Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
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covariance


(Experimental Capability) Covariance of a Gaussian error distribution

Specification

Alias: none

Argument(s): REALLIST

Required/Optional Description of Group Dakota Keyword Dakota Keyword Description
Required
(Choose One)
Group 1 diagonal (Experimental Capability) Diagonal error covariance
matrix (Experimental Capability) Symmetric positive definite error covariance