rvcov                   package:rv                   R Documentation

_C_o_v_a_r_i_a_n_c_e _B_e_t_w_e_e_n _C_o_m_p_o_n_e_n_t_s _o_f _R_a_n_d_o_m _V_e_c_t_o_r_s

_D_e_s_c_r_i_p_t_i_o_n:

     'rvcov'

_U_s_a_g_e:

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

_A_r_g_u_m_e_n_t_s:

       x: a random vector

       y: (optional) a random vector

     ...: further arguments passed to or from other methods

_D_e_t_a_i_l_s:

     'rvcov'

_V_a_l_u_e:

     A covariance matrix.

_A_u_t_h_o_r(_s):

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

_R_e_f_e_r_e_n_c_e_s:

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

_E_x_a_m_p_l_e_s:

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

