IMSL Statistics Reference Guide > Correlation and Covariance
  
Correlation and Covariance
 
This section contains the following topics:
*Variances, Covariances, and Correlations
* COVARIANCES Function (PV-WAVE Advantage)—Variance-covariance or correlation matrix.
* PARTIAL_COV Function (PV-WAVE Advantage)—Partial correlations and covariances.
* POOLED_COV Function (PV-WAVE Advantage)—Pooled covariance matrix.
* ROBUST_COV Function (PV-WAVE Advantage)—Robust estimate of covariance matrix.
Version 2017.0
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