rv (version 0.949)

rvcov: Covariance Between Components of Random Vectors

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

Value

• A covariance matrix.

Details

rvcov

References

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

Examples

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