This manual relates to an old release of the Library.
The documentation for the current release is also available on this site.
NAG Library Manual, Mark 29
Interfaces:  FL   CL   CPP   AD   PY   MB 
G02 (Correg)
Chapter Contents  FL   CL   CPP   AD 
Chapter Introduction (FL)

NAG AD Library
G02 (Correg)
Correlation and Regression Analysis

NAG Library Manual, Mark 29
Interfaces:  FL   CL   CPP   AD   PY   MB 
G02 (Correg)
Chapter Contents  FL   CL   CPP   AD 
Chapter Introduction (FL)
© The Numerical Algorithms Group Ltd. 2023
Settings help

AD Name Style:


AD Specification Language:

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

Routine		 Mark of
Introduction
Purpose
g02aa 27 nagad_correg_corrmat_nearest (symbolic adjoint strategy) (Second order AD)
Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun
g02ab 27 nagad_correg_corrmat_nearest_bounded (Second order AD)
Computes the nearest correlation matrix to a real square matrix, augmenting g02aa to incorporate weights and bounds
g02da 27 nagad_correg_linregm_fit
Fits a general (multiple) linear regression model
NAG Library Manual, Mark 29
Interfaces:  FL   CL   CPP   AD   PY   MB 
G02 (Correg)
Chapter Contents  FL   CL   CPP   AD 
Chapter Introduction (FL)
© The Numerical Algorithms Group Ltd. 2023