[R] how to calculate a variance and covariance matrix for a vector

Doran, Harold HDoran at air.org
Mon Mar 12 16:47:57 CET 2012


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]]
> 
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