Calculate covariance with matrix?

[ptc-4307506]

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....

[Werner_E · Accepted solution]

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.

See attached

WE