[R] Calculating Variance-covariance matrix for a multivariate normal distribution.

[Peter Dalgaard]

stat stat wrote:
> Dear all R users,
>
> I wanted to calculated a sample Variance covariance matrix of a five-variate normal distribution. However I stuck to calculate each element of that matrix. My question is should I calculate ordinary variance and covariances, taking pairwise variables? or I should take partial covariance between any two variables, keeping other fixed. In my decent opinion is I should go for the second option?
>
>   
The definition is the former, though...

> Your help will be highly appreciated
>   
> Thanks and regards,
> stat
>
>        
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