co-variance Matrix formation

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uzmeed 2019-4-5

评论： charles alexander 2020-11-21

I have 6 row matrix of size 1x6

I need to calculate the co variance of all the matrices but cov command only taking two matrices as input

I want a co variance matrix of 6x6

Regards

Uzmeed

{a1n a2n a6n} by {a2 a6} by {1 1}

{1 a2 a1n} {1 1} {1 sigma 36}.

try the matrix above. the last matrix on the right is the matrix you need. the one that ends with sigma 36.

i hope this helps.

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