xlMatrix series: Subtracting 2 matrixes

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Function xlMSUB(M1, M2)     Dim rslt()     Dim i, j     Dim rws1, rws2, cls1, cls2         rws1 = M1.Rows.Count     cls1 = M1.Columns.Count     rws2 = M2.Rows.Count     cls2 = M2.Columns.Count     ReDim rslt(1 To rws1, 1 To cls1)         If (rws1 <> rws2) Or (cls1 <> cls2) Then         xlMSUB = "xlERR1"     Else         For i = 1 To rws1             For j = 1 To cls1                 rslt(i, j) = M1(i, j) - M2(i, j)             Next j         Next i         xlMSUB = rslt     End If          End Function

xlMatrix series: xlMADD - summing 2 matrixes

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Function xlMADD(M1, M2)     Dim rslt()     Dim i, j     Dim rws1, rws2, cls1, cls2         rws1 = M1.Rows.Count     cls1 = M1.Columns.Count     rws2 = M2.Rows.Count     cls2 = M2.Columns.Count     ReDim rslt(1 To rws1, 1 To cls1)         If (rws1 <> rws2) Or (cls1 <> cls2) Then         xlMADD = "xlERR"     Else         For i = 1 To rws1             For j = 1 To cls1                 rslt(i, j) = M1(i, j) + M2(i, j)             Next j         Next i         xlMADD = rslt     End If          End Function

Sample covariance matrix

Function xlCovSMtx(rng As Range)         Dim i, j     Dim nCls As Integer     Dim mtx()         With WorksheetFunction             nCls = rng.Columns.Count         'MsgBox nCls         ReDim mtx(1 To nCls, 1 To nCls)             For i = 1 To nCls             For j = 1 To nCls                 mtx(i, j) = .Covariance_S(rng.Columns(i), rng.Columns(j))             Next j         Next i             xlCovSMtx = mtx         End With End Function Function xlCovSMtx_U(rng As Range)         Dim i, j     Dim nCls As Integer     Dim mtx()         With WorksheetFunction             nCls = rng.Columns.Count         'MsgBox nCls         ReDim mtx(1 To nCls, 1 To nCls)             For i = 1 To nCls             For j = 1 To nCls                 If i <= j Then                     mtx(i, j) = .Covariance_S(rng.Columns(i), rng.Columns(j))                 Else                     mtx(i, j) = 0                 End If             Next j         Next i             xlCovSMtx_U = mtx         End With End Function Function xlCovSMtx_L(rng As Range)         Dim i, j     Dim nCls As Integer     Dim mtx()         With WorksheetFunction             nCls = rng.Columns.Count         'MsgBox nCls         ReDim mtx(1 To nCls, 1 To nCls)             For i = 1 To nCls             For j = 1 To nCls                 If i >= j Then                     mtx(i, j) = .Covariance_S(rng.Columns(i), rng.Columns(j))                 Else                     mtx(i, j) = 0                 End If             Next j         Next i             xlCovSMtx_L = mtx         End With End Function

Correlation matrix

Function xlCorrMtx(rng As Range)         Dim i, j     Dim nCls As Integer     Dim mtx()         With WorksheetFunction             nCls = rng.Columns.Count         'MsgBox nCls         ReDim mtx(1 To nCls, 1 To nCls)             For i = 1 To nCls             For j = 1 To nCls                 mtx(i, j) = .Correl(rng.Columns(i), rng.Columns(j))             Next j         Next i             xlCorrMtx = mtx         End With End Function Function xlCorrMtx_U(rng As Range)         Dim i, j     Dim nCls As Integer     Dim mtx()         With WorksheetFunction             nCls = rng.Columns.Count         'MsgBox nCls         ReDim mtx(1 To nCls, 1 To nCls)             For i = 1 To nCls             For j = 1 To nCls                 If i <= j Then                     mtx(i, j) = .Correl(rng.Columns(i), rng.Columns(j))                 Else                     mtx(i, j) = 0                 End If             Next j         Next i             xlCorrMtx_U = mtx         End With End Function Function xlCorrMtx_L(rng As Range)         Dim i, j     Dim nCls As Integer     Dim mtx()         With WorksheetFunction             nCls = rng.Columns.Count         'MsgBox nCls         ReDim mtx(1 To nCls, 1 To nCls)             For i = 1 To nCls             For j = 1 To nCls                 If i >= j Then                     mtx(i, j) = .Correl(rng.Columns(i), rng.Columns(j))                 Else                     mtx(i, j) = 0                 End If             Next j         Next i             xlCorrMtx_L = mtx         End With End Function

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