Re: [R] How to find the variance-covariance matrix of a random-vector using R

?var E.g., > x <- mvtnorm::rmvnorm(1e5, mean=101:105, sigma=matrix(1,5,5)+diag(11:15)) > dim(x) [1] 10 5 > var(x) [,1] [,2] [,3] [,4] [,5] [1,] 11.9666055 1.0603876 0.9627672 1.0371084 0.983217 [2,] 1.0603876 13.0774518 1.0228972 0.9261868

[R] How to find the variance-covariance matrix of a random-vector using R

Dear All, Reposting as plain text rather than html. I realized that R does not support finding the variance-covariance matrix of a random-vector. It must take two arguments. Numpy's cov doesn't give sensible results. I ask in a bigger context of finding the variance-covariance matrix of the