[R] covariance

[Doran, Harold]

Yes, the function is based on the idea that you have two random variables, X and Y and the covariance is then computed as

Cov(x,y) = E[(X - E(X)) (Y - E(Y))]

Where E[.] is the expectation operator.

> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
> Behalf Of Ali2006
> Sent: Friday, February 17, 2012 2:37 PM
> To: r-help at r-project.org
> Subject: [R] covariance
> 
> can any one please tell me how can I Compute the covariance matrix of  (Y)
> which is 5 variables .. without using a built-in function??????
> 
> 
> 2)  how (cov) works ( I need to get the details for this function ???
> 
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