       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

```

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