G02AAF | Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun |

G02ABF | Computes the nearest correlation matrix to a real square matrix, augmented G02AAF to incorporate weights and bounds |

G02AEF | Computes the nearest correlation matrix with $k$-factor structure to a real square matrix |

G02AJF | Computes the nearest correlation matrix to a real square matrix, using element-wise weighting |

G02BAF | Pearson product-moment correlation coefficients, all variables, no missing values |

G02BGF | Pearson product-moment correlation coefficients, subset of variables, no missing values |

G02BNF | Kendall/Spearman non-parametric rank correlation coefficients, no missing values, overwriting input data |

G02BQF | Kendall/Spearman non-parametric rank correlation coefficients, no missing values, preserving input data |

G02BTF | Update a weighted sum of squares matrix with a new observation |

G02BUF | Computes a weighted sum of squares matrix |

G02BWF | Computes a correlation matrix from a sum of squares matrix |

G02BXF | Computes (optionally weighted) correlation and covariance matrices |

G02BYF | Computes partial correlation/variance-covariance matrix from correlation/variance-covariance matrix computed by G02BXF |

G02BZF | Combines two sums of squares matrices, for use after G02BUF |

G02HKF | Calculates a robust estimation of a correlation matrix, Huber's weight function |

G02HLF | Calculates a robust estimation of a correlation matrix, user-supplied weight function plus derivatives |

G02HMF | Calculates a robust estimation of a correlation matrix, user-supplied weight function |

© The Numerical Algorithms Group Ltd, Oxford UK. 2013