

   WWeeiigghhtteedd CCoovvaarriiaannccee MMaattrriicceess

        cov.wt(x, wt = rep(1/nrow(x), nrow(x)), cor = FALSE, center = TRUE)

   AArrgguummeennttss::

          x: a matrix or data frame.  As usual, rows are obser-
             vations and columns are variables.

         wt: a non-negative and non-zero vector of weights for
             each observation.  Its length must equal the num-
             ber of rows of `x'.

        cor: A logical indicating whether the estimated corre-
             lation weighted matrix will be returned as well.

     center: Either a logical or a numeric vector specifying
             the centers to be used when computing covariances.
             If `TRUE', the (weighted) mean of each variable is
             used, if `FALSE', zero is used.  If `center' is
             numeric, its length must equal the number of
             columns of `x'.

   DDeessccrriippttiioonn::

        Returns a list containing estimates of the weighted
        covariance matrix and the mean of the data, and option-
        ally of the (weighted) correlation matrix.

   VVaalluuee::

        A list containing the following named components:

        cov: the estimated (weighted) covariance matrix

     center: an estimate for the center (mean) of the data.

      n.obs: the number of observations (rows) in `x'.

         wt: the weights used in the estimation.  Only returned
             if given as an argument.

        cor: the estimated correlation matrix.  Only returned
             if `cor' is `TRUE'.

   SSeeee AAllssoo::

        `cov'

