Command Reference : Matrix Language Reference
  
 
@covs
Pearson (sample) product moment covariance (d.f. adjusted).
Syntax: @covs(x)
x: matrix
Return: sym
Compute the covariance between columns of a matrix, with d.f. correction.
For the multiple variables in group and matrix settings,
where is the column vector corresponding to the i-th row of the matrix, are the corresponding means, and is the number of rows of the matrix.
Examples
matrix x = @mnrnd(300, 5)
sym cov = @covs(@inner(x))
computes the d.f. corrected covariance matrix of the randomly generated X.
Cross-references
See also @cov and @cor.