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33710
2007 May 23
1
Eigen values
Dear,
My problems are;
1. Simulate a P-variate multivariate data set (N by P)
2. Draw samples of size n from N (with or without replacement)
3. Obtain eigen values of the variance-covariance matrix of each
sample drawn in (2) above.
4. print out the matrix of eigen values as well as the identity of
sample generating them.
Thanks
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