Why (D'*D)/k.-(mean(D,1)'*mean(D,1)) compute var = -0.0187777 if var must
be 0.124326 ?**
julia> using HDF5, JLD
julia> D=load("D_test.jld","D_test");
julia> k,l=size(D)
(1000000,10)
julia> cov(D[:,1],D[:,1],corrected=false)
0.12432634086422582
julia> cov(D,corrected=false)
10x10 Array{Float64,2}:
0.124326 0.0239205 -0.0119771 -0.0201163 0.013
0.0239205 0.154538 -0.0156671 -0.0263335 -0.023
-0.0119771 -0.0156671 0.0853087 -0.0158088 0.002
-
julia> (D'*D)/k.-(mean(D,1)'*mean(D,1))
10x10 Array{Float64,2}:
-0.0187777 -0.0244635 -0.0119771 -0.0247243 -0.01791
-0.0244635 -0.0320863 -0.0156671 -0.0324775 -0.02332
-0.0119771 -0.0156671 -0.00761925 -0.0158088 -0.01140
julia> (D[:,1]'*D[:,1])/k.-(mean(D[:,1],1)'*mean(D[:,1],1))
1-element Array{Float64,1}:
0.124326
julia> mean(D,1)'
10x1 Array{Float64,2}:
0.136944
0.179135
0.08746
0.180755
0.130206
0.015541
0.036076
0.101094
0.155723
0.045505
julia> mean(D,1)
1x10 Array{Float64,2}:
0.136944 0.179135 0.08746 0.180755 0.130206 0.015541 0
julia> ee=mean(D[:,1],1)'*mean(D[:,1],1)
1-element Array{Float64,1}:
0.0187537
julia> dd=(D[:,1]'*D[:,1])/k
1-element Array{Float64,1}:
0.14308
julia> dd-ee
1-element Array{Float64,1}:
0.124326
file:
https://drive.google.com/open?id=0B9xW5VtANWhDOHlwVlZxZk1xanc
