This help topic is for R version 0.60. For the current version of R, try https://stat.ethz.ch/R-manual/R-patched/library/base/html/var.html
var {base}R Documentation

Covariance Matrices

Description

var computes the variance of x and the covariance of x and y if x and y are vectors. If x and y are matrices then the covariance between the columns of x and the the columns of y are computed.

If na.rm is TRUE then the complete observations (rows) are use to compute the variance. If na.rm is FALSE and there are missing values, then var will fail.

The argument use can also be used for describing how to handle missing values. Specifying use="all" is equivalent to specifying na.rm=FALSE and specifying use="pair" is equivalent to na.rm=TRUE. If use="pair", then all the observations which are complete for a pair of variables is used to compute the covariance for that pair of variables. This can result in covariance matrices which are not positive semidefinite.

Usage

var(x, y=x, na.rm=FALSE, use)

Arguments

x

a matrix or vector.

y

a matrix or vector.

na.rm

logical.

use

an optional character string giving a method for computing covariances in the presence of missing values. This must be one of "all.obs", "complete.obs" or "pairwise.complete.obs", with abbreviation being permited.

Examples

var(1:10)
# 9.166667

var(1:5,1:5)
# 2.5

[Package base version 0.60 ]