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,
>
>
> << 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

```

• Prev by Date: Mathlink and Builder C++
• Next by Date: Re: CovarianceMatrix Function
• Previous by thread: Re: CovarianceMatrix Function
• Next by thread: Re: CovarianceMatrix Function