| G02AAF
| Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun |
| G02ABF
| Computes the nearest correlation matrix to a real square matrix, augmented G02AAF to incorporate weights and bounds |
| G02AEF
| Computes the nearest correlation matrix with -factor structure to a real square matrix |
| G02AJF
| Computes the nearest correlation matrix to a real square matrix, using element-wise weighting |
| G02BAF
| Pearson product-moment correlation coefficients, all variables, no missing values |
| G02BGF
| Pearson product-moment correlation coefficients, subset of variables, no missing values |
| G02BNF
| Kendall/Spearman non-parametric rank correlation coefficients, no missing values, overwriting input data |
| G02BQF
| Kendall/Spearman non-parametric rank correlation coefficients, no missing values, preserving input data |
| G02BTF
| Update a weighted sum of squares matrix with a new observation |
| G02BUF
| Computes a weighted sum of squares matrix |
| G02BWF
| Computes a correlation matrix from a sum of squares matrix |
| G02BXF
| Computes (optionally weighted) correlation and covariance matrices |
| G02BYF
| Computes partial correlation/variance-covariance matrix from correlation/variance-covariance matrix computed by G02BXF |
| G02BZF
| Combines two sums of squares matrices, for use after G02BUF |
| G02HKF
| Calculates a robust estimation of a correlation matrix, Huber's weight function |
| G02HLF
| Calculates a robust estimation of a correlation matrix, user-supplied weight function plus derivatives |
| G02HMF
| Calculates a robust estimation of a correlation matrix, user-supplied weight function |