rv (version 2.3.1)

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, 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)