Always start with the help page. But, the best way to get help on this list is 
to construct some toy data. Even if imperfect, people will work to help you. 
Maybe show us some of your actual data.

Of course, if a and b1 are really scalars, I don’t think there is such a 
thing as the covariance between two scalars




From: huang jialin [mailto:[email protected]]
Sent: Monday, March 12, 2012 11:53 AM
To: Doran, Harold
Cc: [email protected]
Subject: Re: [R] how to calculate a variance and covariance matrix for a vector

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