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| a00aac | nag_implementation_details Library identification, details of implementation and mark |
| a02bac | nag_complex Complex number from real and imaginary parts |
| a02bbc | nag_complex_real Real part of a complex number |
| a02bcc | nag_complex_imag Imaginary part of a complex number |
| a02cac | nag_complex_add Addition of two complex numbers |
| a02cbc | nag_complex_subtract Subtraction of two complex numbers |
| a02ccc | nag_complex_multiply Multiplication of two complex numbers |
| a02cdc | nag_complex_divide Quotient of two complex numbers |
| a02cec | nag_complex_negate Negation of a complex number |
| a02cfc | nag_complex_conjg Conjugate of a complex number |
| a02cgc | nag_complex_equal Equality of two complex numbers |
| a02chc | nag_complex_not_equal Inequality of two complex numbers |
| a02dac | nag_complex_arg Argument of a complex number |
| a02dbc | nag_complex_abs Modulus of a complex number |
| a02dcc | nag_complex_sqrt Square root of a complex number |
| a02ddc | nag_complex_i_power Complex number raised to integer power |
| a02dec | nag_complex_r_power Complex number raised to real power |
| a02dfc | nag_complex_c_power Complex number raised to complex power |
| a02dgc | nag_complex_log Complex logarithm |
| a02dhc | nag_complex_exp Complex exponential |
| a02djc | nag_complex_sin Complex sine |
| a02dkc | nag_complex_cos Complex cosine |
| a02dlc | nag_complex_tan Complex tangent |
| c02afc | nag_zeros_complex_poly Zeros of a polynomial with complex coefficients |
| c02agc | nag_zeros_real_poly Zeros of a polynomial with real coefficients |
| c02akc | nag_cubic_roots Zeros of a cubic polynomial with real coefficients |
| c02alc | nag_quartic_roots Zeros of a quartic polynomial with real coefficients |
| c05adc | nag_zero_cont_func_bd Zero of a continuous function of one variable |
| c05nbc | nag_zero_nonlin_eqns Solution of a system of nonlinear equations (function values only) |
| c05pbc | nag_zero_nonlin_eqns_deriv Solution of a system of nonlinear equations (using first derivatives) |
| c05sdc | nag_zero_cont_func_bd_1 Zero of a continuous function of one variable, thread-safe |
| c05tbc | nag_zero_nonlin_eqns_1 Solution of a system of nonlinear equations (function values only), thread-safe |
| c05ubc | nag_zero_nonlin_eqns_deriv_1 Solution of a system of nonlinear equations (using first derivatives), thread-safe |
| c05zbc | nag_check_deriv Derivative checker for nag_zero_nonlin_eqns_deriv (c05pbc) |
| c05zcc | nag_check_deriv_1 Derivative checker for nag_zero_nonlin_eqns_deriv_1 (c05ubc), thread-safe |
| c06eac | nag_fft_real Single 1-D real discrete Fourier transform |
| c06ebc | nag_fft_hermitian Single 1-D Hermitian discrete Fourier transform |
| c06ecc | nag_fft_complex Single 1-D complex discrete Fourier transform |
| c06ekc | nag_convolution_real Circular convolution or correlation of two real vectors |
| c06fpc | nag_fft_multiple_real Multiple 1-D real discrete Fourier transforms |
| c06fqc | nag_fft_multiple_hermitian Multiple 1-D Hermitian discrete Fourier transforms |
| c06frc | nag_fft_multiple_complex Multiple 1-D complex discrete Fourier transforms |
| c06fuc | nag_fft_2d_complex 2-D complex discrete Fourier transform |
| c06gbc | nag_conjugate_hermitian Complex conjugate of Hermitian sequence |
| c06gcc | nag_conjugate_complex Complex conjugate of complex sequence |
| c06gqc | nag_multiple_conjugate_hermitian Complex conjugate of multiple Hermitian sequences |
| c06gsc | nag_multiple_hermitian_to_complex Convert Hermitian sequences to general complex sequences |
| c06gzc | nag_fft_init_trig Initialisation function for other c06 functions |
| c06hac | nag_fft_multiple_sine Discrete sine transform |
| c06hbc | nag_fft_multiple_cosine Discrete cosine transform |
| c06hcc | nag_fft_multiple_qtr_sine Discrete quarter-wave sine transform |
| c06hdc | nag_fft_multiple_qtr_cosine Discrete quarter-wave cosine transform |
| d01ajc | nag_1d_quad_gen 1-D adaptive quadrature, allowing for badly-behaved integrands |
| d01akc | nag_1d_quad_osc 1-D adaptive quadrature, suitable for oscillating functions |
| d01alc | nag_1d_quad_brkpts 1-D adaptive quadrature, allowing for singularities at specified points |
| d01amc | nag_1d_quad_inf 1-D adaptive quadrature over infinite or semi-infinite interval |
| d01anc | nag_1d_quad_wt_trig 1-D adaptive quadrature, finite interval, sine or cosine weight functions |
| d01apc | nag_1d_quad_wt_alglog 1-D adaptive quadrature, weight function with end-point singularities of algebraic-logarithmic type |
| d01aqc | nag_1d_quad_wt_cauchy 1-D adaptive quadrature, weight function 1/(x-c), Cauchy principal value |
| d01asc | nag_1d_quad_inf_wt_trig 1-D adaptive quadrature, semi-infinite interval, sine or cosine weight function |
| d01bac | nag_1d_quad_gauss 1-D Gaussian quadrature rule evaluation |
| d01fcc | nag_multid_quad_adapt Multi-dimensional adaptive quadrature |
| d01gac | nag_1d_quad_vals 1-D integration of a function defined by data values only |
| d01gbc | nag_multid_quad_monte_carlo Multi-dimensional quadrature, using Monte Carlo method |
| d01sjc | nag_1d_quad_gen_1 1-D adaptive quadrature, allowing for badly-behaved integrands, thread-safe |
