| 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 | |
library("xplore")
randomize (0)
x = normal (200, 2, 3)
cov (x)
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 |