Guest Granta Posted December 14, 2004 Share Posted December 14, 2004 Hi there, I've a question here that I'd like yer opinions on: If I have an n*m matrix X made up of n measurements of m variables (assuming all the variables measure temperature and so the units are Kelvin (K)). Does this imply that the covariance of X has units K^2? Also, if S = covariance(X) and S = ULU', what are the units of U, L and U'?? Link to comment Share on other sites More sharing options...
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