PV-WAVE Foundation > Catalog of Functionality > IMSL Statistics Toolkit > Correlation and Covariance
Correlation and Covariance
COVARIANCES
Variance-covariance or correlation matrix.
PARTIAL_COV
Partial correlations and covariances.
POOLED_COV
Pooled covariance matrix.
ROBUST_COV
Robust estimate of covariance matrix.
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