Re: [R] Calculating Variance-covariance matrix for a multivariate normal distribution.

2007-04-28 Thread Ranjan Maitra
Dear "stat", Interesting claim to a name! In any case, var(X) where X is the data matrix with n rows of 5-variables should do the trick. Btw, please read the posting guide: your question is legitimate, hiding your identity ("stat stat") is not. Best wishes, Ranjan On Sat, 28 Apr 2007 16:36:

Re: [R] Calculating Variance-covariance matrix for a multivariate normal distribution.

2007-04-28 Thread Peter Dalgaard
stat stat wrote: > 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 variable

[R] Calculating Variance-covariance matrix for a multivariate normal distribution.

2007-04-28 Thread stat stat
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