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.
1 2 3 4
a numeric or random vector, matrix, or a data frame
further arguments passed to the corresponding numeric functions
These functions are compatible with both numeric and rv
To make your code compatible with
rv objects, use
sd.rv instead of
cov.rv is implemented by
applying the corresponding numerical
function to the rows of the simulation matrices
y and forming a new
from the resulting vector of simulations.
x may be a random matrix (and
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
A random vector or array.
Jouni Kerman [email protected]
Kerman, J. and Gelman, A. (2007). Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Statistics and Computing 17:3, 235-244.
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