[R] Calculating Variance-covariance matrix for a multivariate normal distribution.
maitra at iastate.edu
Sat Apr 28 23:10:27 CEST 2007
Interesting claim to a name!
In any case, var(X) where X is the data matrix with n rows of 5-variables should do the trick.
Btw, please read the posting guide: your question is legitimate, hiding your identity ("stat stat") is not.
On Sat, 28 Apr 2007 16:36:55 +0100 (BST) stat stat <stat700004 at yahoo.co.in> 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?
> Your help will be highly appreciated.
> Thanks and regards,
> [[alternative HTML version deleted]]
> R-help at stat.math.ethz.ch mailing list
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
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