M Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual

Keyword : Multivariate

G01HBF   Computes probabilities for the multivariate Normal distribution
G01HDF   Computes the probability for the multivariate Student's t-distribution
G01LBF   Computes a vector of values for the probability density function of the multivariate Normal distribution
G05PJF   Generates a realisation of a multivariate time series from a VARMA model
G05RYF   Generates a matrix of pseudorandom numbers from a multivariate Student's t-distribution
G05RZF   Generates a matrix of pseudorandom numbers from a multivariate Normal distribution
G13BAF   Multivariate time series, filtering (pre-whitening) by an ARIMA model
G13BBF   Multivariate time series, filtering by a transfer function model
G13BCF   Multivariate time series, cross-correlations
G13BDF   Multivariate time series, preliminary estimation of transfer function model
G13BEF   Multivariate time series, estimation of multi-input model
G13BGF   Multivariate time series, update state set for forecasting from multi-input model
G13BHF   Multivariate time series, forecasting from state set of multi-input model
G13BJF   Multivariate time series, state set and forecasts from fully specified multi-input model
G13CCF   Multivariate time series, smoothed sample cross spectrum using rectangular, Bartlett, Tukey or Parzen lag window
G13CDF   Multivariate time series, smoothed sample cross spectrum using spectral smoothing by the trapezium frequency (Daniell) window
G13CEF   Multivariate time series, cross amplitude spectrum, squared coherency, bounds, univariate and bivariate (cross) spectra
G13CFF   Multivariate time series, gain, phase, bounds, univariate and bivariate (cross) spectra
G13CGF   Multivariate time series, noise spectrum, bounds, impulse response function and its standard error
G13DBF   Multivariate time series, multiple squared partial autocorrelations
G13DDF   Multivariate time series, estimation of VARMA model
G13DJF   Multivariate time series, forecasts and their standard errors
G13DKF   Multivariate time series, updates forecasts and their standard errors
G13DLF   Multivariate time series, differences and/or transforms
G13DMF   Multivariate time series, sample cross-correlation or cross-covariance matrices
G13DNF   Multivariate time series, sample partial lag correlation matrices, χ2 statistics and significance levels
G13DPF   Multivariate time series, partial autoregression matrices
G13DSF   Multivariate time series, diagnostic checking of residuals, following G13DDF

M Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford UK. 2013