Chapter Contents
NAG Toolbox

# New Functions

The 128 new user-callable functions included in the NAG Toolbox at Mark 22 are as follows.
 FunctionName 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

NAG Toolbox