| Function Name |
Purpose |
| a00adc | Library identification, details of implementation, major and minor marks |
| c05agc | Zero of continuous function, Brent algorithm, from given starting value, binary search for interval |
| c05avc | Binary search for interval containing zero of continuous function (reverse communication) |
| c05axc | Zero of continuous function by continuation method, from given starting value (reverse communication) |
| c05azc | Zero in given interval of continuous function by Brent algorithm (reverse communication) |
| c05bac | Real values of Lambert's W function, W(x) |
| c09aac | Wavelet filter initialization |
| c09cac | one-dimensional discrete wavelet transform |
| c09cbc | one-dimensional inverse discrete wavelet transform |
| c09ccc | one-dimensional multi-level discrete wavelet transform |
| c09cdc | one-dimensional inverse multi-level discrete wavelet transform |
| d02mcc | DASSL method continuation resetting function |
| d02mwc | Implicit ordinary differential equations/DAEs, initial value problem, setup for nag_dae_ivp_dassl_gen (d02nec) |
| d02nec | Implicit ordinary differential equations/DAEs, initial value problem, DASSL method integrator |
| d02npc | Implicit ordinary differential equations/DAEs, initial value problem linear algebra setup routine for nag_dae_ivp_dassl_gen (d02nec) |
| e04cbc | Unconstrained minimization using simplex algorithm, function of several variables using function values only |
| e05jac | Initialization function for nag_glopt_bnd_mcs_solve (e05jbc) |
| e05jbc | Global optimization by multi-level coordinate search, simple bounds, using function values only |
| e05jcc | Supply optional argument values for nag_glopt_bnd_mcs_solve (e05jbc) from external file |
| e05jdc | Set a single optional argument for nag_glopt_bnd_mcs_solve (e05jbc) from a character string |
| e05jec | Set a single optional argument for nag_glopt_bnd_mcs_solve (e05jbc) from an ‘ON’/‘OFF’-valued character argument |
| e05jfc | Set a single optional argument for nag_glopt_bnd_mcs_solve (e05jbc) from an integer argument |
| e05jgc | Set a single optional argument for nag_glopt_bnd_mcs_solve (e05jbc) from a real argument |
| e05jhc | Determine whether an optional argument for nag_glopt_bnd_mcs_solve (e05jbc) has been set by you or not |
| e05jkc | Get the setting of an Integer valued optional argument of nag_glopt_bnd_mcs_solve (e05jbc) |
| e05jlc | Get the setting of a real valued optional argument of nag_glopt_bnd_mcs_solve (e05jbc) |
| f01ecc | Real matrix exponential |
| f01edc | Real symmetric matrix exponential |
| f02wgc | Computes leading terms in the singular value decomposition of a real general matrix; also computes corresponding left and right singular vectors |
| f08vac | Computes the generalized singular value decomposition of a real matrix pair |
| f08vnc | Computes the generalized singular value decomposition of a complex matrix pair |
| f08zac | Solves the real linear equality-constrained least-squares (LSE) problem |
| f08zbc | Solves a real general Gauss–Markov linear model (GLM) problem |
| f08znc | Solves the complex linear equality-constrained least-squares (LSE) problem |
| f08zpc | Solves a complex general Gauss–Markov linear model (GLM) problem |
| f16dlc | Sum elements of integer vector |
| f16dnc | Maximum value and location, integer vector |
| f16dpc | Minimum value and location, integer vector |
| f16dqc | Maximum absolute value and location, integer vector |
| f16drc | Minimum absolute value and location, integer vector |
| f16ehc | Real scaled vector addition preserving input |
| f16elc | Sum elements of real vector |
| f16ghc | Complex scaled vector addition preserving input |
| f16glc | Sum elements of complex vector |
| f16jnc | Maximum value and location, real vector |
| f16jpc | Minimum value and location, real vector |
| f16jqc | Maximum absolute value and location, real vector |
| f16jrc | Minimum absolute value and location, real vector |
| f16jsc | Maximum absolute value and location, complex vector |
| f16jtc | Minimum absolute value and location, complex vector |
