Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: xplore
See also: corr var

Macro: cov
Description: Computes the covariance structure of a given array.

Usage: s = cov (x)
Input:
x array
Output:
s consists of covariance matrices of x

Example:
library("xplore")
randomize (0)
x = normal (200, 2, 3)
cov (x)
Result:

Contents of s
[,,1,1,1,1,1,1]
[1,] 0.93696 0.0295402 
[2,] 0.0295402 0.931349 
[,,2,1,1,1,1,1]
[1,] 0.828057 0.0111894 
[2,] 0.0111894 1.11964 
[,,3,1,1,1,1,1]
[1,] 1.05956 0.134594 
[2,] 0.134594 0.990536 

Library: xplore
See also: corr var

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: TTK, 960207
(C) MD*TECH Method and Data Technologies, 28.6.1999