R help - Apr 2009 - covariance

Does anyone know a way to calculate the covariances between two
arrays/matrices x and y, row by row. i.e. var(x[n,],y[n,]) for all n ?

Benjamin Chain
Division of Infection and Immunity
Windeyer Building
UCL, 46 Cleveland St.
London W1T 4JF
Fax 00 44 20 7679 9301

sapply(seq_len(nrow(x)), function(i) var(x[i,], y[i,]))

Gabor

On Sun, Apr 19, 2009 at 7:12 PM, Benny Chain <b.chain at ucl.ac.uk>
wrote:
> Does anyone know a way to calculate the covariances between two
> arrays/matrices x and y, row by row. i.e. var(x[n,],y[n,]) for all n ?
>
> Benjamin Chain
> Division of Infection and Immunity
> Windeyer Building
> UCL, 46 Cleveland St.
> London W1T 4JF
> Fax 00 44 20 7679 9301
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>


-- 
Gabor Csardi <Gabor.Csardi at unil.ch>     UNIL DGM

Dear Benny,
Here is something that could get you a hint:

# Some data
set.seed(123)
X <- matrix(rnorm(100),ncol=10)
Y <- matrix(rnorm(100,2,4),ncol=10)

# Number of rows
n<-nrow(X)

# Covariances
sapply(1:n,function(i) cov(X[i,],Y[i,]))
# [1]  0.23396819  0.51455839  1.13851842 -4.30551345 -2.60720372
-0.06834326  0.78344182 -0.02085422
# [9]  1.05896045  1.37631451

See ?cov and ?sapply for more details.

HTH,

Jorge


On Sun, Apr 19, 2009 at 1:12 PM, Benny Chain <b.chain@ucl.ac.uk> wrote:
> Does anyone know a way to calculate the covariances between two
> arrays/matrices x and y, row by row. i.e. var(x[n,],y[n,]) for all n ?
>
> Benjamin Chain
> Division of Infection and Immunity
> Windeyer Building
> UCL, 46 Cleveland St.
> London W1T 4JF
> Fax 00 44 20 7679 9301
>
> ______________________________________________
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
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