David,
Thanks for the response. I believe you have solved my problem.
Bob
On 7/26/2014 3:50 PM, David Winsemius wrote:
On Jul 26, 2014, at 11:07 AM, Robert Sherry wrote:
I have the following data set:
x y p
1 1 1/2
2 2 1/4
3 9 1/4
In this case, p represents the probability of the values occurring. I
compute the covariance of x and y by hand and come up with a value of
41/16.
When computing the covariance, I am dividing by n (in this case 3)
not n-1.
I now want to use R to find the [covariance]. I understand that R
will [divide]
by n-1 not n.
Please read what the help page says about the choice of the method
parameter.
Here are the commands that I issued:
x = c(1,2,3)
y = c(1,2,9)
df =dataframe(x,y)
# There's no function named 'dataframe'.\\
df =data.frame(x,y)
w1 = c(1/2,1/4,1/4)
cov.wt(df, wt = w1 )
> cov.wt(df, wt = w1 ,method="ML")$cov[2,1]
[1] 2.5625
> all.equal (41/16, cov.wt(df, wt = w1 ,method="ML")$cov[2,1] )
[1] TRUE
The last command returns:
$cov
x y
x 1.1 4.1
y 4.1 17.9
$center
x y
1.75 3.25
$n.obs
[1] 3
$wt
[1] 0.50 0.25 0.25
Therefore, I conclude that R is finding the covariance of x and y to
be 4.1.
However, I need to adjust that number by multiplying it by 2 and then
dividing by 3. However, when I get that I still do not get 41/16.
What am I
missing?
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