# Keyword : Multivariate

 G01HBF Computes probabilities for the multivariate Normal distribution G01HDF Computes the probability for the multivariate Student's $t$-distribution G01LBF Computes a vector of values for the probability density function of the multivariate Normal distribution G05PJF Generates a realisation of a multivariate time series from a VARMA model G05RYF Generates a matrix of pseudorandom numbers from a multivariate Student's $t$-distribution G05RZF Generates a matrix of pseudorandom numbers from a multivariate Normal distribution G13BAF Multivariate time series, filtering (pre-whitening) by an ARIMA model G13BBF Multivariate time series, filtering by a transfer function model G13BCF Multivariate time series, cross-correlations G13BDF Multivariate time series, preliminary estimation of transfer function model G13BEF Multivariate time series, estimation of multi-input model G13BGF Multivariate time series, update state set for forecasting from multi-input model G13BHF Multivariate time series, forecasting from state set of multi-input model G13BJF Multivariate time series, state set and forecasts from fully specified multi-input model G13CCF Multivariate time series, smoothed sample cross spectrum using rectangular, Bartlett, Tukey or Parzen lag window G13CDF Multivariate time series, smoothed sample cross spectrum using spectral smoothing by the trapezium frequency (Daniell) window G13CEF Multivariate time series, cross amplitude spectrum, squared coherency, bounds, univariate and bivariate (cross) spectra G13CFF Multivariate time series, gain, phase, bounds, univariate and bivariate (cross) spectra G13CGF Multivariate time series, noise spectrum, bounds, impulse response function and its standard error G13DBF Multivariate time series, multiple squared partial autocorrelations G13DDF Multivariate time series, estimation of VARMA model G13DJF Multivariate time series, forecasts and their standard errors G13DKF Multivariate time series, updates forecasts and their standard errors G13DLF Multivariate time series, differences and/or transforms G13DMF Multivariate time series, sample cross-correlation or cross-covariance matrices G13DNF Multivariate time series, sample partial lag correlation matrices, ${\chi }^{2}$ statistics and significance levels G13DPF Multivariate time series, partial autoregression matrices G13DSF Multivariate time series, diagnostic checking of residuals, following G13DDF

© The Numerical Algorithms Group Ltd, Oxford UK. 2013