co-variance Matrix formation

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uzmeed
uzmeed el 5 de Abr. de 2019
Comentada: charles alexander el 21 de Nov. de 2020
Hi
I have 6 row matrix of size 1x6
I need to calculate the co variance of all the matrices but cov command only taking two matrices as input
I want a co variance matrix of 6x6
Regards
Uzmeed
  1 comentario
charles alexander
charles alexander el 21 de Nov. de 2020
{a1n a2n a6n} by {a2 a6} by {1 1}
{1 a2 a1n} {1 1} {1 sigma 36}.
try the matrix above. the last matrix on the right is the matrix you need. the one that ends with sigma 36.
i hope this helps.

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