IMSL Routines for Correlation and Covariance 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.