C Index Page
Keyword Index for the NAG C Library Manual
NAG C Library Manual

Keyword : Correlation

c06ekc   Circular convolution or correlation of two real vectors
g02brc   Kendall and/or Spearman non-parametric rank correlation coefficients, allows variables and observations to be selectively disregarded
g02bwc   Computes a correlation matrix from a sum of squares matrix
g02bxc   Product-moment correlation, unweighted/weighted correlation and covariance matrix, allows variables to be disregarded
g02byc   Computes partial correlation/variance-covariance matrix from correlation/variance-covariance matrix computed by g02bxc
g02hkc   Robust estimation of a correlation matrix, Huber's weight function
g02hlc   Calculates a robust estimation of a correlation matrix, user-supplied weight function plus derivatives
g02hmc   Calculates a robust estimation of a correlation matrix, user-supplied weight function
g03adc   Canonical correlation analysis
g05pyc   Generates a random correlation matrix
g13dnc   Multivariate time series, sample partial lag correlation matrices, χ2 statistics and significance levels

C Index Page
Keyword Index for the NAG C Library Manual
NAG C Library Manual

© The Numerical Algorithms Group Ltd, Oxford UK. 2012