NTMULTICOVARP

Returns mean vector and covariance matrix

Syntax

Parameters

• Data set is a set of series of variables.
• Calc mean is a logical value that determines means of each variables are computed or not.

Remarks

Example

• The example may be easier to understand if you copy it to a blank worksheet
  
  
  
  How to copy an example
  
  1. Create a blank workbook or worksheet.
  2. Select the example in the Help topic.

     Note  Do not select the row or column headers.

     

     Selecting an example from Help

  3. Press CTRL+C.
  4. In the worksheet, select cell A1, and press CTRL+V.
  5. To switch between viewing the results and viewing the formulas that return the results, press CTRL+` (grave accent), or on the Tools menu, point to Formula Auditing, and then click Formula Auditing Mode.

  1 2 3 4 5 6 7 8 9 10 11 12 13

  A B C D 1st.series 2nd.series 3rd.series Description 0.07 0.312 0.137   -0.05 -0.271 -0.077   -0.0123 0.312 0.0175   0.0323 -0.272 0.043   0.205 0.307 -0.0018   -0.185 -0.267 0.062   -0.331 -0.187 0.112   0.351 0.227 -0.051   0.061 -0.026 -0.068   -0.041 0.066 0.128   Formula     Description (Result) =NTMULTICOVARP(A2:C11,TRUE)     Mean vector (A13:C13) and covariance matrix (A14:C16)

  Note The formula in the example must be entered as an array formula. After copying the example to a blank worksheet, select the range A13:C16 starting with the formula cell. Press F2, and then press CTRL+SHIFT+ENTER.

• Download sample excel sheet

See also

• NTCOR2COV
• NTCOV2COR
• NTMULTICORREL
• Why I always see the same result even if I input formula into multiple cell?