</span></span>
<span><span class="co">#         assuming zero correlation between dimensions</span></span>
<span><span class="va">variance.fixed</span> <span class="op">&lt;-</span> <span class="fu"><a href="https://rdrr.io/r/base/matrix.html" class="external-link">as.matrix</a></span><span class="op">(</span> <span class="fu"><a href="https://amices.org/mice/reference/cbind.html" class="external-link">cbind</a></span><span class="op">(</span> <span class="fl">1</span>,<span class="fl">2</span>,<span class=