[R] 다변량 데이터의 표본공분산행렬 계산

n = 10
Y = matrix(c(35, 3.5, 2.8,
             35, 4.9, 2.7,
             40, 30, 4.38,
             10, 2.8, 3.21,
             6, 2.7, 2.73,
             20, 2.8, 2.81,
             35, 4.6, 2.88,
             35, 10.9, 2.9,
             35, 8.0, 3.28,
             30, 1.6, 3.2),
           ncol = 3, byrow = TRUE)
J = matrix(1, nrow = n, ncol = n)
I = diag(1, 10)

S = (t(Y) %*% (I - J / n) %*% Y) / (n - 1)