| d01skc | nag_1d_quad_osc_1 1-D adaptive quadrature, suitable for oscillating functions, thread-safe |
| d01slc | nag_1d_quad_brkpts_1 1-D adaptive quadrature, allowing for singularities at specified points, thread-safe |
| d01smc | nag_1d_quad_inf_1 1-D adaptive quadrature over infinite or semi-infinite interval, thread-safe |
| d01snc | nag_1d_quad_wt_trig_1 1-D adaptive quadrature, finite interval, sine or cosine weight functions, thread-safe |
| d01spc | nag_1d_quad_wt_alglog_1 1-D adaptive quadrature, weight function with end-point singularities of algebraic-logarithmic type, thread-safe |
| d01sqc | nag_1d_quad_wt_cauchy_1 1-D adaptive quadrature, weight function 1/(x-c), Cauchy principal value, thread-safe |
| d01ssc | nag_1d_quad_inf_wt_trig_1 1-D adaptive quadrature, semi-infinite interval, sine or cosine weight function, thread-safe |
| d01tac | nag_1d_quad_gauss_1 1-D Gaussian quadrature rule evaluation, thread-safe |
| d01wcc | nag_multid_quad_adapt_1 Multi-dimensional adaptive quadrature, thread-safe |
| d01xbc | nag_multid_quad_monte_carlo_1 Multi-dimensional quadrature, using Monte Carlo method, thread-safe |
| d02cjc | nag_ode_ivp_adams_gen Ordinary differential equation solver using a variable-order variable-step Adams method (black box) |
| d02ejc | nag_ode_ivp_bdf_gen Ordinary differential equations solver, stiff, initial value problems using the Backward Differentiation Formulae |
| d02gac | nag_ode_bvp_fd_nonlin_fixedbc Ordinary differential equations solver, for simple nonlinear 2-point boundary value problems, using a finite difference technique with deferred correction |
| d02gbc | nag_ode_bvp_fd_lin_gen Ordinary differential equations solver, for general linear two-point boundary value problems, using a finite difference technique with deferred correction |
| d02pcc | nag_ode_ivp_rk_range Ordinary differential equations solver, initial value problems over a range using Runge-Kutta methods |
| d02pdc | nag_ode_ivp_rk_onestep Ordinary differential equations solver, initial value problems, one time step using Runge-Kutta methods |
| d02ppc | nag_ode_ivp_rk_free Freeing function for use with the Runge-Kutta suite (d02p functions) |
| d02pvc | nag_ode_ivp_rk_setup Set-up function for use with nag_ode_ivp_rk_range (d02pcc) and/or nag_ode_ivp_rk_onestep (d02pdc) |
| d02pwc | nag_ode_ivp_rk_reset_tend A function to re-set the end point following a call to nag_ode_ivp_rk_onestep (d02pdc) |
| d02pxc | nag_ode_ivp_rk_interp Ordinary differential equations solver, computes the solution by interpolation anywhere on an integration step taken by nag_ode_ivp_rk_onestep (d02pdc) |
| d02pzc | nag_ode_ivp_rk_errass A function to provide global error assessment during an integration with either nag_ode_ivp_rk_range (d02pcc) or nag_ode_ivp_rk_onestep (d02pdc) |
| d02qfc | nag_ode_ivp_adams_roots Ordinary differential equation solver using Adams method (sophisticated use) |
| d02qwc | nag_ode_ivp_adams_setup Set-up function for nag_ode_ivp_adams_roots (d02qfc) |
| d02qyc | nag_ode_ivp_adams_free Freeing function for use with nag_ode_ivp_adams_roots (d02qfc) |
| d02qzc | nag_ode_ivp_adams_interp Interpolation function for use with nag_ode_ivp_adams_roots (d02qfc) |
| d02rac | nag_ode_bvp_fd_nonlin_gen Ordinary differential equations solver, for general non-linear two-point boundary value problems, using a finite difference technique with deferred correction |
| e01bac | nag_1d_spline_interpolant Interpolating function, cubic spline interpolant, one variable |
| e01bec | nag_monotonic_interpolant Interpolating function, monotonicity-preserving, piecewise cubic Hermite, one variable |
| e01bfc | nag_monotonic_evaluate Evaluation of interpolant computed by nag_monotonic_interpolant (e01bec), function only |
| e01bgc | nag_monotonic_deriv Evaluation of interpolant computed by nag_monotonic_interpolant (e01bec), function and first derivative |
| e01bhc | nag_monotonic_intg Evaluation of interpolant computed by nag_monotonic_interpolant (e01bec), definite integral |
| e01dac | nag_2d_spline_interpolant Interpolating function, bicubic spline interpolant, two variables |
| e01sac | nag_2d_scat_interpolant A function to generate a two-dimensional surface interpolating a set of data points, using either the method of Renka and Cline or using the modified Shepard's method |
| e01sbc | nag_2d_scat_eval A function to evaluate at a set of points, the two-dimensional interpolant function generated by nag_2d_scat_interpolant (e01sac) |
| e01szc | nag_2d_scat_free Freeing function for use with nag_2d_scat_eval (e01sbc) |
| e02adc | nag_1d_cheb_fit Computes the coefficients of a Chebyshev series polynomial for arbitrary data |
| e02aec | nag_1d_cheb_eval Evaluates the coefficients of a Chebyshev series polynomial |
| e02afc | nag_1d_cheb_interp_fit Computes the coefficients of a Chebyshev series polynomial for interpolated data |
| e02bac | nag_1d_spline_fit_knots Least-squares curve cubic spline fit (including interpolation), one variable |
| e02bbc | nag_1d_spline_evaluate Evaluation of fitted cubic spline, function only |
| e02bcc | nag_1d_spline_deriv Evaluation of fitted cubic spline, function and derivatives |
| e02bdc | nag_1d_spline_intg Evaluation of fitted cubic spline, definite integral |
