Computes the observed variance-covariance matrix.
vcxs() have been replaced with functions
whose descriptions use more standard statistical nomenclature.
vcms() will continue
to be available for backwards compatibility.
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 \(N\). For an unbiased estimator covariance
matrix which uses \(N - 1\) rather than \(N\) see