Items tagged with covariance

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How can I get the Standard Errors of the covariance matrix in Maple?
I can simulate a covariance matrix in Maple as follows:

restart:
with(Statistics):
with(LinearAlgebra):

R := RandomMatrix(4, 4, generator = -15 .. 15, outputoptions = [datatype = float[8]]);
CovarianceMatrix(R);

but how do I find the standard errors?

I wrote down a covariance matrix through the following command:

 A := Matrix([[a, b], [b, c]], shape = symmetric, attributes = [positive_definite]);

and then I computed the Cholesky decomposition of this matrix using afterwards the command simplify as well
B := LUDecomposition(A, method = Cholesky)
C:=simplify(%)
What I obtained is this matrix
Matrix(2, 2, {(1, 1) = sqrt(a), (1, 2) = 0, (2, 1...
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