| e02bec | nag_1d_spline_fit Least-squares cubic spline curve fit, automatic knot placement, one variable |
| e02dcc | nag_2d_spline_fit_grid Least-squares bicubic spline fit with automatic knot placement, two variables (rectangular grid) |
| e02ddc | nag_2d_spline_fit_scat Least-squares bicubic spline fit with automatic knot placement, two variables (scattered data) |
| e02dec | nag_2d_spline_eval Evaluation of bicubic spline, at a set of points |
| e02dfc | nag_2d_spline_eval_rect Evaluation of bicubic spline, at a mesh of points |
| e04abc | nag_opt_one_var_no_deriv Minimizes a function of one variable, using function values only |
| e04bbc | nag_opt_one_var_deriv Minimizes a function of one variable, requires first derivatives |
| e04ccc | nag_opt_simplex Unconstrained minimization using simplex algorithm |
| e04dgc | nag_opt_conj_grad Unconstrained minimization using conjugate gradients |
| e04fcc | nag_opt_lsq_no_deriv Unconstrained nonlinear least squares (no derivatives required) |
| e04gbc | nag_opt_lsq_deriv Unconstrained nonlinear least squares (first derivatives required) |
| e04hcc | nag_opt_check_deriv Derivative checker for use with nag_opt_bounds_deriv (e04kbc) |
| e04hdc | nag_opt_check_2nd_deriv Checks 2nd derivatives of a user-defined function |
| e04jbc | nag_opt_bounds_no_deriv Bound constrained nonlinear minimization (no derivatives required) |
| e04kbc | nag_opt_bounds_deriv Bound constrained nonlinear minimization (first derivatives required) |
| e04lbc | nag_opt_bounds_2nd_deriv Solves bound constrained problems. 1st and 2nd derivatives are required. |
| e04mfc | nag_opt_lp Linear programming |
| e04myc | nag_opt_sparse_mps_free Free memory allocated by nag_opt_sparse_mps_read (e04mzc) |
| e04mzc | nag_opt_sparse_mps_read Read MPSX data for sparse LP or QP problem from a file |
| e04ncc | nag_opt_lin_lsq Solves linear least-squares and convex quadratic programming problems (non-sparse) |
| e04nfc | nag_opt_qp Quadratic programming |
| e04nkc | nag_opt_sparse_convex_qp Solves sparse linear programming or convex quadratic programming problems |
| e04ucc | nag_opt_nlp Minimization with nonlinear constraints using a sequential QP method |
| e04ugc | nag_opt_nlp_sparse NLP problem (sparse) |
| e04unc | nag_opt_nlin_lsq Solves nonlinear least-squares problems using the sequential QP method |
| e04xac | nag_opt_estimate_deriv Computes an approximation to the gradient vector and/or the Hessian matrix for use with nag_opt_nlp (e04ucc) and other nonlinear optimization functions |
| e04xxc | nag_opt_init Initialisation function for option setting |
| e04xyc | nag_opt_read Read options from a textfile |
| e04xzc | nag_opt_free NAG memory freeing function for use with option setting |
| e04yac | nag_opt_lsq_check_deriv Least-squares derivative checker for use with nag_opt_lsq_deriv (e04gbc) |
| e04ycc | nag_opt_lsq_covariance Covariance matrix for nonlinear least-squares |
| f01bnc | nag_complex_cholesky UUH factorization of complex Hermitian positive-definite matrix |
| f01mcc | nag_real_cholesky_skyline LDLT factorization of real symmetric positive-definite variable-bandwidth (skyline) matrix |
| f01qcc | nag_real_qr QR factorization of real m by n matrix (m >= n) |
| f01qdc | nag_real_apply_q Compute QB or QT B after factorization by nag_real_qr (f01qcc) |
| f01qec | nag_real_form_q Form columns of Q after factorization by nag_real_qr (f01qcc) |
| f01rcc | nag_complex_qr QR factorization of complex m by n matrix (m >= n) |
| f01rdc | nag_complex_apply_q Compute QB or QH B after factorization by nag_complex_qr (f01rcc) |
| f01rec | nag_complex_form_q Form columns of Q after factorization bynag_complex_qr (f01rcc) |
| f02aac | nag_real_symm_eigenvalues All eigenvalues of real symmetric matrix |
| f02abc | nag_real_symm_eigensystem All eigenvalues and eigenvectors of real symmetric matrix |
| f02adc | nag_real_symm_general_eigenvalues All eigenvalues of generalized real symmetric-definite eigenproblem |
| f02aec | nag_real_symm_general_eigensystem All eigenvalues and eigenvectors of generalized real symmetric-definite eigenproblem |
| f02afc | nag_real_eigenvalues All eigenvalues of real matrix |
| f02agc | nag_real_eigensystem All eigenvalues and eigenvectors of real matrix |
| f02awc | nag_hermitian_eigenvalues All eigenvalues of complex Hermitian matrix |
| f02axc | nag_hermitian_eigensystem All eigenvalues and eigenvectors of complex Hermitian matrix |
| f02bjc | nag_real_general_eigensystem All eigenvalues and optionally eigenvectors of real generalized eigenproblem, by QZ algorithm |
| f02ecc | nag_real_eigensystem_sel Computes selected eigenvalues and eigenvectors of a real general matrix |
| f02gcc | nag_complex_eigensystem_sel Computes selected eigenvalues and eigenvectors of a complex general matrix |
| f02wec | nag_real_svd SVD of real matrix |
| f02xec | nag_complex_svd SVD of complex matrix |
| f03aec | nag_real_cholesky LLT factorization and determinant of real symmetric positive-definite matrix |
| f03afc | nag_real_lu LU factorization and determinant of real matrix |
| f03ahc | nag_complex_lu LU factorization and determinant of complex matrix |
| f04adc | nag_complex_lin_eqn_mult_rhs Approximate solution of complex simultaneous linear equations with multiple right-hand sides |
