vcms, vcxs ============================================== Purpose ---------------- Computes the observed variance-covariance matrix. .. NOTE:: :func:`vcms` and :func:`vcxs` have been replaced with functions :func:`varCovX` and :func:`varCovM` whose descriptions use more standard statistical nomenclature. :func:`vcxs` and :func:`vcms` will continue to be available for backwards compatibility. Format ---------------- .. function:: vc = vcms(m) vc = vcxs(x) :param m: A constant term MUST have been the first variable when the moment matrix was computed. :type m: KxK moment (:math:`x'x`) matrix :param x: data :type x: NxK matrix :return vc: the observed-covariance matrix of *m* or *x*. :rtype vc: KxK matrix Remarks ------- The variance covariance matrix is that of the input data matrix. It is computed as the moment matrix of deviations about the mean divided by the number of observations :math:`N`. For an unbiased estimator covariance matrix which uses :math:`N - 1` rather than :math:`N` see :func:`vcm` or :func:`vcx`. Source ------ corrs.src .. seealso:: Functions :func:`momentd`, :func:`corrms`