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>*Reply-to*: kuska at informatik.uni-leipzig.de

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? > >