Covariance, a 2x2 matrix?

Hello,

I calculated the covariance between two sets of data (2 columns of data). And I got a 2x2 covariance matrix (see picture). But what is the covariance now? I thought that it would be just 1 number?...

[Azzi Abdelmalek]

You don't need to post a picture, just paste your code

[Sam]

Okay, sorry. But do you know the answer?

Answer 1

[James Tursa]

The nancov function assumes you have two variables because you have two columns of data, so it returns a 2x2 covariance matrix. The diagonal containing the variances of the variables and the off diagonals containing the covariances between the variables.