Mark, It is of great help. Thank you very much. I appreciate it.
Sincerely, Jialin Huang On Mon, Mar 12, 2012 at 11:27 AM, Mark Lamias <mlam...@yahoo.com> wrote: > cov(A) will compute a covariance matrix of the columns of a matrix A. > > cov(a, b) will compute a covariance of the vectors a and b. > > here are some examples: > > #create random vectors > a=rnorm(10) > b=rnorm(10) > > > > a > [1] -0.3110384 -2.6201009 -1.3078118 1.3384743 2.4032381 -0.7245201 > [7] -0.2274577 -1.4619624 2.2165118 1.3621709 > > > b > [1] -1.1648495 -2.3013411 1.5335541 -0.2165172 1.1157774 1.0360323 > [7] -0.8309283 -0.3403514 0.3640117 -0.6497384 > #create a matrix > A=cbind(a,b) > > > A > a b > [1,] -0.3110384 -1.1648495 > [2,] -2.6201009 -2.3013411 > [3,] -1.3078118 1.5335541 > [4,] 1.3384743 -0.2165172 > [5,] 2.4032381 1.1157774 > [6,] -0.7245201 1.0360323 > [7,] -0.2274577 -0.8309283 > [8,] -1.4619624 -0.3403514 > [9,] 2.2165118 0.3640117 > [10,] 1.3621709 -0.6497384 > > cov(a,b) > > Covariance > > cov(a,b) > [1] 0.7481056 > > #Covariance matrix > cov(A) > > > cov(A) > a b > a 2.8529990 0.7481056 > b 0.7481056 1.3910519 > > By the way, the covariance of two scalars will be zero, since the scalars > are constants. > > > I hope this helps. > > Sincerely yours, > > Mark J. Lamias > > *From:* huang jialin <huangps...@gmail.com> > *To:* "Doran, Harold" <hdo...@air.org> > *Cc:* "r-help@r-project.org" <r-help@r-project.org> > *Sent:* Monday, March 12, 2012 12:08 PM > > *Subject:* Re: [R] how to calculate a variance and covariance matrix for > a vector > > Doran, > > Thanks for your advice. > > Sincerely, > Jialin Huang > > > On Mon, Mar 12, 2012 at 10:56 AM, Doran, Harold <hdo...@air.org> wrote: > > > 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 donât think there is such a > > thing as the covariance between two scalars**** > > > > ** ** > > > > ** ** > > > > * * > > > > ** ** > > > > *From:* huang jialin [mailto:huangps...@gmail.com] > > *Sent:* Monday, March 12, 2012 11:53 AM > > *To:* Doran, Harold > > *Cc:* r-help@r-project.org > > *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 <hdo...@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-boun...@r-project.org [mailto: > r-help-boun...@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.**** > > > > ** ** > > > > > [[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<http://www.r-project.org/posting-guide.html> > and provide commented, minimal, self-contained, reproducible code. > > > [[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.
