       Re: Mean and covariance matrix

• To: mathgroup at smc.vnet.net
• Subject: [mg82522] Re: Mean and covariance matrix
• From: Jens-Peer Kuska <kuska at informatik.uni-leipzig.de>
• Date: Tue, 23 Oct 2007 05:34:02 -0400 (EDT)
• Organization: Uni Leipzig
• References: <ffckmh\$sog\$1@smc.vnet.net>

```Hi,

since
Mean[{{a, b, c}, {\[Alpha], \[Beta], \[Gamma]}}]

does not flatten the two lists, it should work
and
Covariance[{{a, b,
c}, {\[Alpha], \[Beta], \[Gamma]}, {\[DoubleStruckA], \
\[DoubleStruckB], \[DoubleStruckC]}, {\[GothicA], \[GothicB], \
\[GothicC]}}]

should comput the covariance matrix.

Regards
Jens

KTugbawa at gmail.com wrote:
> Using FinancialData[],
>
> 1.Download the price data of GE needed to compute daily returns for
> any trading days from {2000, 1, 1} to {2007, 10, 17}, inclusive, and
> then compute the daily returns.
>
> 2.Using the return data compute a raw mean vector and covariance
> matrix.
>
>
> I was able to do part 1,but i am not too sure if I did question 2
> correctly.
>
> For the mean,I said
>
> Mean[GEData], and I got a number instead of a vector. I did the same
> for the Covariance, and I got a single number instead of a vector. Can
> someone please tell me if I am not doing it the right way?
>
>

```

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