Covariance matrix

  • Statistical simulation of the Covariance matrix with R-Project

    > x1<- c(rep(15,4),rep(20,3),rep(25,1),rep(15,1),rep(20,4),rep(25,7));
    > y1<- c(rep(5,4),rep(5,3),rep(5,1),rep(10,1),rep(10,4),rep(10,7));
    > x2<- (x1-15)/5;
    > y2<- (y1-5)/5;
    > ni<- table(x1);
    > n<-sum(ni);
    > xt1<-cbind(x1,y1);
    > xt2<-cbind(x2,y2);
    > cov(xt1)*(n-1)/n
            x1   y1
    x1 15.6875 5.25
    y1  5.2500 6.00
    
    > cov(xt2)*(n-1)/n
           x2   y2
    x2 0.6275 0.21
    y2 0.2100 0.24