cov
Covariance matrix .
c=cov(a,b)
c=cov(a)
Inputs
a Data Matrix
b Optional input . Data matrix. If prescribed, it should have the same number of elements as a .
Outputs
c The covariance matrix of the inputs.


Description
If only one input is used in the call, covariance matrix of a is returned, otherwise the 2X2 cross-covariance matrix of a[:] and b[:] is returned. (Note that a[:] is the column vector of the elements of a .)