Hi,

Thanks for your response.

I tried to use cov() before, but got NA all over the place.

a and b1 are scalars in the example. So that is the problem. I will start
over from the formula.

Thanks again.

Sincerely,
Jialin Huang


On Mon, Mar 12, 2012 at 10:47 AM, Doran, Harold <HDoran@air.org> wrote:

> 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@r-project.org [mailto:r-help-bounces@r-project.org]
> On
> > Behalf Of huang jialin
> > Sent: Monday, March 12, 2012 11:43 AM
> > To: r-help@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]]
> >
> > ______________________________________________
> > R-help@r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > 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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