data(SimulatedAmounts)
mean.col(sa.lognormals)
var(acomp(sa.lognormals))
var(rcomp(sa.lognormals))
var(aplus(sa.lognormals))
var(rplus(sa.lognormals))
cov(acomp(sa.lognormals5[,1:3]),acomp(sa.lognormals5[,4:5]))
cov(rcomp(sa.lognormals5[,1:3]),rcomp(sa.lognormals5[,4:5]))
cov(aplus(sa.lognormals5[,1:3]),aplus(sa.lognormals5[,4:5]))
cov(rplus(sa.lognormals5[,1:3]),rplus(sa.lognormals5[,4:5]))
cov(acomp(sa.lognormals5[,1:3]),aplus(sa.lognormals5[,4:5]))
svd(var(acomp(sa.lognormals)))Run the code above in your browser using DataLab