# Question on the Covariance function in Mathematica

Posted 10 years ago
3635 Views
|
3 Replies
|
2 Total Likes
|
 Hi, I am trying use the covariance function in the mathematica using the following command: Covariance[MatrixForm[Table[u[i, t] - u[i, t - 1], {i, 1, 10}, {t, 1, 5}]]] with the error message "Covariance::shlen: The argument (<<1>>) should have at least two elements."   So I tried the following command: Covariance[MatrixForm[Table[u[i, t] - u[i, t - 1], {i, 1, 10}, {t, 1, 5}]],MatrixForm[Table[u[i, t] - u[i, t - 1], {i, 1, 10}, {t, 1, 5}]]]  Then I get the following error : Covariance::vctmat: The arguments to Covariance are not a pair of vectors or a pair of matrices of equal length.    So I tried the transpose function on one of the matrix like:Covariance[MatrixForm[Table[u[i, t] - u[i, t - 1], {i, 1, 10}, {t, 1, 5}]],Transpose[  MatrixForm[Table[u[i, t] - u[i, t - 1], {i, 1, 10}, {t, 1, 5}]]]] but it gave me the same error and the problem is not resolved at all..If I am trying to get the covariance expression in the most simplified form of this {u[i, t] - u[i, t - 1], {i, 1, 10}, {t, 1, 5} } how can I do this..? I would greatly appreciate if anyone could help me out with this critical problem for me.. either on this forum and/or through my email.
3 Replies
Sort By:
Posted 10 years ago
 Thank you very much! I eventually resoved the problem.  Thanks a lot!
Posted 10 years ago
 MatrixForm is a wrapper for printing. MatrixForm applied to m has Head MatrixForm so is not seen as a vector or matrix. So eliminate it in the arguments -- if you want to see the result formatted as a matrix use it afterwords.In the code below I reduced the size of the matrices for brevity, and assumed coefficients Real in the display of the result:cv = Covariance[Table[u[i, t] - u[i, t - 1], {i, 1, 2}, {t, 1, 2}],    Table[u[i, t] - u[i, t - 1], {i, 1, 2}, {t, 1, 2}]];MatrixForm[Simplify[cv, Element[u[_, _], Reals]]]Best,David
Posted 10 years ago
 Sorry. We are very reluctant to have people's email addresses in posts. For suggestions on formatting posts, please see http://community.wolfram.com/groups/-/m/t/151347