Correlation and Covariance Routines
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.
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.