1. Learn
    2. /
  2. Courses
    3. /
  3. Multivariate Probability Distributions in R

Exercise

Calculating the variance-covariance matrix

Along with the mean, an equally important statistic for a multivariate observation is its variance-covariance matrix. The variance-covariance matrix generalizes the concept of variance to multiple dimensions.

Instructions

100 XP
  • Calculate the variance-covariance matrix of the first four numeric variables in columns 2 through 5.
  • Round the values of the variance-covariance matrix to two decimal places.