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The documentation for the current release is also available on this site.
NAG Library Manual, Mark 27.2
Interfaces:  FL   CL   CPP   AD 
G02 (Correg)
Chapter Contents  FL   CL   CPP   AD 
Chapter Introduction (FL)
Namespace: nagcpp
Namespace: correg

NAG CPP Interface
correg (G02)
Correlation and Regression Analysis

NAG Library Manual, Mark 27.2
Interfaces:  FL   CL   CPP   AD 
G02 (Correg)
Chapter Contents  FL   CL   CPP   AD 
Chapter Introduction (FL)
Namespace: nagcpp
Namespace: correg
© The Numerical Algorithms Group Ltd. 2021
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G02 (Correg) Chapter Introduction (FL Interface) – A description of the Chapter and an overview of the algorithms available.

Function
Purpose
g02akf corrmat_nearest_rank
Computes the rank-constrained nearest correlation matrix to a real square matrix, using the method of Qi and Sun
g02maf lars
Least angle regression (LARS), least absolute shrinkage and selection operator (LASSO) and forward stagewise regression
NAG Library Manual, Mark 27.2
Interfaces:  FL   CL   CPP   AD 
G02 (Correg)
Chapter Contents  FL   CL   CPP   AD 
Chapter Introduction (FL)
Namespace: nagcpp
Namespace: correg
© The Numerical Algorithms Group Ltd. 2021