G02 (correg) Chapter Introduction – a description of the Chapter and an overview of the algorithms available
Routine Name |
Mark of Introduction |
Purpose |
g02aaf
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22 | nagf_correg_corrmat_nearest Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun |
g02abf
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23 | nagf_correg_corrmat_nearest_bounded Computes the nearest correlation matrix to a real square matrix, augmenting g02aaf to incorporate weights and bounds |
g02aef
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23 | nagf_correg_corrmat_nearest_kfactor Computes the nearest correlation matrix with -factor structure to a real square matrix |
g02ajf
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24 | nagf_correg_corrmat_h_weight Computes the nearest correlation matrix to a real square matrix, using element-wise weighting |
g02anf
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25 | nagf_correg_corrmat_shrinking Computes a correlation matrix from an approximate matrix with fixed submatrix |
g02apf
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26.0 | nagf_correg_corrmat_target Computes a correlation matrix from an approximate one using a specified target matrix |
g02baf
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4 | nagf_correg_coeffs_pearson Pearson product-moment correlation coefficients, all variables, no missing values |
g02bbf
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4 | nagf_correg_coeffs_pearson_miss_case Pearson product-moment correlation coefficients, all variables, casewise treatment of missing values |
g02bcf
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4 | nagf_correg_coeffs_pearson_miss_pair Pearson product-moment correlation coefficients, all variables, pairwise treatment of missing values |
g02bdf
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4 | nagf_correg_coeffs_zero Correlation-like coefficients (about zero), all variables, no missing values |
g02bef
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4 | nagf_correg_coeffs_zero_miss_case Correlation-like coefficients (about zero), all variables, casewise treatment of missing values |
g02bff
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4 | nagf_correg_coeffs_zero_miss_pair Correlation-like coefficients (about zero), all variables, pairwise treatment of missing values |
g02bgf
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4 | nagf_correg_coeffs_pearson_subset Pearson product-moment correlation coefficients, subset of variables, no missing values |
g02bhf
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4 | nagf_correg_coeffs_pearson_subset_miss_case Pearson product-moment correlation coefficients, subset of variables, casewise treatment of missing values |
g02bjf
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4 | nagf_correg_coeffs_pearson_subset_miss_pair Pearson product-moment correlation coefficients, subset of variables, pairwise treatment of missing values |
g02bkf
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4 | nagf_correg_coeffs_zero_subset Correlation-like coefficients (about zero), subset of variables, no missing values |
g02blf
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4 | nagf_correg_coeffs_zero_subset_miss_case Correlation-like coefficients (about zero), subset of variables, casewise treatment of missing values |
g02bmf
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4 | nagf_correg_coeffs_zero_subset_miss_pair Correlation-like coefficients (about zero), subset of variables, pairwise treatment of missing values |
g02bnf
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4 | nagf_correg_coeffs_kspearman_overwrite Kendall/Spearman non-parametric rank correlation coefficients, no missing values, overwriting input data |
g02bpf
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4 | nagf_correg_coeffs_kspearman_miss_case_overwrite Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, overwriting input data |
g02bqf
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4 | nagf_correg_coeffs_kspearman Kendall/Spearman non-parametric rank correlation coefficients, no missing values, preserving input data |
g02brf
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4 | nagf_correg_coeffs_kspearman_miss_case Kendall/Spearman non-parametric rank correlation coefficients, casewise treatment of missing values, preserving input data |
g02bsf
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4 | nagf_correg_coeffs_kspearman_miss_pair Kendall/Spearman non-parametric rank correlation coefficients, pairwise treatment of missing values |
g02btf
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14 | nagf_correg_ssqmat_update Update a weighted sum of squares matrix with a new observation |
g02buf
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14 | nagf_correg_ssqmat Computes a weighted sum of squares matrix |
g02bwf
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14 | nagf_correg_ssqmat_to_corrmat Computes a correlation matrix from a sum of squares matrix |
g02bxf
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14 | nagf_correg_corrmat Computes (optionally weighted) correlation and covariance matrices |
g02byf
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17 | nagf_correg_corrmat_partial Computes partial correlation/variance-covariance matrix from correlation/variance-covariance matrix computed by g02bxf |
g02bzf
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24 | nagf_correg_ssqmat_combine Combines two sums of squares matrices, for use after g02buf |
g02caf
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4 | nagf_correg_linregs_const Simple linear regression with constant term, no missing values |
g02cbf
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4 | nagf_correg_linregs_noconst Simple linear regression without constant term, no missing values |
g02ccf
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4 | nagf_correg_linregs_const_miss Simple linear regression with constant term, missing values |
g02cdf
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4 | nagf_correg_linregs_noconst_miss Simple linear regression without constant term, missing values |
g02cef
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4 | nagf_correg_linregm_service_select Service routine for multiple linear regression, select elements from vectors and matrices |
g02cff
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4 | nagf_correg_linregm_service_reorder Service routine for multiple linear regression, reorder elements of vectors and matrices |
g02cgf
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4 | nagf_correg_linregm_coeffs_const Multiple linear regression, from correlation coefficients, with constant term |
g02chf
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4 | nagf_correg_linregm_coeffs_noconst Multiple linear regression, from correlation-like coefficients, without constant term |
g02daf
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14 | nagf_correg_linregm_fit Fits a general (multiple) linear regression model |
g02dcf
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14 | nagf_correg_linregm_obs_edit Add/delete an observation to/from a general linear regression model |
