variance-covariance-matrix

In R a matrix is an atomic vector with the dimension attribute. In this example, the correlation matrix is entered as a vector with sixteen elements: rho_v ＜-c(1.000, ...). Then the vector is translated into a matrix with rho ＜- matrix(rho_v, nrow = 4, ncol =4). Now it is a matrix because it has...

Hi, In reference to R16.P1.T2.HULL_CH11:Topic: VARIANCE_COVARIANCE_MATRIX_+VE_SEMI_DEFINITE Can anyone explain what is meant by the "Variance-Covariance Matrix" In order to be "Internally Consistent" has to satisfy the condition of w * C * wT =>+Ve Semi Definite" ...? What is "w" here...