doe_model_covariance Function

public function doe_model_covariance(mdl, x) result(rst)

Computes the unscaled parameter covariance matrix $\left( X^{T} X \right)^{-1}$ for a model, where $X$ is the design matrix constructed from the supplied factor values. Only the parameters included in the model (map = true) are represented.

Arguments

Type	Intent	Optional	Attributes		Name
class(doe_model),	intent(in)			::	mdl	The DOE model defining the form of the design matrix.
real(kind=real64),	intent(in),		dimension(:,:)	::	x	The M-by-N matrix containing the M values of each of the N factors used to fit the model.

Return Value real(kind=real64), allocatable, dimension(:,:)

The P-by-P covariance matrix, where P is the number of parameters included in the model.