rvcov: Covariance Between Components of Random Vectors

In jsta/rv: Simulation-Based Random Variable Objects

Description

rvcov

Usage

rvcov(x, y = NULL, ...)

Arguments

x	a random vector
y	(optional) a random vector
...	further arguments passed to or from other methods

Details

rvcov

Value

A covariance matrix.

Author(s)

Jouni Kerman [e-mail]

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

  x <- rvnorm(mean=1:3)
  y <- rvnorm(mean=2:4)
  rvcov(x,y)
  rvcov(x,x)

jsta/rv documentation built on Feb. 12, 2022, 5:13 p.m.