| f04agc | nag_real_cholesky_solve_mult_rhs Approximate solution of real symmetric positive-definite simultaneous linear equations (coefficient matrix already factorized by nag_real_cholesky (f03aec)) |
| f04ajc | nag_real_lu_solve_mult_rhs Approximate solution of real simultaneous linear equations (coefficient matrix already factorized by nag_real_lu (f03afc)) |
| f04akc | nag_complex_lu_solve_mult_rhs Approximate solution of complex simultaneous linear equations (coefficient matrix already factorized by nag_complex_lu (f03ahc)) |
| f04arc | nag_real_lin_eqn Approximate solution of real simultaneous linear equations, one right-hand side |
| f04awc | nag_hermitian_lin_eqn_mult_rhs Approximate solution of complex Hermitian positive-definite simultaneous linear equations (coefficient matrix already factorized by nag_complex_cholesky (f01bnc)) |
| f04mcc | nag_real_cholesky_skyline_solve Approximate solution of real symmetric positive-definite variable-bandwidth simultaneous linear equations (coefficient matrix already factorized by nag_real_cholesky_skyline (f01mcc)) |
| f06pac | dgemv Matrix-vector product, real rectangular matrix |
| f06pbc | dgbmv Matrix-vector product, real rectangular band matrix |
| f06pcc | dsymv Matrix-vector product, real symmetric matrix |
| f06pdc | dsbmv Matrix-vector product, real symmetric band matrix |
| f06pec | dspmv Matrix-vector product, real symmetric packed matrix |
| f06pfc | dtrmv Matrix-vector product, real triangular matrix |
| f06pgc | dtbmv Matrix-vector product, real triangular band matrix |
| f06phc | dtpmv Matrix-vector product, real triangular packed matrix |
| f06pjc | dtrsv System of equations, real triangular matrix |
| f06pkc | dtbsv System of equations, real triangular band matrix |
| f06plc | dtpsv System of equations, real triangular packed matrix |
| f06pmc | dger Rank-1 update, real rectangular matrix |
| f06ppc | dsyr Rank-1 update, real symmetric matrix |
| f06pqc | dspr Rank-1 update, real symmetric packed matrix |
| f06prc | dsyr2 Rank-2 update, real symmetric matrix |
| f06psc | dspr2 Rank-2 update, real symmetric packed matrix |
| f06sac | zgemv Matrix-vector product, complex rectangular matrix |
| f06sbc | zgbmv Matrix-vector product, complex rectangular band matrix |
| f06scc | zhemv Matrix-vector product, complex Hermitian matrix |
| f06sdc | zhbmv Matrix-vector product, complex Hermitian band matrix |
| f06sec | zhpmv Matrix-vector product, complex Hermitian packed matrix |
| f06sfc | ztrmv Matrix-vector product, complex triangular matrix |
| f06sgc | ztbmv Matrix-vector product, complex triangular band matrix |
| f06shc | ztpmv Matrix-vector product, complex triangular packed matrix |
| f06sjc | ztrsv System of equations, complex triangular matrix |
| f06skc | ztbsv System of equations, complex triangular band matrix |
| f06slc | ztpsv System of equations, complex triangular packed matrix |
| f06smc | zgeru Rank-1 update, complex rectangular matrix, unconjugated vector |
| f06snc | zgerc Rank-1 update, complex rectangular matrix, conjugated vector |
| f06spc | zher Rank-1 update, complex Hermitian matrix |
| f06sqc | zhpr Rank-1 update, complex Hermitian packed matrix |
| f06src | zher2 Rank-2 update, complex Hermitian matrix |
| f06ssc | zhpr2 Rank-2 update, complex Hermitian packed matrix |
| f06yac | dgemm Matrix-matrix product, two real rectangular matrices |
| f06ycc | dsymm Matrix-matrix product, one real symmetric matrix, one real rectangular matrix |
| f06yfc | dtrmm Matrix-matrix product, one real triangular matrix, one real rectangular matrix |
| f06yjc | dtrsm Solves a system of equations with multiple right-hand sides, real triangular coefficient matrix |
| f06ypc | dsyrk Rank-k update of a real symmetric matrix |
| f06yrc | dsyr2k Rank-2k update of a real symmetric matrix |
| f06zac | zgemm Matrix-matrix product, two complex rectangular matrices |
| f06zcc | zhemm Matrix-matrix product, one complex Hermitian matrix, one complex rectangular matrix |
| f06zfc | ztrmm Matrix-matrix product, one complex triangular matrix, one complex rectangular matrix |
| f06zjc | ztrsm Solves system of equations with multiple right-hand sides, complex triangular coefficient matrix |
| f06zpc | zherk Rank-k update of a complex Hermitian matrix |
| f06zrc | zher2k Rank-2k update of a complex Hermitian matrix |
| f06ztc | zsymm Matrix-matrix product, one complex symmetric matrix, one complex rectangular matrix |
| f06zuc | zsyrk Rank-k update of a complex symmetric matrix |
| f06zwc | zsyr2k Rank-2k update of a complex symmetric matrix |
| f11dac | nag_sparse_nsym_fac Incomplete LU factorization (nonsymmetric) |
| f11dcc | nag_sparse_nsym_fac_sol Solver with incomplete LU preconditioning (nonsymmetric) |
| f11dec | nag_sparse_nsym_sol Solver with no/Jacobi/SSOR/preconditioning (nonsymmetric) |
| f11jac | nag_sparse_sym_chol_fac Incomplete Cholesky factorization (symmetric) |
| f11jcc | nag_sparse_sym_chol_sol Solver with incomplete Cholesky preconditioning (symmetric) |
| f11jec | nag_sparse_sym_sol Solver with Jacobi, SSOR, or no preconditioning (symmetric) |
| f11zac | nag_sparse_nsym_sort Sparse sort (nonsymmetric) |
| f11zbc | nag_sparse_sym_sort Sparse sort (symmetric) |
