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

Keyword : Correlation

C06FKF   Circular convolution or correlation of two real vectors, extra workspace for greater speed
C06PKF   Circular convolution or correlation of two complex vectors
G02BAF   Pearson product-moment correlation coefficients, all variables, no missing values
G02BBF   Pearson product-moment correlation coefficients, all variables, casewise treatment of missing values
G02BCF   Pearson product-moment correlation coefficients, all variables, pairwise treatment of missing values
G02BGF   Pearson product-moment correlation coefficients, subset of variables, no missing values
G02BHF   Pearson product-moment correlation coefficients, subset of variables, casewise treatment of missing values
G02BJF   Pearson product-moment correlation coefficients, subset of variables, pairwise treatment of missing values
G02BNF   Kendall/Spearman non-parametric rank correlation coefficients, no missing values, overwriting input data
G02BPF   Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, overwriting input data
G02BQF   Kendall/Spearman non-parametric rank correlation coefficients, no missing values, preserving input data
G02BRF   Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, preserving input data
G02BSF   Kendall/Spearman non-parametric rank correlation coefficients, pairwise treatment of missing values
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
G02CGF   Multiple linear regression, from correlation coefficients, with constant term
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
G03ADF   Performs canonical correlation analysis
G03CAF   Computes maximum likelihood estimates of the parameters of a factor analysis model, factor loadings, communalities and residual correlations
G05PYF   Generates a random correlation matrix
G13DNF   Multivariate time series, sample partial lag correlation matrices, χ2 statistics and significance levels

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

© The Numerical Algorithms Group Ltd, Oxford UK. 2013