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]).
See also CORRCOEF , STD .