# covarMatrix

Syntax

covarMatrix(X)

Arguments

X is a matrix.

Details

Return a covariance matrix, where the (i, j) entry is the covariance between the columns i and j of X.

Note:

• For a matrix X without NULL values, the result of `covarMatrix(X)` is equivalent to `cross/pcross(covar, X)`, but the performance of function covarMatrix is significantly improved.

• For a matrix with NULL values, the results of `covarMatrix(X)` and `cross/pcross(covar, X)` are different, because the NULL values are converted to 0 by default in function `covarMatrix`, but ignored in function `covar`.

Examples

```\$ m = rand(10.0, 30)\$10:3
\$ covarMatrix(m)
```

#0

#1

#2

6.116181845352529

1.107026927999891

1.306707566911273

1.107026927999891

7.162534080771522

-0.758517799304199

1.306707566911273

-0.758517799304199

5.516744365930221

```\$ a = rand(1.0, 30000000).reshape(10000:3000)
\$ a.rename!("s" + string(1..3000))
\$ timer covarMatrix(a)
Time elapsed: 2927.264 ms
\$ timer pcross(covar, a)
Time elapsed: 29484.85 ms
```

Related function: corrMatrix