# HG changeset patch
# User schloegl
# Date 1331323429 0
# Node ID 304af0bcac9f2b32d7cb6144f5ac2e33fd0c5fa2
# Parent  322014d4cabe47f02a33c005f78027f8d22c80e3
explain relationship to corrcoef in help text

diff -r 322014d4cabe -r 304af0bcac9f extra/NaN/inst/cov.m
--- a/extra/NaN/inst/cov.m	Fri Mar 09 16:13:10 2012 +0000
+++ b/extra/NaN/inst/cov.m	Fri Mar 09 20:03:49 2012 +0000
@@ -4,6 +4,14 @@
 % NaN's are skipped, NaN do not result in a NaN output. 
 % The output gives NaN only if there are insufficient input data
 % The mean is removed from the data. 
+% 
+% Remark: for data contains missing values, the resulting 
+% matrix might not be positiv definite, and its elements have magnitudes
+% larger than one. This ill-behavior is more likely for small sample 
+% sizes, but there is no garantee that the result "behaves well" for larger
+% sample sizes. If you want the a "well behaved" result (i.e. positive 
+% definiteness and magnitude of elements not larger than 1), use CORRCOEF. 
+% However, COV is faster than CORRCOEF and might be good enough in some cases.
 %
 % C = COV(X [,Mode]);
 %      calculates the (auto-)correlation matrix of X
@@ -26,7 +34,7 @@
 % http://mathworld.wolfram.com/Covariance.html
 
 %	$Id$
-%	Copyright (C) 2000-2003,2005,2009 by Alois Schloegl <alois.schloegl@gmail.com>	
+%	Copyright (C) 2000-2003,2005,2009,2011,2012 by Alois Schloegl <alois.schloegl@ist.ac.at>	
 %       This function is part of the NaN-toolbox 
 %       http://pub.ist.ac.at/~schloegl/matlab/NaN/