covarianceMatrix Function

public function covarianceMatrix(x_t, x_s, n) result(ret)

Arguments

Type IntentOptional AttributesName
real(kind=real64), intent(in) :: x_t(:,:)
real(kind=real64), intent(in) :: x_s(:,:)
integer(kind=int32), intent(in) :: n

Return Value real(kind=real64) (n,n)


Contents

None