Generate analytical covariance matrix
cov_yxz_gen(vcov_yxw, w_names, Phi, pr_grp_1, n_ind, n_fac, Lambda, var_z)
covariance matrix between Y, X and W
name of the W variables
latent regression correlation matrix
scalar or list of proportions of the first group
number of indicator variables
number of factors
matrix containing the factor loadings
vector of variances of the background variables