?cov
HTH,
Jorge.-
On Mon, Mar 12, 2012 at 11:42 AM, huang jialin <> wrote:
> 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
>
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>
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