var(x, y=x, na.rm=FALSE, pairwise=FALSE)
x
| a matrix or vector. |
y
| a matrix or vector. |
pairwise
| logical. |
na.rm
| logical. |
var
computes the variance of x
and the
covariance of x
and y
if x
and y
are vectors. If x
and y
are matrices then
the covariance between the columns of x
and the
the columns of y
are computed.
If na.rm
is TRUE
then missing values are
removed from the vectors before calculation.
If pairwise
is FALSE
(the default),
missing values in matrices are handled by casewise deletion.
If pairwise
is TRUE
, all cases which are
complete for a pair of variables is used to compute the
covariance for that pair of variables.
This can result in covariance matrices which are not
positive semidefinite.