Covariance, a 2x2 matrix?
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Hello,
I calculated the covariance between two sets of data (2 columns of data). And I got a 2x2 covariance matrix (see picture). But what is the covariance now? I thought that it would be just 1 number?...
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James Tursa
on 12 Jun 2015
Edited: James Tursa
on 12 Jun 2015
The nancov function assumes you have two variables because you have two columns of data, so it returns a 2x2 covariance matrix. The diagonal containing the variances of the variables and the off diagonals containing the covariances between the variables.
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