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+## Copyright (C) 1995, 1996, 1997  Kurt Hornik
+## 
+## This program is free software; you can redistribute it and/or modify
+## it under the terms of the GNU General Public License as published by
+## the Free Software Foundation; either version 2, or (at your option)
+## any later version.
+## 
+## This program is distributed in the hope that it will be useful, but
+## WITHOUT ANY WARRANTY; without even the implied warranty of
+## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
+## General Public License for more details. 
+## 
+## You should have received a copy of the GNU General Public License
+## along with this file.  If not, write to the Free Software Foundation,
+## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
+
+## usage:  cov (x [, y])
+##
+## The (i,j)-th entry of cov (x, y) is the covariance between the i-th
+## variable in x and the j-th variable in y.
+##
+## For matrices, each row is an observation and each column a variable;
+## vectors are always observations and may be row or column vectors.
+##
+## cov (x) is cov (x, x).
+
+## Author:  KH <Kurt.Hornik@ci.tuwien.ac.at>
+## Description:  Compute covariances
+
+function c = cov (x, y)
+
+  if (nargin < 1 || nargin > 2)
+    usage ("cov (x [, y])");
+  endif
+
+  if (rows (x) == 1)
+    x = x';
+  endif
+  n = rows (x);
+
+  if (nargin == 2)
+    if (rows (y) == 1)
+      y = y';
+    endif
+    if (rows (y) != n)
+      error ("cov: x and y must have the same number of observations."); 
+    endif
+    x = x - ones (n, 1) * sum (x) / n;
+    y = y - ones (n, 1) * sum (y) / n;
+    c = conj (x' * y / (n - 1));
+  elseif (nargin == 1)
+    x = x - ones (n, 1) * sum (x) / n;
+    c = conj (x' * x / (n - 1));
+  endif
+
+endfunction