<?xml version="1.0" encoding="ISO-8859-1" standalone="no"?>
<!DOCTYPE MAN SYSTEM "../../manrev.dtd">
<MAN>
  <LANGUAGE>eng</LANGUAGE>
  <TITLE>mvvacov</TITLE>
  <TYPE>  </TYPE>
  <DATE>May 2002</DATE>
  <SHORT_DESCRIPTION name="mvvacov">  computes  variance-covariance matrix</SHORT_DESCRIPTION>
  <CALLING_SEQUENCE>
    <CALLING_SEQUENCE_ITEM>v=mvvacov(x)  </CALLING_SEQUENCE_ITEM>
  </CALLING_SEQUENCE>
  <PARAM>
    <PARAM_INDENT>
      <PARAM_ITEM>
        <PARAM_NAME>x</PARAM_NAME>
        <PARAM_DESCRIPTION>
          <SP>: real or complex vector or matrix</SP>
        </PARAM_DESCRIPTION>
      </PARAM_ITEM>
    </PARAM_INDENT>
  </PARAM>
  <DESCRIPTION>
    <P>
    This    function   computes    v,    the   matrix    of
    variance-covariance  of   the  &quot;tableau&quot;  x   (x  is  a
    numerical  matrix  nxp)  who  gives  the  values  of  p
    variables for n individuals: the (i,j) coefficient of v
    is v(i,j)=E(xi-xibar)(xj-xjbar),  where E is  the first
    moment of a variable, xi is the i-th variable and xibar
    the mean of the xi variable.</P>
  </DESCRIPTION>
  <EXAMPLE>
<![CDATA[

x=[0.2113249 0.0002211 0.6653811;0.7560439 0.4453586 0.6283918]
v=mvvacov(x)
 ]]>
  </EXAMPLE>
  <AUTHOR> Carlos Klimann</AUTHOR>
  <BIBLIO>
    <P>
        Saporta, Gilbert, Probabilites,  Analyse des Donnees et Statistique, Editions Technip, Paris, 1990.  Mardia,  K.V., Kent,  J.T. &amp;  Bibby,  J.M., Multivariate Analysis, Academic Press, 1979.</P>
  </BIBLIO>
</MAN>
