for (int j = 0; j < i; j++) {
double cov = covariance(matrix.getColumn(i), matrix.getColumn(j), biasCorrected);
outMatrix.setEntry(i, j, cov);
outMatrix.setEntry(j, i, cov);
}
outMatrix.setEntry(i, i, variance.evaluate(matrix.getColumn(i)));
}
return outMatrix;
}
/**