
A command that creates a Covariance object from every selected TableOfReal object. The covariances are calculated between columns.
The covariance coefficients s_{ij} between the elements of columns i and j are defined as:
s_{ij} = Σ_{k} (x_{ki}  x̄_{i})(x_{kj}  x̄_{j})/(numberOfObservations  numberOfConstraints), 
where x_{ki} is the element k in column i, x̄_{i} is the mean of column i, numberOfObservations equals the number of rows in the table, and numberOfConstraints equals 1.
The actual calculation goes as follows
© djmw, December 9, 2015