R help - Aug 2008 - Covariance matrix

Hi all,
   Assume I have a random vector with four variables, i.e. A=(a,b,c,d). I am
able to get the covariance matrix of vector A, but how can I get the covariance
matrix of vector B=(a,c,b,d) by manipulating the corresponding covariance matrix
of A? Thanks.

Sincerely,
Yanwei Zhang
Department of Actuarial Research and Modeling
Munich Re America
Tel: 609-275-2176
Email: yzhang@munichreamerica.com<mailto:yzhang@munichreamerica.com>


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Just interchange rows 2 and 3 and then columns 2 and 3 of the original
covariance matrix.


--- On Fri, 8/8/08, Zhang Yanwei - Princeton-MRAm <YZhang at
munichreamerica.com> wrote:
> From: Zhang Yanwei - Princeton-MRAm <YZhang at munichreamerica.com>
> Subject: [R] Covariance matrix
> To: "r-help at r-project.org" <r-help at r-project.org>
> Received: Friday, 8 August, 2008, 12:18 AM
> Hi all,
>    Assume I have a random vector with four variables, i.e.
> A=(a,b,c,d). I am able to get the covariance matrix of
> vector A, but how can I get the covariance matrix of vector
> B=(a,c,b,d) by manipulating the corresponding covariance
> matrix of A? Thanks.
> 
> Sincerely,
> Yanwei Zhang
> Department of Actuarial Research and Modeling
> Munich Re America
> Tel: 609-275-2176
> Email:
> yzhang at munichreamerica.com<mailto:yzhang at munichreamerica.com>
> 
> 
> 	[[alternative HTML version deleted]]
> 
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