cov.wt <- function(x, wt = rep(1/nrow(x), nrow(x)), cor = FALSE,
		   center = TRUE)
{
    if (is.data.frame(x))
	x <- as.matrix(x)
    else if (!is.matrix(x))
	stop("x must be a matrix or a data frame")
    if (!all(is.finite(x)))
	stop("x must contain finite values only")
    n <- nrow(x)
    if (with.wt <- !missing(wt)) {
	if (length(wt) != n)
	    stop("length of wt must equal the number of rows in x")
	if (any(wt < 0) || (s <- sum(wt)) == 0)
	    stop("weights must be non-negative and not all zero")
	wt <- wt / s
    }
    if (is.logical(center)) {
	center <- if (center)
	    apply(wt * x, 2, sum)
	else 0
    } else {
	if (length(center) != ncol(x))
	    stop("length of center must equal the number of columns in x")
    }
    x <- sqrt(wt) * sweep(x, 2, center)
    cov <- (t(x) %*% x) / (1 - sum(wt^2))
    y <- list(cov = cov, center = center, n.obs = n)
    if (with.wt)
	y <- c(y, wt = wt)
    if (cor) {
	sdinv <- diag(1 / sqrt(diag(cov)))
	y <- c(y, cor = sdinv %*% cov %*% sdinv)
    }
    y
}