Covariance/Variance Statistic {rv} | R Documentation |
cov
cov(x, y=NULL, ...) var(x, ...)
x |
an object |
y |
|
... |
further arguments passed to or from other methods |
cov
gives the distribution (that is, a random variable object)
of the covariance statistic, as computed by the
standard R function cov
.
This is implemented simply by applying the numerical
cov
function to the rows of the simulation matrices
of x
and y
and forming a new rv object
from the resulting vector of simulations.
Similarly, var
computes the variance.
This has been implemented by ``trapping" the original function cov
since cov
is not a generic method.
A random vector or array.
Jouni Kerman kerman@stat.columbia.edu http://www.stat.columbia.edu/~kerman
Kerman, Jouni and Gelman, Andrew. Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Technical report, Columbia University, New York.
See cov
for details.
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