| g01aac | nag_summary_stats_1var Mean, variance, skewness, kurtosis etc, one variable, from raw data |
| g01aec | nag_frequency_table Frequency table from raw data |
| g01alc | nag_5pt_summary_stats Five-point summary (median, hinges and extremes) |
| g01bjc | nag_binomial_dist Binomial distribution function |
| g01bkc | nag_poisson_dist Poisson distribution function |
| g01blc | nag_hypergeom_dist Hypergeometric distribution function |
| g01cec | nag_deviates_normal_dist Deviate of Normal distribution function |
| g01ddc | nag_shapiro_wilk_test Shapiro and Wilk's W test for Normality |
| g01dhc | nag_ranks_and_scores Ranks, Normal scores, approximate Normal scores or exponential (Savage) scores |
| g01eac | nag_prob_normal Probabilities for the standard Normal distribution |
| g01ebc | nag_prob_students_t Probabilities for Student's t-distribution |
| g01ecc | nag_prob_chi_sq Probabilities for chi2 distribution |
| g01edc | nag_prob_f_dist Probabilities for F-distribution |
| g01eec | nag_prob_beta_dist Upper and lower tail probabilities and probability density function for the beta distribution |
| g01efc | nag_gamma_dist Probabilities for the gamma distribution |
| g01fac | nag_deviates_normal Deviates for the Normal distribution |
| g01fbc | nag_deviates_students_t Deviates for Student's t-distribution |
| g01fcc | nag_deviates_chi_sq Deviates for the chi2 distribution |
| g01fdc | nag_deviates_f_dist Deviates for the F-distribution |
| g01fec | nag_deviates_beta Deviates for the beta distribution |
| g01ffc | nag_deviates_gamma_dist Deviates for the gamma distribution |
| g01gbc | nag_prob_non_central_students_t Computes probabilities for the non-central Student's t-distribution |
| g01gcc | nag_prob_non_central_chi_sq Computes probabilities for the non-central chi2 distribution |
| g01gdc | nag_prob_non_central_f_dist Computes probabilities for the non-central F-distribution |
| g01gec | nag_prob_non_central_beta_dist Computes probabilities for the non-central beta distribution |
| g01hac | nag_bivariate_normal_dist Probability for the bivariate Normal distribution |
| g01hbc | nag_multi_normal Computes probabilities for the multivariate Normal distribution |
| g02brc | nag_ken_spe_corr_coeff Kendall and/or Spearman non-parametric rank correlation coefficients, allows variables and observations to be selectively disregarded |
| g02bxc | nag_corr_cov Product-moment correlation, unweighted/weighted correlation and covariance matrix, allows variables to be disregarded |
| g02byc | nag_partial_corr Computes partial correlation/variance-covariance matrix from correlation/variance-covariance matrix computed by nag_corr_cov (g02bxc) |
| g02cac | nag_simple_linear_regression Simple linear regression with or without a constant term, data may be weighted |
| g02cbc | nag_regress_confid_interval Simple linear regression confidence intervals for the regression line and individual points |
| g02dac | nag_regsn_mult_linear Fits a general (multiple) linear regression model |
| g02dcc | nag_regsn_mult_linear_addrem_obs Add/delete an observation to/from a general linear regression model |
| g02ddc | nag_regsn_mult_linear_upd_model Estimates of regression parameters from an updated model |
| g02dec | nag_regsn_mult_linear_add_var Add a new independent variable to a general linear regression model |
| g02dfc | nag_regsn_mult_linear_delete_var Delete an independent variable from a general linear regression model |
| g02dgc | nag_regsn_mult_linear_newyvar Fits a general linear regression model to new dependent variable |
| g02dkc | nag_regsn_mult_linear_tran_model Estimates of parameters of a general linear regression model for given constraints |
| g02dnc | nag_regsn_mult_linear_est_func Estimate of an estimable function for a general linear regression model |
| g02fac | nag_regsn_std_resid_influence Calculate standardized residuals and influence statistics |
| g02gac | nag_glm_normal Fits a Generalised linear model with Normal errors |
| g02gbc | nag_glm_binomial Fits a generalised linear model with binomial errors |
| g02gcc | nag_glm_poisson Fits a generalised linear model with Poisson errors |
| g02gdc | nag_glm_gamma Fits a generalised linear model with gamma errors |
| g02gkc | nag_glm_tran_model Estimates and standard errors of the parameters of a general linear model for given constraints |
| g02gnc | nag_glm_est_func Estimatable function and the standard error of a generalized linear model |
| g02hac | nag_robust_m_regsn_estim Robust regression, standard M-estimates |
| g02hkc | nag_robust_corr_estim Robust estimation of a correlation matrix, Huber's weight function |
| g03aac | nag_mv_prin_comp Principal component analysis |
| g03acc | nag_mv_canon_var Canonical variate analysis |
| g03adc | nag_mv_canon_corr Canonical correlation analysis |
| g03bac | nag_mv_orthomax Orthogonal rotations for loading matrix |
| g03bcc | nag_mv_procustes Procrustes rotations |
| g03cac | nag_mv_factor Maximum likelihood estimates of parameters |
| g03ccc | nag_mv_fac_score Factor score coefficients, following nag_mv_factor (g03cac) |
| g03dac | nag_mv_discrim Test for equality of wthin-group covariance matrices |
| g03dbc | nag_mv_discrim_mahaldist Mahalanobis squared distances, following nag_mv_discrim (g03dac) |
