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Scripting Guide - SAS

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Appendix A JSL Syntax Reference 629<br />

Matrix Functions<br />

Notes<br />

Rows are discarded if they contain missing values.<br />

This function uses multithreading if available, so it is recommended for large problems with many rows.<br />

When a column is constant, the correlations for it are 0, and the diagonal element is also 0.<br />

Covariance(matrix)<br />

Description<br />

Calculates the covariance matrix of the data in the matrix argument.<br />

Returns<br />

The covariance matrix for the specified matrix.<br />

Argument<br />

matrix A matrix that contains the data. If the data has m rows and n columns, the result is an m-by-m<br />

matrix.<br />

Notes<br />

Rows are discarded if they contain missing values.<br />

This function uses multithreading if available, so it is recommended for large problems with many rows.<br />

Design(vector, <

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