covarianceMatrix Function

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

Arguments

Type	Intent	Optional	Attributes		Name
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)