Dear Josh, I would like to thank you for your reply.
I think that it is clear that I miss a lot of theory. I have tried in google to read and study more about covariance but I have this feeling that the term 'covariance' is used for many different things in different topics. You mentioned for example population and sample (covariance) which are two words-terms that I can not distinguish between them. Even though this is R list could you please provide me some differences to study more about covariance before trying to implement things in R. (Even in R are some things that do not understand i.e pearson, kendal and spearman method) I would like to thank you in advance for your patience. Best Regards Alex --- On Wed, 1/19/11, Joshua Wiley <jwiley.ps...@gmail.com> wrote: > From: Joshua Wiley <jwiley.ps...@gmail.com> > Subject: Re: [R] How to find more about Covariance (in R) > To: "Alaios" <ala...@yahoo.com> > Cc: r-h...@stat.math.ethz.ch > Date: Wednesday, January 19, 2011, 2:36 PM > Hi Alex, > > cov() uses the formula for a sample covariance. The > denominator is N > - 1 instead of N. However, the formula you used from > Wikipedia is for > a population covariance. To move between the two in > this case: > > cov(sr, sr) * (4/5) # should equal E[XX] - E[x] * E[x] > > Cheers, > > Josh > > On Wed, Jan 19, 2011 at 6:29 AM, Alaios <ala...@yahoo.com> > wrote: > > Hello everyone, > > I am trying to understand how covariance work. So I > created a vector called sr<-c(2,5,7,5,2) > > > > so according to wikipedia Cov(X,X)=E[XX]-E[x]*E[x] > which in R is > > > > > > mean(sr*sr)-mean(sr)*mean(sr) > > [1] 3.76 > > > > but also > > > > cov(sr,sr) > > [1] 4.7 > > > > why is this difference between these two approaches? > Where I am wrong? > > > > I would like to thank you in advance for your help > > > > Best Regards > > Alex > > > > ______________________________________________ > > R-help@r-project.org > mailing list > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > > and provide commented, minimal, self-contained, > reproducible code. > > > > > > -- > Joshua Wiley > Ph.D. Student, Health Psychology > University of California, Los Angeles > http://www.joshuawiley.com/ > ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
