mvvacov - computes variance-covariance matrix

### Calling Sequence

  `v=mvvacov(x)`

### Parameters

- `x` : real or complex vector or matrix

### Description

This function computes v, the matrix of variance-covariance of the "tableau" 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.

### Examples

    x=[0.2113249 0.0002211 0.6653811;0.7560439 0.4453586 0.6283918]
    v=mvvacov(x)

### Author

Carlos Klimann

### Bibliography

Saporta, Gilbert, Probabilites, Analyse des Donnees et Statistique, Editions Technip, Paris, 1990. Mardia, K.V., Kent, J.T. & Bibby, J.M., Multivariate Analysis, Academic Press, 1979.