I'm trying to simulate two distributions and compare their covariance using two functions. But when defining my covariance functions, I run into an arrow:
Error in apply(c(X, Y), 1, cov) : dim(X) must have a positive length
This is my code so far:
X <- matrix(rnorm(30,0,2))
Y <- matrix(rnorm(30,2,3))
S2 <- apply(c(X,Y), 1, cov)
Thank you in advance.
CodePudding user response:
I am not really sure, what your final goal really is giving X and Y.
But maybe cov(cbind(X,Y))
is doing what you expect?
CodePudding user response:
We need mapply()
here.
mapply(cov, list(X, Y))
CodePudding user response:
Try sapply(list(X, Y), cov), sapply() takes a list, vector as input and the output is a vector.