decompose extended covariance matrix into mean (mu), standard deviation, the (pure) Covariance (COV), correlation (xc) matrix and the correlation coefficients R2. NaN's are condsidered as missing values. [mu,sd,COV,xc,N,R2]=decovm(ECM[,NN]) ECM is the extended covariance matrix NN is the number of elements, each estimate (in ECM) is based on see also: MDBC, COVM, R2
Package: nan