Re: [R] Relationship between covariance and inverse covariance matrices

] Relationship between covariance and inverse covariance matrices Hi, I've been trying to figure out a special set of covariance matrices that causes some symmetric zero elements in the inverse covariance matrix but am having trouble figuring out if that is possible. Say, for ex

Re: [R] Relationship between covariance and inverse covariance matrices

What does this have to do with R? Is this homework? I suggest you post to some sort of math list. Perhaps others will have more specific suggestions where. -- Bert On Thu, Dec 8, 2011 at 2:42 PM, Vivian Shih wrote: > Hi, > >   I've been trying to figure out a special set of covariance matrices

[R] Relationship between covariance and inverse covariance matrices

Hi, I've been trying to figure out a special set of covariance matrices that causes some symmetric zero elements in the inverse covariance matrix but am having trouble figuring out if that is possible. Say, for example, matrix a is a 4x4 covariance matrix with equal variance and z