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.