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Generating beliefs automatically from sample covariances

 


tex2html_wrap_inline33790 tex2html_wrap_inline33790 Syntax

  1. BD>vardata : v(S,B tex2html_wrap_inline33794 ,B tex2html_wrap_inline33798 ) tex2html_wrap_inline33712

  2. BD>vardata : r(S,B tex2html_wrap_inline33794 ,B tex2html_wrap_inline33798 ) tex2html_wrap_inline33712

where S is a belief store number and tex2html_wrap_inline35086 are the names of bases.

tex2html_wrap_inline33806 tex2html_wrap_inline33806

The VARDATA:  command is used to generate a variance-covariance matrix in a belief store from the sample variances and covariances calculated from data attached to the corresponding elements. In the first form of the syntax, sample covariances are calculated, and sample correlations are calculated for the second form of the syntax.

It is assumed that each of the elements comprising the bases B1 and B2 possesses data, and that there exists a subset of cases for which data is available for all of these elements. This subset defines the number of cases used to define the sample covariances (or correlations). Use of the correlation option requires that all the respective variances be positive. We use the multiplier tex2html_wrap_inline35682 rather than tex2html_wrap_inline35684 when determining these summary statistics. The beliefs generated are checked for symmetry (see §6.8.5).  



David Wooff
Wed Oct 21 15:14:31 BST 1998