NAME: pdf2covar PURPOSE: (one line only) Convert a probability density function to a covariance matrix DESCRIPTION: CATEGORY: Statistics CALLING SEQUENCE: pdf2cover,pdf,covar INPUTS: pdf - Probability density function, this is an NxM array where M is the number of samples in the PDF and N is the number of variables. OPTIONAL INPUT PARAMETERS: KEYWORD INPUT PARAMETERS: OUTPUTS: covar - Covariance matrix, this is an NxN matrix KEYWORD OUTPUT PARAMETERS: MEANS - the mean value of each variable computed from the pdf COMMON BLOCKS: SIDE EFFECTS: RESTRICTIONS: PROCEDURE: MODIFICATION HISTORY: 2018/02/01, Written by Marc W. Buie, Southwest Research Institute