| Function Name |
Purpose |
| a00ad | Library identification, details of implementation, major and minor and marks |
| c05ba | Real values of Lambert's W function, W(x) |
| c09aa | Wavelet filter query |
| c09ca | one-dimensional discrete wavelet transform |
| c09cb | one-dimensional inverse discrete wavelet transform |
| c09cc | one-dimensional multi-level discrete wavelet transform |
| c09cd | one-dimensional inverse multi-level discrete wavelet transform |
| d02mc | Implicit ODE/DAEs, IVP, DASSL method continuation for d02ne |
| d02mw | Implicit ODE/DAEs, IVP, setup for d02ne |
| d02ne | Implicit ODE/DAEs, IVP, DASSL method integrator |
| d02np | Implicit ODE/DAEs, IVP linear algebra setup routine for d02ne |
| e04cb | Unconstrained minimization using simplex algorithm, function of several variables using function values only |
| e05ja | Initialization function for e05jb |
| e05jb | Global optimization by multi-level coordinate search, simple bounds, using function values only |
| e05jd | Set a single optional parameter for e05jb from a character string |
| e05je | Set a single optional parameter for e05jb from an ‘ON’/‘OFF’-valued character argument |
| e05jf | Set a single optional parameter for e05jb from an integer argument |
| e05jg | Set a single optional parameter for e05jb from a real argument |
| e05jh | Determine whether an optional parameter for e05jb has been set by you or not |
| e05jj | Get the setting of an ‘ON’/‘OFF’-valued character optional parameter of e05jb |
| e05jk | Get the setting of an integer-valued optional parameter of e05jb |
| e05jl | Get the setting of a real-valued optional parameter of e05jb |
| f01ec | Real matrix exponential |
| f02wg | Computes leading terms in the singular value decomposition of a real general matrix; also computes corresponding left and right singular vectors |
| f07ac | Mixed precision real system solver |
| f07aq | Mixed precision complex system solver |
| f16dl | Sum elements of integer vector |
| f16dn | Maximum value and location, integer vector |
| f16dp | Minimum value and location, integer vector |
| f16dq | Maximum absolute value and location, integer vector |
| f16dr | Minimum absolute value and location, integer vector |
| f16eh | Real scaled vector addition preserving input |
| f16el | Sum elements of real vector |
| f16gh | Complex scaled vector addition preserving input |
| f16gl | Sum elements of complex vector |
| f16jn | Maximum value and location, real vector |
| f16jp | Minimum value and location, real vector |
| f16jq | Maximum absolute value and location, real vector |
| f16jr | Minimum absolute value and location, real vector |
| f16js | Maximum absolute value and location, complex vector |
| f16jt | Minimum absolute value and location, complex vector |
| g01am | Find quantiles of an unordered vector, real numbers |
| g02aa | Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun |
| g02gp | Computes a predicted value and its associated standard error based on a previously fitted generalized linear model. |
| g02ka | Ridge regression, optimizing a ridge regression parameter |
| g02kb | Ridge regression using a number of supplied ridge regression parameters |
| g02la | Partial least-squares (PLS) regression using singular value decomposition |
| g02lb | Partial least-squares (PLS) regression using Wold's iterative method |
| g02lc | PLS parameter estimates following partial least-squares regression by g02la or g02lb |
| g02ld | PLS predictions based on parameter estimates from g02lc |
| g03bd | ProMax rotations |
| g05kf | Initializes a pseudorandom number generator to give a repeatable sequence |
| g05kg | Initializes a pseudorandom number generator to give a non-repeatable sequence |
| g05kh | Primes a pseudorandom number generator for generating multiple streams using leap-frog |
| g05kj | Primes a pseudorandom number generator for generating multiple streams using skip-ahead |
| g05nc | Pseudorandom permutation of an integer vector |
| g05nd | Pseudorandom sample from an integer vector |
| g05pd | Generates a realization of a time series from a GARCH process with asymmetry of the form (εt - 1 + γ)2 |
| g05pe | Generates a realization of a time series from a GARCH process with asymmetry of the form (|εt - 1| + γεt - 1)2 |
| g05pf | Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
| g05pg | Generates a realization of a time series from an exponential GARCH (EGARCH) process |
| g05ph | Generates a realization of a time series from an ARMA model |
| g05pj | Generates a realization of a multivariate time series from a VARMA model |
| g05pm | Generates a realization of a time series from an exponential smoothing model |
| g05px | Generates a random orthogonal matrix |
