Variance and Covariance (Matrices)

cov2() is similar to cov() but has an additional argument. The denominator \(n\) (bias = TRUE) can be used (instead of \(n-1\)) to give a biased estimator of the (co)variance.

cov2(x, y = NULL, bias = TRUE)

Arguments

x	A numeric vector, matrix or data.frame.
y	A numeric vector, matrix or data.frame.
bias	A logical value. If bias = TRUE, \(n\) is used to give a biased estimator of the (co)variance. If bias = FALSE, \(n-1\) is used (default: TRUE).

Value

C

Estimation of the variance (resp. covariance) of x (resp. x and y).