COV

 

 Covariance matrix.

  COV(X), if X is a vector, returns the variance.  For matrices,

  where each row is an observation, and each column a variable,

  COV(X) is the covariance matrix.  DIAG16RMFU2(COV(X)) is a vector of

  variances for each column, and SQRT2UBKRXR(DIAG16RMFU2(COV(X))) is a vector

  of standard deviations.   COV(X,Y) is COV([X Y]).  

 

 

  See also CORRCOEF5JKP0TM, STDN25CU2.