On Sat, 27 Mar 2010, Gang Chen wrote:
Anybody knows what functions can be used to calculate
variance/covariance with complex numbers? var and cov don't seem to
work:
How about?
xri <- matrix(rnorm(10000)+1i*rnorm(10000),nc=2)
crossprod(xri-colMeans(xri))/(nrow(xri)-1)
HTH,
Chuck
a
1
V1 0.00810014+0.00169366i
V2 0.00813054+0.00158251i
V3 0.00805489+0.00163295i
V4 0.00809141+0.00159533i
V5 0.00813976+0.00161850i
var(a)
1
1 1.141556e-09
Warning message:
In var(a) : imaginary parts discarded in coercion
cov(a)
1
1 1.141556e-09
Warning message:
In cov(a) : imaginary parts discarded in coercion
Thanks in advance,
Gang
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Charles C. Berry (858) 534-2098
Dept of Family/Preventive Medicine
E mailto:cbe...@tajo.ucsd.edu UC San Diego
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