g02ddf
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14 | nagf_correg_linregm_update Estimates of linear parameters and general linear regression model from updated model |
g02def
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14 | nagf_correg_linregm_var_add Add a new independent variable to a general linear regression model |
g02dff
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14 | nagf_correg_linregm_var_del Delete an independent variable from a general linear regression model |
g02dgf
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14 | nagf_correg_linregm_fit_newvar Fits a general linear regression model to new dependent variable |
g02dkf
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14 | nagf_correg_linregm_constrain Estimates and standard errors of parameters of a general linear regression model for given constraints |
g02dnf
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14 | nagf_correg_linregm_estfunc Computes estimable function of a general linear regression model and its standard error |
g02eaf
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14 | nagf_correg_linregm_rssq Computes residual sums of squares for all possible linear regressions for a set of independent variables |
g02ecf
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14 | nagf_correg_linregm_rssq_stat Calculates and values from residual sums of squares |
g02eef
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14 | nagf_correg_linregm_fit_onestep Fits a linear regression model by forward selection |
g02eff
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21 | nagf_correg_linregm_fit_stepwise Stepwise linear regression |
g02faf
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14 | nagf_correg_linregm_stat_resinf Calculates standardized residuals and influence statistics |
g02fcf
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15 | nagf_correg_linregm_stat_durbwat Computes Durbin–Watson test statistic |
g02gaf
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14 | nagf_correg_glm_normal Fits a generalized linear model with Normal errors |
g02gbf
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14 | nagf_correg_glm_binomial Fits a generalized linear model with binomial errors |
g02gcf
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14 | nagf_correg_glm_poisson Fits a generalized linear model with Poisson errors |
g02gdf
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14 | nagf_correg_glm_gamma Fits a generalized linear model with gamma errors |
g02gkf
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14 | nagf_correg_glm_constrain Estimates and standard errors of parameters of a general linear model for given constraints |
g02gnf
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14 | nagf_correg_glm_estfunc Computes estimable function of a generalized linear model and its standard error |
g02gpf
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22 | nagf_correg_glm_predict Computes a predicted value and its associated standard error based on a previously fitted generalized linear model |
g02haf
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13 | nagf_correg_robustm Robust regression, standard -estimates |
g02hbf
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13 | nagf_correg_robustm_wts Robust regression, compute weights for use with g02hdf |
g02hdf
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13 | nagf_correg_robustm_user Robust regression, compute regression with user-supplied functions and weights |
g02hff
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13 | nagf_correg_robustm_user_varmat Robust regression, variance-covariance matrix following g02hdf |
g02hkf
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14 | nagf_correg_robustm_corr_huber Calculates a robust estimation of a covariance matrix, Huber's weight function |
g02hlf
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14 | nagf_correg_robustm_corr_user_deriv Calculates a robust estimation of a covariance matrix, user-supplied weight function plus derivatives |
g02hmf
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14 | nagf_correg_robustm_corr_user Calculates a robust estimation of a covariance matrix, user-supplied weight function |
g02jaf
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21 | nagf_correg_mixeff_reml Linear mixed effects regression using Restricted Maximum Likelihood (REML) |
g02jbf
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21 | nagf_correg_mixeff_ml Linear mixed effects regression using Maximum Likelihood (ML) |
g02jcf | 23 | nagf_correg_mixeff_hier_init Hierarchical mixed effects regression, initialization routine for g02jdf and g02jef |
g02jdf
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23 | nagf_correg_mixeff_hier_reml Hierarchical mixed effects regression using Restricted Maximum Likelihood (REML) |
g02jef
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23 | nagf_correg_mixeff_hier_ml Hierarchical mixed effects regression using Maximum Likelihood (ML) |
g02kaf
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22 | nagf_correg_ridge_opt Ridge regression, optimizing a ridge regression parameter |
g02kbf
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22 | nagf_correg_ridge Ridge regression using a number of supplied ridge regression parameters |
g02laf
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22 | nagf_correg_pls_svd Partial least squares (PLS) regression using singular value decomposition |
g02lbf
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22 | nagf_correg_pls_wold Partial least squares (PLS) regression using Wold's iterative method |
g02lcf
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22 | nagf_correg_pls_fit PLS parameter estimates following partial least squares regression by g02laf or g02lbf |
g02ldf
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22 | nagf_correg_pls_pred PLS predictions based on parameter estimates from g02lcf |
g02maf
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25 | nagf_correg_lars Least angle regression (LARS), least absolute shrinkage and selection operator (LASSO) and forward stagewise regression |
g02mbf
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25 | nagf_correg_lars_xtx Least Angle Regression (LARS), Least Absolute Shrinkage and Selection Operator (LASSO) and forward stagewise regression using the cross-products matrix |
g02mcf
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25 | nagf_correg_lars_param Calculates additional parameter estimates following Least Angle Regression (LARS), Least Absolute Shrinkage and Selection Operator (LASSO) or forward stagewise regression |
g02qff
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23 | nagf_correg_quantile_linreg_easy Linear quantile regression, simple interface, independent, identically distributed (IID) errors |
g02qgf
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23 | nagf_correg_quantile_linreg Linear quantile regression, comprehensive interface |
g02zkf | 23 | nagf_correg_optset Option setting routine for g02qgf |
g02zlf | 23 | nagf_correg_optget Option getting routine for g02qgf |