| g05py | Generates a random correlation matrix |
| g05pz | Generates a random two-way table |
| g05rc | Generates a matrix of pseudorandom numbers from a Student's t-Copula |
| g05rd | Generates a matrix of pseudorandom numbers from a Gaussian Copula |
| g05ry | Generates a matrix of pseudorandom numbers from a multivariate Student's t-distribution |
| g05rz | Generates a matrix of pseudorandom numbers from a multivariate Normal distribution |
| g05sa | Generates a vector of pseudorandom numbers from a uniform distribution over (0,1] |
| g05sb | Generates a vector of pseudorandom numbers from a beta distribution |
| g05sc | Generates a vector of pseudorandom numbers from a Cauchy distribution |
| g05sd | Generates a vector of pseudorandom numbers from a χ2 distribution |
| g05se | Generates a vector of pseudorandom numbers from a Dirichlet distribution |
| g05sf | Generates a vector of pseudorandom numbers from an exponential distribution |
| g05sg | Generates a vector of pseudorandom numbers from an exponential mix distribution |
| g05sh | Generates a vector of pseudorandom numbers from an F-distribution |
| g05sj | Generates a vector of pseudorandom numbers from a gamma distribution |
| g05sk | Generates a vector of pseudorandom numbers from a Normal distribution |
| g05sl | Generates a vector of pseudorandom numbers from a logistic distribution |
| g05sm | Generates a vector of pseudorandom numbers from a log-normal distribution |
| g05sn | Generates a vector of pseudorandom numbers from a Student's t-distribution |
| g05sp | Generates a vector of pseudorandom numbers from a triangular distribution |
| g05sq | Generates a vector of pseudorandom numbers from a uniform distribution over [a,b] |
| g05sr | Generates a vector of pseudorandom numbers from a von Mises distribution |
| g05ss | Generates a vector of pseudorandom numbers from a Weibull distribution |
| g05ta | Generates a vector of pseudorandom integers from a binomial distribution |
| g05tb | Generates a vector of pseudorandom logical values |
| g05tc | Generates a vector of pseudorandom integers from a geometric distribution |
| g05td | Generates a vector of pseudorandom integers from a general discrete distribution |
| g05te | Generates a vector of pseudorandom integers from a hypergeometric distribution |
| g05tf | Generates a vector of pseudorandom integers from a logarithmic distribution |
| g05tg | Generates a vector of pseudorandom integers from a multinomial distribution |
| g05th | Generates a vector of pseudorandom integers from a negative binomial distribution |
| g05tj | Generates a vector of pseudorandom integers from a Poisson distribution |
| g05tk | Generates a vector of pseudorandom integers from a Poisson distribution with varying mean |
| g05tl | Generates a vector of pseudorandom integers from a uniform distribution |
| g05yl | Initializes a quasi-random number generator |
| g05ym | Generates a uniform quasi-random number sequence |
| g05yn | Initializes a scrambled quasi-random number generator |
| g13am | Univariate time series, exponential smoothing |
| g13dd | Multivariate time series, estimation of VARMA model |
| m01na | Binary search in set of real-valued numbers |
| m01nb | Binary search in set of integer numbers |
| m01nc | Binary search in set of character data |
| s15ag | Scaled complement of error function, erfcx(x) |
| s21be | Elliptic integral of 1st kind, Legendre form, F (φ|m) |
| s21bf | Elliptic integral of 2nd kind, Legendre form, E (φ|m) |
| s21bg | Elliptic integral of 3rd kind, Legendre form, Π (n ; φ|m) |
| s21bh | Complete elliptic integral of 1st kind, Legendre form, K (m) |
| s21bj | Complete elliptic integral of 2nd kind, Legendre form, E (m) |
| s30aa | Black–Scholes–Merton option pricing formula |
| s30ab | Black–Scholes–Merton option pricing formula with Greeks |
| s30ba | Floating-strike lookback option pricing formula |
| s30bb | Floating-strike lookback option pricing formula with Greeks |
| s30ca | Binary option: cash-or-nothing pricing formula |
| s30cb | Binary option: cash-or-nothing pricing formula with Greeks |
| s30cc | Binary option: asset-or-nothing pricing formula |
| s30cd | Binary option: asset-or-nothing pricing formula with Greeks |
| s30fa | Standard barrier option pricing formula |
| s30ja | Jump-diffusion, Merton's model, option pricing formula |
| s30jb | Jump-diffusion, Merton's model, option pricing formula with Greeks |
| s30na | Heston's model option pricing formula |
| s30qc | American option: Bjerksund and Stensland pricing formula |
| s30sa | Asian option: geometric continuous average rate pricing formula |
| s30sb | Asian option: geometric continuous average rate pricing formula with Greeks |