decomposes extended covariance matrix
[mu,sd,COV,xc,N,R2]=nan_decovm(ECM[,NN])
is the extended covariance matrix
is the number of elements, each estimate (in ECM) is based on
mean
standard deviation
the (pure) Covariance
correlation matrix
correlation coefficients
decompose extended covariance matrix into mean (mu), standard deviation, the (pure) Covariance (COV), correlation (xc) matrix and the correlation coefficients R2. NaN's are condsidered as missing values.