diagonal_covariance
Display only the diagonal terms of the covariance matrix
Specification
Alias: None
Arguments: None
Default: diagonal_covariance for response vector > 10; else full_covariance
Description
With a large number of responses, the covariance matrix can
be very large. diagonal_covariance is used to
suppress the off-diagonal covariance terms (to save compute and
memory resources and reduce output volume).
