Full_Name: Amos Waterland Version: 2.8.1 OS: Ubuntu Linux Submission from: (NULL) (68.175.8.163)
I calculated the covariance for a small data set as follows: X <- c(1,2,3,4) Y <- c(3,3,4,3) cov(X,Y) [1] 0.1666667 But when doing the computation with pencil and paper I get: ((-1.5)*(-0.25) + (-0.5)*(-0.25) + (0.5)*(0.75) + (1.5)*(-0.25))/4 [1] 0.125 Microsoft Excel 2003 covar() also gives 0.125. I suspect that you guys are doing something like this: ((-1.5)*(-0.25) + (-0.5)*(-0.25) + (0.5)*(0.75) + (1.5)*(-0.25))/3 [1] 0.1666667 That is, you are dividing by N minus 1 rather than N. So who is correct? ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
