.
What does this mean? Is this a character vector giving names of objects that exist elsewhere in the workspace? Else, how do you tell a/b1/b2 apart in a vector? You probably want ?cov but applying it is going to depend on the shape of your data. Michael
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]]
Plain text please.
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
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]]
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
An embedded and charset-unspecified text was scrubbed... Name: not available URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20120312/03837134/attachment.pl>
An embedded and charset-unspecified text was scrubbed... Name: not available URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20120312/04c30cb8/attachment.pl>
An embedded and charset-unspecified text was scrubbed... Name: not available URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20120312/0ce0d52d/attachment.pl>
An embedded and charset-unspecified text was scrubbed... Name: not available URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20120312/321e1ac4/attachment.pl>
An embedded and charset-unspecified text was scrubbed... Name: not available URL: <https://stat.ethz.ch/pipermail/r-help/attachments/20120312/8dae8258/attachment.pl>