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