For a sample matrix,
x, we compute the sample covariance matrix of the
data as the maximum likelihood estimator (MLE) of the population covariance
data matrix with
logical value. If TRUE, assumes the population covariance matrix
is diagonal. By default, we assume that
diag option is set to
TRUE, then we assume the population
covariance matrix is diagonal, and the MLE is computed under this assumption.
In this case, we return a vector of length
sample covariance matrix of size p \times p. If
TRUE, then a vector of length
p is returned instead.
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