[R] how to calculate covariance matrix in R? why cov doesn't work

aegea

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Dec 3, 2009, 11:29:04 PM12/3/09

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Hello,

Sorry. It may be a stupid question.
I have two vectors
a<-c(9,3,5)
b<-c(3,4,1)
How can I get the variance-covariance matrix of these two vectors?
I tried cov(a,b), I got a number not a matrix.
I tried to transpose vector a and b as t(a) and t(b), it still cannot work.

Any suggestions? Thank a lot!
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Jorge Ivan Velez

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Dec 4, 2009, 1:01:42 AM12/4/09

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Try this:

a <- c(9,3,5)
b<-c(3,4,1)
cbind(a, b)
# a b
# [1,] 9 3
# [2,] 3 4
# [3,] 5 1

cov(cbind(a, b))
# a b
# a 9.3333333 -0.6666667
# b -0.6666667 2.3333333

HTH,
Jorge

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aegea

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Dec 4, 2009, 3:54:30 PM12/4/09

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Jorge,

It really helps. I appreciate your help a lot!

Chen

On Fri, Dec 4, 2009 at 12:04 AM, Jorge Ivan Velez [via R] <
ml-node+9482...@n4.nabble.com<ml-node%2B948281-...@n4.nabble.com>
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Best,
Chen

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