Re: CovarianceMatrix Function
- To: mathgroup at smc.vnet.net
- Subject: [mg70773] Re: CovarianceMatrix Function
- From: Gregory Lypny <gregory.lypny at videotron.ca>
- Date: Fri, 27 Oct 2006 00:28:09 -0400 (EDT)
- References: <ehplqg$kg2$1@smc.vnet.net> <454065B2.5090201@gmail.com>
Thank you, Jean-Marc. It's working now. I don't know why it wasn't
working before. I think that sometimes loading packages can be a
little finicky.
Gregory
On Thu, Oct 26, 2006, at 3:37 AM, Jean-Marc Gulliet wrote:
> 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