XploRe Help : covcl

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library:	stats
See also:	varcl

Quantlet:		covcl
Description:		Computes the covariance structure of a given interval bounds matrix of classified data.

Usage:	`covar = covcl (gr,fr)`
Input:
	`gr`	a matrix of interval bounds
	`fr`	a matrix of interval frequencies
Output:
	`covar`	covariance matrix of gr

Note:

Each column of the gr matrix represents a grid (must be ordered ascendently) and each corresponding column of fr matrix represents the numbers of observations in the corresponding intervals (given by gr matrix). E.g., for gr=#(1,2,3)~#(10,15,20) and fr=#(7,4)~#(14,16) the first dataset contains 7 observations in the interval [1,2) and 4 observations in the interval [2,3). The same is true for the second column. The representative for each interval is the mean of its boundaries.

Example:

library("stats") x=#(1,5,7,9,11,15,20,21,25,29)~(1:10)~#(1,3,8,9,10,13,18,20,21,50) y=#(1,6,4,3,15,10,9,4,5)~(1:9)~#(5,1,5,1,5,1,5,1,5) covcl(x, y)

Result:

Contents of covar
[1,]   39.622   55.584   71.018
[2,]   4.9181   4.8889    9.364
[3,]   61.806   106.97   118.95

Author: J. Budek, W. Haerdle, 20010716 license MD*Tech