Re: Calculating Covariance Matrix

*To*: mathgroup at smc.vnet.net*Subject*: [mg30265] Re: [mg30227] Calculating Covariance Matrix*From*: BobHanlon at aol.com*Date*: Sat, 4 Aug 2001 01:14:31 -0400 (EDT)*Sender*: owner-wri-mathgroup at wolfram.com

Map[Mean, MapThread[List, dataList, 2], {2}] substitute other functions for Mean as required. Bob Hanlon In a message dated Fri, 3 Aug 2001 1:23:17 AM Eastern Daylight Time, "Mark Coleman" <mcoleman at bondspace.com> writes: > > Greetings, > > Here is a problem for you Mathematica list-wizards. I am working with a data set > that, for a number of reasons is best organized as a long list of (mxn) > matrices (each matrix can be thought of as a transition matrix (with > some absorbing states, so that m <> n). I would like to calculate a > vairety of sample statistics, the mean, median, covariance, etc. for > this data. The statistics should be calculated by by working 'across' > each element of each matrix in the list. That is, the mean will be an > nxm matrix where element [[i]][[j]] of the mean matrix is the mean of > the [[i]][[j]] elements of the matrix in the list. For the mean, the > usual Mathematica procedure works just fine: > > Apply[Plus,dataList]/Length[dataList] > > But the organization of the data precludes the use of the procedures in > the Statistcs`DescriptveStatistics add-on. I would be especially > interested in someone could show me a way of calculating the covariance > and median of my list using list operators directly. Is there a way of > doing the calculations without breaking the list or re-organizing it? > > Thanks, > > -Mark