<p><code>var</code>, <code>cov</code> and <code>cor</code> compute the variance of <code>x</code> and the covariance or correlation of <code>x</code> and <code>y</code> if these are vectors. If <code>x</code> and <code>y</code> are matrices then the covariances (or correlations) between the columns of <code>x</code> and the columns of <code>y</code> are computed.</p> <p><code>cov2cor</code> scales a covariance matrix into the correspondin</p>…