FW: update on covcorm() function, ticket NCL-1681

From: Will Hobbs <Will.Hobbs_at_nyahnyahspammersnyahnyah>
Date: Wed Apr 03 2013 - 00:23:03 MDT

Just an update on this, I think the problem is that the 'iopt' arguments are the inverse of what's stated on the help file for covcorm(), i.e. iopt(0) sets the output matrix shape, and iopt(1) sets whether the covariance/correlation matrix is returned.

You will want to check this yourself, but when I set iopt = (/0,1/) I get an (brow*(nrow+1)/1) matrix with a max value of 1 (indicating a correlation rather than covariance), and when I set iopt=(/1,0/) I get an (nrow,nrow) matrix with values greater than 1.


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Received on Wed Apr 3 00:23:17 2013

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