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MathGroup Archive 2006

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Re: CovarianceMatrix Function

  • To: mathgroup at smc.vnet.net
  • Subject: [mg70779] Re: CovarianceMatrix Function
  • From: Jean-Marc Gulliet <jeanmarc.gulliet at gmail.com>
  • Date: Fri, 27 Oct 2006 00:28:26 -0400 (EDT)
  • Organization: The Open University, Milton Keynes, UK
  • References: <ehplqg$kg2$1@smc.vnet.net>

Gregory Lypny wrote:
> Hello everyone,
> 
> I've loaded
> 
> << Statistics`DataManipulation`
> << Statistics`MultiDescriptiveStatistics`
> 
> but cannot get the CovarianceMatrix function to work.  It simply  
> returns its name with all of the data as an argument.  However, the  
> CorrelationMatrix function does work on the same data.
> 
> Am I doing something wrong or is CovarianceMatrix simply disabled?
> 
> Regards,
> 
> 	Gregory
> 
Why do you think it is disabled? The example from the online help works 
fine.

In[1]:=
<< "Statistics`DataManipulation`"

In[2]:=
<< "Statistics`MultiDescriptiveStatistics`"

In[3]:=
data = N[{{1232, 4175}, {1115, 6652}, {2205, 7612},
      {1897, 10914}, {1932, 10850}, {1612, 7627},
      {1598, 6954}, {1804, 8365}, {1752, 9469},
      {2067, 6410}, {2365, 10327}, {1646, 7320},
      {1579, 8196}, {1880, 9709}, {1773, 10370},
      {1712, 7749}, {1932, 6818}, {1820, 9307},
      {1900, 6457}, {2426, 10102}, {1558, 7414},
      {1470, 7556}, {1858, 7833}, {1587, 8309},
      {2208, 9559}, {1487, 6255}, {2206, 10723},
      {2332, 5430}, {2540, 12090}, {2322, 10072}}];

In[4]:=
CovarianceMatrix[data]

Out[4]=
                                          6
{{124055., 361620.}, {361620., 3.48633 10 }}

In[5]:=
$Version

Out[5]=
"5.2 for Microsoft Windows (June 20, 2005)"

Regards,
Jean-Marc


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