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Overview

There are many ways of declaring variances and covariances over and between elements. We may (1) declare single variances or covariances as the value of some given equation; (2) construct variance-covariance matrices as linear combinations of other variance-covariance matrices; (3) directly input numerical specifications. We treat each of these methods separately below, although the VAR:  command is used for each. Variances and covariances attach to elements only, and are at least notionally available as soon as an element becomes defined. By default, all variances and covariances are zero unless specified otherwise.

Individual belief specifications are available for use in equations in either their original covariance form or in correlation form. Use the var  and corr  operators respectively. All belief specifications can be examined by using the LOOK:  command with either the v  (for covariances) or r  (correlation form) argument.

Belief specifications should, of course, be coherent. However, no check is made at the time of specification as to whether the inputs are coherent. Generally this is left until the beliefs are actually used as inputs to an adjustment. It is possible to use the COHERENCE:  command to verify belief coherence directly, and less directly the EIGEN:  command may also be used to this purpose.



David Wooff
Wed Oct 21 15:14:31 BST 1998