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  • February 23, 2013 at 7:01 pm #217
    Anonymous
    Guest

    Can someone shed some on light on the relationships of covariance, correlation with eigenvalues,eigenvectors?

    Including an example would be ideal.

    Thanks

    March 3, 2013 at 10:53 pm #954
    Mike
    Member

    As far as I can remember, the only relevance is the test for the variance covariance matrices to be positive semi definite, i.e. to have positive eigenvalues

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