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extracting the variance from a covariance matrix

3 messages · Marcelo Lima, Joshua Ulrich, Rick Bilonick

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This is a question better suited for R-help than R-sig-hpc.  See ?diag.
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Joshua Ulrich ?| ?FOSS Trading: www.fosstrading.com
On Fri, Oct 22, 2010 at 9:31 AM, Marcelo Lima <mlimagb at gmail.com> wrote:
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On Fri, 2010-10-22 at 12:31 -0200, Marcelo Lima wrote:
You can use the "diag" function to extract the diagonal.