population is all individual. sample is a part of population. If the sample size is enough large, mean(sr*sr)-mean(sr)*mean(sr) will almost equal to cov(sr, sr).
On Wed, Jan 19, 2011 at 3:59 PM, Alaios <ala...@yahoo.com> wrote: > 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. > ______________________________________________ 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.
