Dear all R users, I wanted to calculated a sample Variance covariance matrix of a five-variate normal distribution. However I stuck to calculate each element of that matrix. My question is should I calculate ordinary variance and covariances, taking pairwise variables? or I should take partial covariance between any two variables, keeping other fixed. In my decent opinion is I should go for the second option?
Your help will be highly appreciated. Thanks and regards, stat --------------------------------- [[alternative HTML version deleted]] ______________________________________________ R-help@stat.math.ethz.ch 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.