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...matrix of these two vectors? I tried cov(a,b), I got a number not a matrix. I tried to transpose vector a and b as t(a) and t(b), it still cannot work. Any suggestions? Thank a lot! -- View this message in context: http://n4.nabble.com/how-to-calculate-covariance-matrix-in-R-why-cov-doesn-t-work-tp948253p948253.html Sent from the R help mailing list archive at Nabble.com.