Function name: cova
Description:

The calculations take place faster than the built-in functions cov ,cor as the number of variables increases. For a few tens of variables This is true if the number of variables is high, say from 500 and above. For less variables, it's better to use the R's built-in function.

Authors: Michail Tsagris and Manos Papadakis Reference: http://stackoverflow.com/questions/18964837/fast-correlation-in-r-using-c-and-parallelization