Dear list members,
Where can I find code for computing the p*p variance-covariance
matrix given a vector of p variances (ordered varA, varB, ...,
varp) and a vector of all possible correlations (ordered corAB,
corAC, ..., corp-1,p)?
I know that the covariance between 2 variables is equal to
Haynes, Maurice (NIH/NICHD) [EMAIL PROTECTED] writes:
If the vector of variances were
var.vec - c(14, 12, 7)
and the vector of correlations were
cor.vec - c(.4, .2, .5),
then the vector of covariances would be:
covAB(c(.4, .2, .5),c(14, 14, 12), c(12, 7, 7))
[1] 5.184593 1.979899
On 21 Dec, 2004, at 13:09, Haynes, Maurice (NIH/NICHD) wrote:
Dear list members,
Where can I find code for computing the p*p variance-covariance
matrix given a vector of p variances (ordered varA, varB, ...,
varp) and a vector of all possible correlations (ordered corAB,
corAC, ..., corp-1,p)?
PD == Peter Dalgaard [EMAIL PROTECTED]
on 21 Dec 2004 14:34:59 +0100 writes:
PD Haynes, Maurice (NIH/NICHD) [EMAIL PROTECTED] writes:
If the vector of variances were
var.vec - c(14, 12, 7)
and the vector of correlations were
cor.vec - c(.4, .2, .5),
then the
