| e04ycc | Covariance matrix for nonlinear least-squares |
| g02bxc | Product-moment correlation, unweighted/weighted correlation and covariance matrix, allows variables to be disregarded |
| g03dac | Test for equality of within-group covariance matrices |
| g13eac | One iteration step of the time-varying Kalman filter recursion using the square root covariance implementation |
| g13ebc | One iteration step of the time-invariant Kalman filter recursion using the square root covariance implementation with (A,C) in lower observer Hessenberg form |