NAG AD Library
G02 (Correg)
Correlation and Regression Analysis

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G02 (Correg) Chapter Introduction (FL Interface) – A description of the Chapter and an overview of the algorithms available.

Routine
Mark of
Introduction

Purpose
g02aa_a1w_f 27 nagf_correg_corrmat_nearest_a1w
Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun
g02ab_a1w_f 27 nagf_correg_corrmat_nearest_bounded_a1w
Computes the nearest correlation matrix to a real square matrix, augmenting g02aa_a1w_f to incorporate weights and bounds
g02da_a1w_f 27 nagf_correg_linregm_fit_a1w
Fits a general (multiple) linear regression model