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

Keyword : Multivariate

g01hbc   Computes probabilities for the multivariate Normal distribution
g05pjc   Generates a realization of a multivariate time series from a VARMA model
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
g13bac   Multivariate time series, filtering (pre-whitening) by an ARIMA model
g13bbc   Multivariate time series, filtering by a transfer function model
g13bcc   Multivariate time series, cross-correlations
g13bdc   Multivariate time series, preliminary estimation of transfer function model
g13bgc   Multivariate time series, update state set for forecasting from multi-input model
g13ccc   Multivariate time series, smoothed sample cross spectrum using rectangular, Bartlett, Tukey or Parzen lag window
g13cdc   Multivariate time series, smoothed sample cross spectrum using spectral smoothing by the trapezium frequency (Daniell) window
g13cec   Multivariate time series, cross amplitude spectrum, squared coherency, bounds, univariate and bivariate (cross) spectra
g13cfc   Multivariate time series, gain, phase, bounds, univariate and bivariate (cross) spectra
g13cgc   Multivariate time series, noise spectrum, bounds, impulse response function and its standard error
g13dbc   Multivariate time series, multiple squared partial autocorrelations
g13ddc   Multivariate time series, estimation of VARMA model
g13djc   Multivariate time series, forecasts and their standard errors
g13dkc   Multivariate time series, updates forecasts and their standard errors
g13dlc   Multivariate time series, differences and/or transforms
g13dmc   Multivariate time series, sample cross-correlation or cross-covariance matrices
g13dnc   Multivariate time series, sample partial lag correlation matrices, χ2 statistics and significance levels
g13dpc   Multivariate time series, partial autoregression matrices
g13dsc   Multivariate time series, diagnostic checking of residuals, following g13ddc

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

© The Numerical Algorithms Group Ltd, Oxford UK. 2012