CovarMethod Fields

All the input vectors are stored in a single matrix, as its columns

[v1-avg, v2-avg,...] * transpose([v1-avg,v2-avg,...])

All the input vectors are stored in a single matrix, as its rows

Scale the covariance matrix coefficients by number of the vectors

Calculates covariation matrix for a set of vectors transpose([v1-avg, v2-avg,...]) * [v1-avg,v2-avg,...]

Do not calc average (i.e. mean vector) - use the input vector instead (useful for calculating covariance matrix by parts)