selection of variables by maximizing their covariance to y
[vs,cumvar_xy,xs,vso] = covsel(x,y,nv);
a matrix (n x q) and a vector (n x 1) or Div structures
number of variables to be selected
selected variables in the order they were selected
sum of variances of x (first column) and of y (second column)
matrix x with only the selected variables
selected variables in increasing order