Re: problem with cov(X)?

[Daniel X. Pape]

John Day writes:

> I don't know if I can help you, but, since I use cov(X) a lot,
> I'd be interested in what you think is wrong with it.

I'm sorry everyone. My mistake. 

I thought that the output from cov(X) was off, but that's because I
didn't look at the source before mailing. When I did, I realized that
Octave's cov(X) function was dividing things by (sample size - 1) and
when I was calcuating the covariances manually, I was only dividing by
(sample size).

So, it was not wrong - I was.


Thanks for the help.


Dan