| g01amc | Quantiles of a set of unordered values |
| g01kac | Calculates the value for the probability density function of the Normal distribution at a chosen point. |
| g01kfc | Calculates the value for the probability density function of the γ distribution at a chosen point. |
| g02aac | Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun |
| g02gpc | Computes a predicted value and its associated standard error based on a previously fitted generalized linear model. |
| g02jcc | Hierarchical mixed effects regression, initialization |
| g02jdc | Hierarchical mixed effects regression using restricted maximum likelihood |
| g02jec | Hierarchical mixed effects regression using maximum likelihood |
| g02kac | Ridge regression, optimizing a ridge regression parameter |
| g02kbc | Ridge regression using a number of supplied ridge regression parameters |
| g02lac | Partial least-squares (PLS) regression using singular value decomposition |
| g02lbc | Partial least-squares (PLS) regression using Wold's iterative method |
| g02lcc | PLS parameter estimates following partial least-squares regression by nag_pls_orth_scores_svd (g02lac) or nag_pls_orth_scores_wold (g02lbc) |
| g02ldc | PLS predictions based on parameter estimates from nag_pls_orth_scores_fit (g02lcc) |
| g03bdc | ProMax rotations |
| g05kfc | Initializes a pseudorandom number generator to give a repeatable sequence |
| g05kgc | Initializes a pseudorandom number generator to give a non-repeatable sequence |
| g05khc | Primes a pseudorandom number generator for generating multiple streams using leap-frog |
| g05kjc | Primes a pseudorandom number generator for generating multiple streams using skip-ahead |
| g05ncc | Pseudorandom permutation of an integer vector |
| g05ndc | Pseudorandom sample from an integer vector |
| g05pdc | Generates a realization of a time series from a GARCH process with asymmetry of the form (εt - 1 + γ)2 |
| g05pec | Generates a realization of a time series from a GARCH process with asymmetry of the form (|εt - 1| + γεt - 1)2 |
| g05pfc | Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
| g05pgc | Generates a realization of a time series from an exponential GARCH (EGARCH) process |
| g05phc | Generates a realization of a time series from an ARMA model |
| g05pjc | Generates a realization of a multivariate time series from a VARMA model |
| g05pmc | Generates a realization of a time series from an exponential smoothing model |
| g05pxc | Generates a random orthogonal matrix |
| g05pyc | Generates a random correlation matrix |
| g05pzc | Generates a random two-way table |
| g05rcc | Generates a matrix of pseudorandom numbers from a Student's t-copula |
| g05rdc | Generates a matrix of pseudorandom numbers from a Gaussian copula |
| g05rec | Generates a matrix of pseudorandom numbers from a bivariate Clayton/Cook–Johnson copula |
| g05rfc | Generates a matrix of pseudorandom numbers from a bivariate Frank copula |
| g05rgc | Generates a matrix of pseudorandom numbers from a bivariate Plackett copula |
| g05rhc | Generates a matrix of pseudorandom numbers from a multivariate Clayton/Cook–Johnson copula |
| g05rjc | Generates a matrix of pseudorandom numbers from a multivariate Frank copula |
| g05rkc | Generates a matrix of pseudorandom numbers from a Gumbel–Hougaard copula |
| g05ryc | Generates a matrix of pseudorandom numbers from a multivariate Student's t-distribution |
| g05rzc | Generates a matrix of pseudorandom numbers from a multivariate Normal distribution |
| g05sac | Generates a vector of pseudorandom numbers from a uniform distribution over (0,1] |
| g05sbc | Generates a vector of pseudorandom numbers from a beta distribution |
| g05scc | Generates a vector of pseudorandom numbers from a Cauchy distribution |
| g05sdc | Generates a vector of pseudorandom numbers from a χ2 distribution |
| g05sec | Generates a vector of pseudorandom numbers from a Dirichlet distribution |
| g05sfc | Generates a vector of pseudorandom numbers from an exponential distribution |
| g05sgc | Generates a vector of pseudorandom numbers from an exponential mix distribution |