| g03dcc | nag_mv_discrim_group Allocation of observations to groups, following nag_mv_discrim (g03dac) |
| g03eac | nag_mv_distance_mat Compute distance (dissimilarity) matrix |
| g03ecc | nag_mv_hierar_cluster_analysis Performs hierarchical cluster analysis |
| g03efc | nag_mv_kmeans_cluster_analysis K-means |
| g03ehc | nag_mv_dendrogram Construct dendogram following nag_mv_hierar_cluster_analysis (g03ecc) |
| g03ejc | nag_mv_cluster_indicator Construct clusters following nag_mv_hierar_cluster_analysis (g03ecc) |
| g03fac | nag_mv_prin_coord_analysis Principal co-ordinate analysis |
| g03fcc | nag_mv_ordinal_multidimscale Multidimensional scaling |
| g03xzc | nag_mv_dend_free Frees memory allocated to the dendrogram array in nag_mv_dendrogram (g03ehc) |
| g03zac | nag_mv_z_scores Standardize values of a data matrix |
| g04bbc | nag_anova_random General block design or completely randomized design |
| g04bcc | nag_anova_row_col Analysis of variance, general row and column design, treatment means and standard errors |
| g04cac | nag_anova_factorial Complete factorial design |
| g04czc | nag_anova_factorial_free Complete factorial design |
| g04dbc | nag_anova_confid_interval Computes |
| g04eac | nag_dummy_vars Computes orthogonal polynomials or dummy variables for factor/classification variable |
| g05cac | nag_random_continuous_uniform Pseudo-random real number, uniform distribution over (0,1) |
| g05cbc | nag_random_init_repeatable Initialise random number generating functions to give repeatable sequence |
| g05ccc | nag_random_init_nonrepeatable Initialise random number generating functions to give non-repeatable sequence |
| g05cfc | nag_save_random_state Save state of random number generating functions |
| g05cgc | nag_restore_random_state Restore state of random number generating functions |
| g05dac | nag_random_continuous_uniform_ab Pseudo-random real number, uniform distribution over (a,b) |
| g05dbc | nag_random_exp Pseudo-random real number, (negative) exponential distribution |
| g05ddc | nag_random_normal Pseudo-random real number, Normal distribution |
| g05dyc | nag_random_discrete_uniform Pseudo-random integer from uniform distribution |
| g05eac | nag_ref_vec_multi_normal Set up reference vector for multivariate Normal distribution |
| g05ecc | nag_ref_vec_poisson Set up reference vector for generating pseudo-random integers, Poisson distribution |
| g05edc | nag_ref_vec_binomial Set up reference vector for generating pseudo-random integers, binomial distribution |
| g05ehc | nag_ran_permut_vec Pseudo-random permutation of a vector of integers |
| g05ejc | nag_ran_sample_vec Pseudo-random sample without replacement from an integer vector |
| g05exc | nag_ref_vec_discrete_pdf_cdf Set up reference vector from supplied cumulative distribution function or probability distribution function |
| g05eyc | nag_return_discrete Pseudo-random integer from reference vector |
| g05ezc | nag_return_multi_normal Pseudo-random multivariate Normal vector from reference vector |
| g05fec | nag_random_beta Pseudo-random real numbers from the beta distribution |
| g05ffc | nag_random_gamma Pseudo-random real numbers from the gamma distribution |
| g05hac | nag_arma_time_series ARMA time series of n terms |
| g05hkc | nag_generate_agarchI Univariate time series, generate |
| g05hlc | nag_generate_agarchII Univariate time series, generate |
| g05hmc | nag_generate_garchGJR Univariate time series, generate |
| g07cac | nag_2_sample_t_test t-test statistic, for a difference in means between two Normal populations, confidence interval |
| g07dac | nag_median_1var Robust estimation, median, median absolute deviation, robust standard deviation |
| g07dbc | nag_robust_m_estim_1var Robust estimation, M-estimate of location and scale parameters, standard weight function |
| g07ddc | nag_robust_trimmed_1var Trimmed and winsorized mean of a sample with estimates of the variances of the two means |
| g08aac | nag_sign_test Sign test on two paired samples |
| g08acc |
nag_median_test Median test on two samples of unequal size |
| g08aec |
nag_friedman_test Friedman two-way analysis of variance on k matched samples |
| g08afc |
nag_kruskal_wallis_test Kruskal–Wallis one-way analysis of variance on k samples of unequal size |
| g08agc |
nag_wilcoxon_test Performs the Wilcoxon one-sample (matched pairs) signed rank test |
| g08amc |
nag_mann_whitney Performs the Mann–Whitney U test on two independent samples |
| g08cbc |
nag_1_sample_ks_test Performs the one-sample Kolmogorov–Smirnov test for standard distributions |
| g08cdc |
nag_2_sample_ks_test Performs the two-sample Kolmogorov–Smirnov test |
| g08cgc |
nag_chi_sq_goodness_of_fit_test Performs the chi2 goodness of fit test, for standard continuous distributions |
| g08eac |
nag_runs_test Performs the runs up or runs down test for randomness |
| g08ebc |
nag_pairs_test Performs the pairs (serial) test for randomness |
| g08ecc |
nag_triplets_test Performs the triplets test for randomness |
| g08edc |
nag_gaps_test Performs the gaps test for randomness |
| g10abc |
nag_smooth_spline_fit Fit cubic smoothing spline, smoothing parameter given |
| g10acc |
nag_smooth_spline_estim Fit cubic smoothing spline, smoothing parameter estimated |
| g10bac |
