# cov

Compute covariances.

## Syntax

c = cov(x)

c = cov(x,scale)

c = cov(x,y)

c = cov(x,y,scale)

## Inputs

`x`- Data sample.
`y`- Data sample.
`scale`- Scale flag.

## Outputs

- c
- Covariance.

## Example

```
a=[1,2,3,4;1,4,9,16;16,9,4,1;1,8,27,64];
b=[2,3,4;4,9,16;8,27,64;16,9,4];
c=cov(a,b)
```

```
c = [Matrix] 4 x 3
2.5 75 210
15.833 27 58
61.167 -25 -142
155.5 -87 -426
```

## Comments

When x is a matrix c=cov(x) computes matrix c such that c(i,j) is the covariance
of columns i and j of `x`.

When x and y are vectors c=cov(x,y) computes the covariance of the vectors.

When x and y are matrices c=cov(x,y) computes matrix c such that c(i,j) is the covariance
of column i of `x` and column j of `y`.