E04YCF

Covariance matrix for nonlinear leastsquares problem (unconstrained)

F04YAF

Covariance matrix for linear leastsquares problems, m real equations in n unknowns

G02BXF

Computes (optionally weighted) correlation and covariance matrices

G03DAF

Computes test statistic for equality of withingroup covariance matrices and matrices for discriminant analysis 
G13EAF

Combined measurement and time update, one iteration of Kalman filter, timevarying, square root covariance filter 
G13EBF

Combined measurement and time update, one iteration of Kalman filter, timeinvariant, square root covariance filter 