nag_kernel_density_estim Kernel density estimate using Gaussian kernel |
| g10cac | nag_running_median_smoother Smoothed data sequence using running median smoother |
| g10zac |
nag_order_data Reorder data to give ordered distinct observations |
| g11aac | nag_chi_sq_2_way_table chi2 statistic for two-way contingency table |
| g11bac | nag_tabulate_stats Computes multiway table from set of classification factors using selected statistic |
| g11bbc | nag_tabulate_percentile Computes multiway table from set of classification factors using given percentile/quantile |
| g12aac | nag_prod_limit_surviv_fn Kaplan-Meier (product-limit) estimates of survival probabilities |
| g12bac |
nag_surviv_cox_model Fits Cox's proportional hazard model |
| g13abc | nag_tsa_auto_corr Sample autocorrelation function |
| g13acc | nag_tsa_auto_corr_part Partial autocorrelation function |
| g13asc |
nag_tsa_resid_corr Univariate time series, diagnostic checking of residuals, following nag_tsa_multi_inp_model_estim (g13bec) |
| g13bec | nag_tsa_multi_inp_model_estim Estimation for time series models |
| g13bjc | nag_tsa_multi_inp_model_forecast Forecasting function |
| g13bxc | nag_tsa_options_init Initialisation function for option setting |
| g13byc | nag_tsa_transf_orders Function to allocate memory to transfer function model orders |
| g13bzc | nag_tsa_trans_free Freeing function for the structure holding the transfer function model orders |
| g13cbc | nag_tsa_spectrum_univar Univariate time series, smoothed sample spectrum using spectral smoothing by the trapezium frequency (Daniell) window |
| g13cdc | nag_tsa_spectrum_bivar Multivariate time series, smoothed sample cross spectrum using spectral smoothing by the trapezium frequency (Daniell) window |
| g13cec | nag_tsa_cross_spectrum_bivar Multivariate time series, cross amplitude spectrum, squared coherency, bounds, univariate and bivariate (cross) spectra |
| g13cfc | nag_tsa_gain_phase_bivar Multivariate time series, gain, phase, bounds, univariate and bivariate (cross) spectra |
| g13cgc | nag_tsa_noise_spectrum_bivar Multivariate time series, noise spectrum, bounds, impulse response function and its standard error |
| g13eac | nag_kalman_sqrt_filt_cov_var One iteration step of the time-varying Kalman filter recursion using the square root covariance implementation |
| g13ebc | nag_kalman_sqrt_filt_cov_invar One iteration step of the time-invariant Kalman filter recursion using the square root covariance implementation with (A,C) in lower observer Hessenberg form |
| g13ecc | nag_kalman_sqrt_filt_info_var One iteration step of the time-varying Kalman filter recursion using the square root information implementation |
| g13edc | nag_kalman_sqrt_filt_info_invar One iteration step of the time-invariant Kalman filter recursion using the square root information implementation with (A-1, A-1 B) in upper controller Hessenberg form |
| g13ewc | nag_trans_hessenberg_observer Unitary state-space transformation to reduce (A,C) to lower or upper observer Hessenberg form |
| g13exc | nag_trans_hessenberg_controller Unitary state-space transformation to reduce (B,A) to lower or upper controller Hessenberg form |
| g13fac |
nag_estimate_agarchI Univariate time series, parameter estimation for either a symmetric GARCH process or a GARCH process with asymmetry of the form (epsilont-1 + gamma)2 |
| g13fbc |
nag_forecast_agarchI Univariate time series, forecast function for either a symmetric GARCH process or a GARCH process with asymmetry of the form (epsilont-1 + gamma)2 |
| g13fcc |
nag_estimate_agarchII Univariate time series, parameter estimation for a GARCH process with asymmetry of the form (|epsilont-1| + gamma epsilont-1)2 |
| g13fdc |
nag_forecast_agarchII Univariate time series, forecast function for a GARCH process with asymmetry of the form (|epsilont-1| + gamma epsilont-1)2 |
| g13fec |
nag_estimate_garchGJR Univariate time series, parameter estimation for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
| g13ffc |
nag_forecast_garchGJR Univariate time series, forecast function for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
| g13xzc | nag_tsa_free Freeing function for use with g13 option setting |
| h02bbc | nag_ip_bb Solves integer programming problems using a branch and bound method |
| h02buc | nag_ip_mps_read Read MPSX data for IP, LP or QP problem from a file |
| h02bvc | nag_ip_mps_free Free memory allocated by nag_ip_mps_read (h02buc) |
| h02xxc | nag_ip_init Initialize option structure to null values |
| h02xyc | nag_ip_read Read optional parameter values from a file |
| h02xzc | nag_ip_free Free NAG allocated memory from option structures |
| h03abc | nag_transport Classical transportation algorithm |
| m01cac | nag_double_sort Quicksort of set of values of data type double |
| m01csc | nag_quicksort Quicksort of set of values of arbitrary data type |
| m01ctc | nag_stable_sort Stable sort of set of values of arbitrary data type |
| m01cuc | nag_chain_sort Chain sort of linked list |
| m01dsc | nag_rank_sort Rank sort of set of values of arbitrary data type |
| m01esc | nag_reorder_vector Reorders set of values of arbitrary data type into the order specified by a set of indices |
| m01fsc | nag_search_vector Searches a vector for either the first or last match to a given value |
