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MathGroup Archive 2001

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Re: Calculating Covariance Matrix

  • To: mathgroup at
  • Subject: [mg30265] Re: [mg30227] Calculating Covariance Matrix
  • From: BobHanlon at
  • Date: Sat, 4 Aug 2001 01:14:31 -0400 (EDT)
  • Sender: owner-wri-mathgroup at

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> 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

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