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November 19, 2012
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Calculate covariance with matrix?

  • November 19, 2012
  • 1 reply
  • 1132 views

Hi...

Please someone tell me why I can't calculate covariance with matrix.

I have attach the file where you can see the problem.

Thank you....

Best answer by Werner_E

You have to calculate the product of the two vectors (R.i - E(R.i) first before you multiply with the probability vector P and second you have to vectorize that product, otherwise you get the scalar product and not a vector as result.

19.11.png

See attached

WE

1 reply

Werner_E
Werner_E25-Diamond IAnswer
25-Diamond I
November 19, 2012

You have to calculate the product of the two vectors (R.i - E(R.i) first before you multiply with the probability vector P and second you have to vectorize that product, otherwise you get the scalar product and not a vector as result.

19.11.png

See attached

WE

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