| g05shc | Generates a vector of pseudorandom numbers from an F-distribution |
| g05sjc | Generates a vector of pseudorandom numbers from a gamma distribution |
| g05skc | Generates a vector of pseudorandom numbers from a Normal distribution |
| g05slc | Generates a vector of pseudorandom numbers from a logistic distribution |
| g05smc | Generates a vector of pseudorandom numbers from a log-normal distribution |
| g05snc | Generates a vector of pseudorandom numbers from a Student's t-distribution |
| g05spc | Generates a vector of pseudorandom numbers from a triangular distribution |
| g05sqc | Generates a vector of pseudorandom numbers from a uniform distribution over [a,b] |
| g05src | Generates a vector of pseudorandom numbers from a von Mises distribution |
| g05ssc | Generates a vector of pseudorandom numbers from a Weibull distribution |
| g05tac | Generates a vector of pseudorandom integers from a binomial distribution |
| g05tbc | Generates a vector of pseudorandom logical values |
| g05tcc | Generates a vector of pseudorandom integers from a geometric distribution |
| g05tdc | Generates a vector of pseudorandom integers from a general discrete distribution |
| g05tec | Generates a vector of pseudorandom integers from a hypergeometric distribution |
| g05tfc | Generates a vector of pseudorandom integers from a logarithmic distribution |
| g05tgc | Generates a vector of pseudorandom integers from a multinomial distribution |
| g05thc | Generates a vector of pseudorandom integers from a negative binomial distribution |
| g05tjc | Generates a vector of pseudorandom integers from a Poisson distribution |
| g05tkc | Generates a vector of pseudorandom integers from a Poisson distribution with varying mean |
| g05tlc | Generates a vector of pseudorandom integers from a uniform distribution |
| g05yjc | Generates a Normal quasi-random number sequence |
| g05ykc | Generates a log-normal quasi-random number sequence |
| g05ylc | Initializes a quasi-random number generator |
| g05ymc | Generates a uniform quasi-random number sequence |
| g05ync | Initializes a scrambled quasi-random number generator |
| g07bfc | Estimates parameter values of the generalized Pareto distribution |
| g13amc | Univariate time series, exponential smoothing |
| m01nac | Binary search in set of real numbers |
| m01nbc | Binary search in set of integer numbers |
| m01ncc | Binary search in set of character data |
| s14ahc | Scaled log gamma function lnG(x), where G(x) = γ(x + 1) / (x / e) |
| s15agc | Scaled complement of error function, erfcx(x) |
| s21bec | Elliptic integral of 1st kind, Legendre form, F(φ|m) |
| s21bfc | Elliptic integral of 2nd kind, Legendre form, E(φ|m) |
| s21bgc | Elliptic integral of 3rd kind, Legendre form, Π(n ; φ|m) |
| s21bhc | Complete elliptic integral of 1st kind, Legendre form, K(m) |
| s21bjc | Complete elliptic integral of 2nd kind, Legendre form, E(m) |
| s30aac | Black–Scholes–Merton option pricing formula |
| s30abc | Black–Scholes–Merton option pricing formula with Greeks |
| s30bac | Floating-strike lookback option pricing formula |
| s30bbc | Floating-strike lookback option pricing formula with Greeks |
| s30cac | Binary option: cash-or-nothing pricing formula |
| s30cbc | Binary option: cash-or-nothing pricing formula with Greeks |
| s30ccc | Binary option: asset-or-nothing pricing formula |
| s30cdc | Binary option: asset-or-nothing pricing formula with Greeks |
| s30fac | Standard barrier option pricing formula |
| s30jac | Jump-diffusion, Merton's model, option pricing formula |
| s30jbc | Jump-diffusion, Merton's model, option pricing formula with Greeks |
| s30nac | Heston's model option pricing formula |
| s30qcc | American option: Bjerksund and Stensland pricing formula |
| s30sac | Asian option: geometric continuous average rate pricing formula |
| s30sbc | Asian option: geometric continuous average rate pricing formula with Greeks |
| x04aec | Open file mentioned on command line and return associated file pointer |
| x04ndc | Returns the string error name corresponding to a C Libary exit error code |