Just interchange rows 2 and 3 and then columns 2 and 3 of the original covariance matrix.
--- On Fri, 8/8/08, Zhang Yanwei - Princeton-MRAm <[EMAIL PROTECTED]> wrote: > From: Zhang Yanwei - Princeton-MRAm <[EMAIL PROTECTED]> > Subject: [R] Covariance matrix > To: "r-help@r-project.org" <r-help@r-project.org> > Received: Friday, 8 August, 2008, 12:18 AM > Hi all, > Assume I have a random vector with four variables, i.e. > A=(a,b,c,d). I am able to get the covariance matrix of > vector A, but how can I get the covariance matrix of vector > B=(a,c,b,d) by manipulating the corresponding covariance > matrix of A? Thanks. > > Sincerely, > Yanwei Zhang > Department of Actuarial Research and Modeling > Munich Re America > Tel: 609-275-2176 > Email: > [EMAIL PROTECTED]<mailto:[EMAIL PROTECTED]> > > > [[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. ______________________________________________ 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.
