zhang yanwei princetonmram yzhangmunichreamericacom hi assume random vector four variables ie aabcd able get covariance matrix vector get covariance matrix vector bacbd manipulating corresponding covariance matrix thanks sincerely yanwei zhang department actuarial research modeling munich america tel 6092752176 email yzhangmunichreamericacom alternative html version deleted ______________________________________________ rhelprprojectorg mailing list httpsstatethzchmailmanlistinforhelp please read posting guide httpwwwrprojectorgpostingguidehtml provide commented minimal selfcontained reproducible code thu 07 aug 2008 101849 0400 r covariance matrix