** 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. DIAG (COV(X)) is a vector of **

** variances for each column, and SQRT (DIAG (COV(X))) is a vector **

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

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** See also CORRCOEF , STD . **

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