Function xlCovSMtx(rng As Range)
Dim i, j
Dim nCls As Integer
Dim mtx()
With WorksheetFunction
nCls =
rng.Columns.Count
'MsgBox nCls
ReDim mtx(1 To nCls, 1
To nCls)
For i = 1 To nCls
For j = 1 To nCls
mtx(i, j) =
.Covariance_S(rng.Columns(i), rng.Columns(j))
Next j
Next i
xlCovSMtx = mtx
End With
End Function
Function xlCovSMtx_U(rng As Range)
Dim i, j
Dim nCls As Integer
Dim mtx()
With WorksheetFunction
nCls =
rng.Columns.Count
'MsgBox nCls
ReDim mtx(1 To nCls, 1
To nCls)
For i = 1 To nCls
For j = 1 To nCls
If i <= j
Then
mtx(i, j) =
.Covariance_S(rng.Columns(i), rng.Columns(j))
Else
mtx(i, j) =
0
End If
Next j
Next i
xlCovSMtx_U = mtx
End With
End Function
Function xlCovSMtx_L(rng As Range)
Dim i, j
Dim nCls As Integer
Dim mtx()
With WorksheetFunction
nCls = rng.Columns.Count
'MsgBox nCls
ReDim mtx(1 To nCls, 1
To nCls)
For i = 1 To nCls
For j = 1 To nCls
If i >= j
Then
mtx(i, j) =
.Covariance_S(rng.Columns(i), rng.Columns(j))
Else
mtx(i, j) =
0
End If
Next j
Next i
xlCovSMtx_L = mtx
End With
End Function
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