Alaios <alaios <at> yahoo.com> writes: > > Hello everyone. > I would like to find the sample covariance matrix using R. > > So far I read on the wikipedia what a sample_covariance is > http://en.wikipedia.org/wiki/Sample_covariance > > according to wikipedia one vector is > enough to calculate the sample covariance matrix.
I'm sorry, where does it say that?? The expression given for the sample covariance is q_{ij}=\frac{1}{N-1}\sum_{k=1}^{N} \left( x_{ik}-\bar{x}_i \right) \left( x_{jk}-\bar{x}_j \right) . if N=1 this whole thing will go up in smoke: the denominator and numerator will both be zero. > In R I tried cov(myvector) and I get the reply that I need to > pass either two argument or one matrix with x,y > values . > > How can I find the sample covariance matrix? > You need more than one sample (!); even trying to do it with two samples would give you a mathematically well-defined but statistically awful estimate. I strongly suggest that you consult a statistics book or a local expert ... good luck ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.