A TYPE=COV data set is similar to a TYPE=CORR data set except that it has _TYPE_=’COV’ observations containing covariances instead of or in addition to _TYPE_=’CORR’ observations containing correlations. The CALIS and PRINCOMP procedures create a TYPE=COV data set (the COV option
is needed in PROC PRINCOMP). You can also create a TYPE=COV data set by using PROC CORR with the COV and NOCORR options and
specifying the data set option TYPE=COV in parentheses following the name of the output data set. You can use only the OUTP=
or OUT= option to create a TYPE=COV data set with PROC CORR. Another way to create a TYPE=COV data set is to read a covariance
matrix in a data set, in the same manner as shown in Example A.2: Creating a TYPE=CORR Data Set in a DATA Step for a TYPE=CORR data set. TYPE=COV data sets are used by the same procedures that use TYPE=CORR data sets.