| E04YCF
| Covariance matrix for nonlinear least squares problem (unconstrained) |
| F04YAF
| Covariance matrix for linear least squares problems, real equations in unknowns |
| G02BXF
| Computes (optionally weighted) correlation and covariance matrices |
| G03DAF
| Computes test statistic for equality of within-group covariance matrices and matrices for discriminant analysis |
| G13EAF
| Combined measurement and time update, one iteration of Kalman filter, time-varying, square root covariance filter |
| G13EBF
| Combined measurement and time update, one iteration of Kalman filter, time-invariant, square root covariance filter |