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: [email protected] [mailto:[email protected]] On > Behalf Of huang jialin > Sent: Monday, March 12, 2012 11:43 AM > To: [email protected] > 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]] > > ______________________________________________ > [email protected] 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. ______________________________________________ [email protected] 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.