| m01zac | nag_make_indices Inverts a permutation converting a rank vector to an index vector or vice versa |
| s10aac | nag_tanh Hyperbolic tangent, tanh x |
| s10abc | nag_sinh Hyperbolic sine, sinh x |
| s10acc | nag_cosh Hyperbolic cosine, cosh x |
| s11aac | nag_arctanh Inverse hyperbolic tangent, arctanh x |
| s11abc | nag_arcsinh Inverse hyperbolic sine, arcsinh x |
| s11acc | nag_arccosh Inverse hyperbolic cosine, arccosh x |
| s13aac | nag_exp_integral Exponential integral E1 (x) |
| s13acc | nag_cos_integral Cosine integral Ci(x) |
| s13adc | nag_sin_integral Sine integral Si(x) |
| s14aac | nag_gamma Gamma function gamma(x) |
| s14abc | nag_log_gamma Log Gamma function ln(gamma(x)) |
| s14aec |
nag_real_polygamma Derivative of the psi function psi(x) |
| s14afc |
nag_complex_polygamma Derivative of the psi function psi(z) |
| s14bac | nag_incomplete_gamma Incomplete gamma functions P(a,x) and Q(a,x) |
| s15abc | nag_cumul_normal Cumulative normal distribution function, P(x) |
| s15acc | nag_cumul_normal_complem Complement of cumulative normal distribution function, Q(x) |
| s15adc | nag_erfc Complement of error function, erfc x |
| s15aec | nag_erf Error function, erf x |
| s17acc | nag_bessel_y0 Bessel function Y0 (x) |
| s17adc | nag_bessel_y1 Bessel function Y1 (x) |
| s17aec | nag_bessel_j0 Bessel function J0 (x) |
| s17afc | nag_bessel_j1 Bessel function J1 (x) |
| s17agc | nag_airy_ai Airy function Ai(x) |
| s17ahc | nag_airy_bi Airy function Bi(x) |
| s17ajc | nag_airy_ai_deriv Airy function Ai'(x) |
| s17akc | nag_airy_bi_deriv Airy function Bi'(x) |
| s17alc |
nag_bessel_zeros Zeros of Bessel functions Jalpha(x), J'alpha(x), Yalpha(x) or Y'alpha(x) |
| s18acc | nag_bessel_k0 Modified Bessel function K0 (x) |
| s18adc | nag_bessel_k1 Modified Bessel function K1 (x) |
| s18aec | nag_bessel_i0 Modified Bessel function I0 (x) |
| s18afc | nag_bessel_i1 Modified Bessel function I1 (x) |
| s18ccc | nag_bessel_k0_scaled Scaled modified Bessel function ex K0 (x) |
| s18cdc | nag_bessel_k1_scaled Scaled modified Bessel function ex K1 (x) |
| s18cec | nag_bessel_i0_scaled Scaled modified Bessel function e-|x| I0 (x) |
| s18cfc | nag_bessel_i1_scaled Scaled modified Bessel function e-|x| I1 (x) |
| s18ecc |
nag_bessel_i_nu_scaled Scaled modified Bessel function e-x Inu/4(x) |
| s18edc |
nag_bessel_k_nu_scaled Scaled modified Bessel function ex Knu/4(x) |
| s18eec |
nag_bessel_i_nu Modified Bessel function Inu/4(x) |
| s18efc |
nag_bessel_k_nu Modified Bessel function Knu/4(x) |
| s18egc |
nag_bessel_k_alpha Modified Bessel functions Kalpha+n(x) for real x > 0, selected values of alpha ≥ 0 and n = 0,1,...,N |
| s18ehc |
nag_bessel_k_alpha_scaled Scaled modified Bessel functions functions Kalpha+n(x) for real x > 0, selected values of alpha ≥ 0 and n = 0,1,...,N |
| s18ejc |
nag_bessel_i_alpha Modified Bessel functions Ialpha+n-1(x) or Ialpha-n+1(x) for real x ≠ 0, non-negative alpha < 1 and n = 1,2,...,|N|+1 |
| s18ekc |
nag_bessel_j_alpha Bessel functions Jalpha+n-1(x) or Jalpha-n+1(x) for real x ≠ 0, non-negative alpha < 1 and n = 1,2,...,|N|+1 |
| s19aac | nag_kelvin_ber Kelvin function ber x |
| s19abc | nag_kelvin_bei Kelvin function bei x |
| s19acc | nag_kelvin_ker Kelvin function ker x |
| s19adc | nag_kelvin_kei Kelvin function kei x |
| s20acc | nag_fresnel_s Fresnel integral S(x) |
| s20adc | nag_fresnel_c Fresnel integral C(x) |
| s21bac | nag_elliptic_integral_rc Degenerate symmetrised elliptic integral of 1st kind RC (x,y) |
| s21bbc | nag_elliptic_integral_rf Symmetrised elliptic integral of 1st kind RF (x,y,z) |
| s21bcc | nag_elliptic_integral_rd Symmetrised elliptic integral of 2nd kind RD (x,y,z) |
| s21bdc | nag_elliptic_integral_rj Symmetrised elliptic integral of 3rd kind RJ (x,y,z,r) |
| s21cbc |
nag_jacobian_elliptic Jacobian elliptic functions sn, cn and dn with complex arguments |
| s21ccc |
nag_jacobian_theta Jacobian theta functions with real arguments |
| s21dac |
nag_elliptic_integral_f Elliptic integrals of the second kind with complex arguments |
| s22aac |
nag_legendre_p Legendre and associated Legendre functions of the first kind with real arguments |
| X01AAC | nag_pi pi |
| X01ABC | nag_euler_constant Euler's constant, gamma |
| X02AHC | nag_max_sine_argument Largest permissible argument for sin and cos functions |
| X02AJC | nag_machine_precision Machine precision |
| X02AKC | nag_real_smallest_number Smallest positive model number |
| X02ALC | nag_real_largest_number Largest positive model number |
| X02AMC | nag_real_safe_small_number Safe range of floating-point arithmetic |
| X02BBC | nag_max_integer Largest representable integer |
| X02BEC | nag_decimal_digits Maximum number of decimal digits that can be represented |
| X02BHC | nag_real_base Parameter b of model of floating-point arithmetic |
| X02BJC | nag_real_base_digits Parameter p of model of floating-point arithmetic |
| X02BKC | nag_real_min_exponent Parameter emin of model of floating-point arithmetic |
| X02BLC | nag_real_max_exponent Parameter emax of model of floating-point arithmetic |
| X02DAC | nag_underflow_flag Switch for taking precautions to avoid underflow |
| X02DJC | nag_real_arithmetic_rounds Parameter ROUNDS of model of floating-point arithmetic |