Wacek Kusnierczyk wrote:
>
> when you apply var to a single matrix, it will compute covariances
> between its columns rather than the overall variance:
>
> set.seed(0)
> x = matrix(rnorm(4), 2, 2)
>
> var(x)
> # [,1] [,2]
> # [1,] 1.2629543 1.329799
> # [2,] -0.3262334 1.272429
>
except for that i seem to have pasted wrong output.
set.seed(0)
x = matrix(rnorm(4), 2, 2)
var(x)
# [,1] [,2]
# [1,] 1.2627587 0.045585801
# [2,] 0.0455858 0.001645655
matrix(nrow=2, ncol=2, byrow=TRUE, c(
cov(x[,1], x[,1]), cov(x[,1], x[,2]),
cov(x[,2], x[,1]), cov(x[,2], x[,2])))
# [,1] [,2]
# [1,] 1.2627587 0.045585801
# [2,] 0.0455858 0.001645655
vQ
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