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

Quantlet: 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, 21.9.2000