function covX = createCov(numVar, vars)
%createCov Creates an empirical covariance matrix with a specified number of variables.
%
% USE:
% covX = createCov(numVar, variances)
%
% INPUTS:
% numVar = the number of variables
% vars = a vector of variances. Default is all ones.
%
% OUTPUT:
% covX = the covariance matrix of these variables.
%
% All variables are normally distributed with sample size 1000.

% Tomo Eguchi
% 18 February 2002

if nargin == 1,
   vars = ones(1, numVar);
end

%data = zeros(1000, numVar);
means = ones(1, numVar);
data = normrnd(repmat(means, 1000, 1), repmat(sqrt(vars), 1000, 1), 1000, numVar);

covX = cov(data);