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-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On > Behalf Of Ali2006 > Sent: Friday, February 17, 2012 2:37 PM > To: r-help@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 ??? > > -- > View this message in context: http://r.789695.n4.nabble.com/covariance- > tp4398242p4398242.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > 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. ______________________________________________ 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.
