The beliefs that you specify over pairs and so forth must be symmetric:
that is, for all X,Y we must specify .
An illustration of the kind of problem that might arise is
given below.
BD*-2 -1 -1 -6
BD*-1 0 6 -5
BD*-1 5 0 -5
BD*-6 -5 -5 -6
This sequence of commands specifies a covariance matrix
between the collections x and y. However, x and y are not
disjoint - they both contain the elements c and d - and the actual
specification mistakenly attempts to define
and
. An error is flagged whenever this kind of mistake
occurs. This problem can arise also when using the VARDATA: and
MATMULT: commands.