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