Gang Chen <gangchen6 <at> gmail.com> writes: > > Anybody knows what functions can be used to calculate > variance/covariance with complex numbers? var and cov don't seem to > work:
How about: y <- complex(real=5:1,imag=2:6) z <- complex(real=1:5,imag=6:10) complex.var <- function(x) { mx <- mean(x) n <- length(x) mean((x-mx)^2)*n/(n-1) } complex.cov <- function(x,y) { mx <- mean(x) my <- mean(y) n <- length(x) mean((x-mx)*(y-my))*n/(n-1) } complex.var(z) complex.cov(y,z) ## check that they agree with the usual defs for y,z real: z <- 1:5 var(z)-complex.var(z) y <- c(6,5,4,2,3) cov(y,z)-complex.cov(y,z) ______________________________________________ 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.