Dear R masters,
I have large multivariate time series as zoo objects and want to plot them
using lattice.
Since I have many variates in one object I would like to have the strips on the
left, using strip.left = TRUE. However when I use this the variable names are
converted into numbers. How
Hi!
I think the results agree:
using simulated data:
set.seed(1)
library(mvtnorm)
x-rmvnorm(44,rep(0,10))
y = x[(26:45)-1,1:10]
x = x[(2:25)-1,1:10]
p = ncol(x); p
nx = nrow(x); nx
ny = nrow(y); ny
n = nx+ny; n
# (t(x)-colMeans(x)) %*% t(t(x)-colMeans(x))
T2 = nx*ny/n *
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