Dear Benny, Here is something that could get you a hint: # Some data set.seed(123) X <- matrix(rnorm(100),ncol=10) Y <- matrix(rnorm(100,2,4),ncol=10)
# Number of rows n<-nrow(X) # Covariances sapply(1:n,function(i) cov(X[i,],Y[i,])) # [1] 0.23396819 0.51455839 1.13851842 -4.30551345 -2.60720372 -0.06834326 0.78344182 -0.02085422 # [9] 1.05896045 1.37631451 See ?cov and ?sapply for more details. HTH, Jorge On Sun, Apr 19, 2009 at 1:12 PM, Benny Chain <b.ch...@ucl.ac.uk> wrote: > Does anyone know a way to calculate the covariances between two > arrays/matrices x and y, row by row. i.e. var(x[n,],y[n,]) for all n ? > > Benjamin Chain > Division of Infection and Immunity > Windeyer Building > UCL, 46 Cleveland St. > London W1T 4JF > Fax 00 44 20 7679 9301 > > ______________________________________________ > 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. > [[alternative HTML version deleted]] ______________________________________________ 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.
