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rcovariance-matrix

Non-conformable arrays | Error calculating T squared | R

I am trying to calculate T squared. I have the following parameters: 

> invS #inverse variance covariance matrix          
          x1        x2
x1  0.005536320 -0.001167908
x2 -0.001167908  0.002635186

> n # number of rows
[1] 11

> d_mean
   x1        x2 
-9.363636 13.272727

When I am trying to calculate the T squared: 

> Tsq <- n* d_mean*invS*t(d_mean)

...I get this error: 

Error in n* d_mean*invS*t(d_mean) : non-conformable arrays

What am I doing wrong?

Solution

  • Try:

    Tsq <- n * d_mean %*% invS %*% t(d_mean).

    %*% is the matrix product and * the element-wise product.