# cov.rv: Distributions of Various Statistics of a Random Vector and... In rv: Simulation-Based Random Variable Objects

## Description

`var.rv`, `cov.rv` and `cor.rv` compute the distribution of the variance statistic of x and the distribution of the covariance statistic or the correlation statistic of x and y if these are vectors. If x and y are matrices then the covariances (or correlations) between the columns of x and the columns of y are computed.

## Usage

 ```1 2 3 4``` ``` sd.rv(x, na.rm=FALSE) cov.rv(x, y=NULL, ...) cor.rv(x, y=NULL, ...) var.rv(x, ...) ```

## Arguments

 `x` a numeric or random vector, matrix, or a data frame `y` `NULL` (default) or a vector, matrix or data frame with compatible dimensions to x. The default is equivalent to y = x (but more efficient). `...` further arguments passed to the corresponding numeric functions

## Details

These functions are compatible with both numeric and rv objects. To make your code compatible with `rv` objects, use e.g. `sd.rv` instead of `sd`.

The functions `cov.rv` is implemented by applying the corresponding numerical function to the rows of the simulation matrices of `x` and `y` and forming a new `rv` object from the resulting vector of simulations. Alternatively `x` may be a random matrix (and `y` `NULL`).

`cor.rv` works similarly, but returns the distribution of the correlation statistic (i.e. function).

`var.rv` computes the distribution of the variance statistic. `sd.rv` is the square root of the result obtained by `var.rv`.

## Value

A random vector or array.

## Author(s)

Jouni Kerman [email protected]

## References

Kerman, J. and Gelman, A. (2007). Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Statistics and Computing 17:3, 235-244.

See also `vignette("rv")`.

## Examples

 `1` ``` # ```

rv documentation built on May 29, 2017, 8:53 p.m.