Covariance/Variance Statistic {rv}R Documentation

Distribution of the Covariance Statistic of a Random Vector and Array

Description

cov

Usage

  cov(x, y=NULL, ...)
  var(x, ...)

Arguments

x an object
y
... further arguments passed to or from other methods

Details

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.

Value

A random vector or array.

Author(s)

Jouni Kerman kerman@stat.columbia.edu http://www.stat.columbia.edu/~kerman

References

Kerman, Jouni and Gelman, Andrew. Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Technical report, Columbia University, New York.

See Also

See cov for details.

Examples

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[Package rv version 0.911 Index]