Routine |
Mark of Introduction |
Purpose |
|---|---|---|
| g02aa | 27 | nagad_correg_corrmat_nearest (symbolic adjoint strategy) (Second order AD) Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun |
| g02ab | 27 | nagad_correg_corrmat_nearest_bounded (Second order AD) Computes the nearest correlation matrix to a real square matrix, augmenting g02aa to incorporate weights and bounds |
| g02da | 27 | nagad_correg_linregm_fit Fits a general (multiple) linear regression model |