GAMS Classification Index
NAG C Library Manual

L6b: Multivariate

g05pcc   nag_rngs_varma_time_series
Generates a realisation of a multivariate time series from a VARMA model
g05qdc   nag_rngs_2_way_table
Generates a random table matrix

L6b3:   Contingency table, correlation matrix  (1 routine)
L6b5:   Experimental designs  (0 routines)
L6b12:   Linear L1 (least absolute value) approximation  (0 routines)
L6b13:   Multinomial  (1 routine)
L6b14:   Normal  (3 routines)
L6b15:   Orthogonal matrix  (1 routine)
L6b21:   Uniform  (2 routines)

NAG C Library Manual
GAMS Classification Index
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© The Numerical Algorithms Group Ltd, Oxford UK. 2002