## Covariance Matrices

## Usage

    var(x, y=x, na.rm=FALSE, use)

## Arguments

`x` | a matrix or vector.
`y` | a matrix or vector.
`na.rm` | logical.
`use` | an optional character string giving a method for computing covariances in the presence of missing values. This must be one of `"all.obs"`, `"complete.obs"` or `"pairwise.complete.obs"`, with abbreviation being permited.

## Description

`var` computes the variance of `x` and the covariance of `x` and `y` if `x` and `y` are vectors. If `x` and `y` are matrices then the covariance between the columns of `x` and the the columns of `y` are computed.

If `na.rm` is `TRUE` then the complete observations (rows) are use to compute the variance. If `na.rm` is `FALSE` and there are missing values, then `var` will fail.

The argument `use` can also be used for describing how to handle missing values. Specifying `use="all"` is equivalent to specifying `na.rm=FALSE` and specifying `use="pair"` is equivalent to `na.rm=TRUE`. If `use="pair"`, then all the observations which are complete for a pair of variables is used to compute the covariance for that pair of variables. This can result in covariance matrices which are not positive semidefinite.

## Examples

    var(1:10)
    # 9.166667

    var(1:5,1:5)
    # 2.5

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