Re: Covariance Matrix

[Jason Stover]

On Wed, Oct 07, 2009 at 03:17:55PM -0400, Jason Stover wrote:
> But that isn't the total number of categories that must be considered
> for the covariance matrix. For example, if our dictionary had the
> variables v1, v2 and v3, and v1 had n1 categories, v2 had n2
> categories and v3 had n3 categories, then our covariance matrix would
> need to have (n1 - 1)*(n2 - 1)*(n3 - 1) rows. I guess we could compute
> this value in category.c, but what if someone only wanted a covariance
> matrix for just v1 and v2? Then the the number of rows necessary would be
> (n1 - 1) * (n2 - 1). Or maybe they would want v2 and v3, then we would
> need (n2 - 1)*(n3 - 1) rows.

I made a mistake here: The dimensions would be (n1-1)+(n2-1)+(n3-1),
or (n1-1)+(n2-1), etc., but not (n1-1)*(n2-1). Oops.