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IDL Analyst Reference Guide: Functional List of IMSL Routines |
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See Correlation and Covariance or select a link below.
IMSL_COVARIANCES—Variance-covariance or correlation matrix.
IMSL_PARTIAL_COV—Partial correlations and covariances.
IMSL_POOLED_COV—Pooled covariance matrix.
IMSL_ROBUST_COV—Robust estimate of covariance matrix.
IDL Online Help (March 06, 2007)