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GAMS Classification for the NAG C Library
NAG C Library Manual

L6b : Multivariate

g05pjc    nag_rand_varma
Generates a realization of a multivariate time series from a VARMA model
g05pzc    nag_rand_2_way_table
Generates a random two-way table
g05rcc    nag_rand_copula_students_t
Generates a matrix of pseudorandom numbers from a Student's t-copula
g05rdc    nag_rand_copula_normal
Generates a matrix of pseudorandom numbers from a Gaussian copula
g05rec    nag_rand_bivariate_copula_clayton
Generates a matrix of pseudorandom numbers from a bivariate Clayton/Cook–Johnson copula
g05rfc    nag_rand_bivariate_copula_frank
Generates a matrix of pseudorandom numbers from a bivariate Frank copula
g05rgc    nag_rand_bivariate_copula_plackett
Generates a matrix of pseudorandom numbers from a bivariate Plackett copula
g05rhc    nag_rand_copula_clayton
Generates a matrix of pseudorandom numbers from a multivariate Clayton/Cook–Johnson copula
g05rjc    nag_rand_copula_frank
Generates a matrix of pseudorandom numbers from a multivariate Frank copula
g05rkc    nag_rand_copula_gumbel
Generates a matrix of pseudorandom numbers from a Gumbel–Hougaard copula

L6b3:   Contingency table, correlation matrix  (1 routine)
L6b5:   Experimental designs  (0 routines)
L6b12:   Linear L1 (least absolute value) approximation  (0 routines)
L6b13:   Multinomial  (1 routine)
L6b14:   Normal  (2 routines)
L6b15:   Orthogonal matrix  (1 routine)
L6b21:   Uniform  (3 routines)

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GAMS Classification for the NAG C Library
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© The Numerical Algorithms Group Ltd, Oxford UK. 2012