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This is a covariance calculation question so nothing to do with R but maybe someone could help me anyway. Suppose, I have two random variables X and Y whose means are both known to be zero and I want to get an estimate of their covariance. I have n sample pairs (X1,Y1) (X2,Y2) . . . . . (Xn,Yn) , so that the covariance estimate is clearly 1/n *(sum from i = 1 to n of ( X_i*Y_i) ) But,

...1 0 0 4, 50 Feb 27 02:31 tty50 crw------- 1 0 0 4, 51 Feb 27 02:31 tty51 crw------- 1 0 0 4, 52 Feb 27 02:31 tty52 crw------- 1 0 0 4, 53 Feb 27 02:31 tty53 crw------- 1 0 0 4, 54 Feb 27 02:31 tty54 crw------- 1 0 0 4, 55 Feb 27 02:31 tty55 crw------- 1 0 0 4, 56 Feb 27 02:31 tty56 crw------- 1 0 0 4, 57 Feb 27 02:31 tty57 crw------- 1 0 0 4, 58 Feb 27 02:31 tty58 crw------- 1 0 0 4, 59 Feb 27 02:31 tty59 crw------- 1 0 0 4, 6 Feb 27 02:31 tty6 crw------- 1 0 0 4, 60 Feb 27 02:31 tty60 crw------- 1 0 0 4, 61 Feb 27 02:31 tty61 crw------- 1 0 0 4, 62 Feb 27...