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