multivariate

g01hbc	Computes probabilities for the multivariate Normal distribution
g05eac	Set up reference vector for multivariate Normal distribution
g05ezc	Pseudo-random multivariate Normal vector from reference vector
g05lzc	Generates a vector of random numbers from a multivariate Normal distribution, seeds and generator number passed explicitly
g05pcc	Generates a realisation of a multivariate time series from a VARMA model
g13bac	Multivariate time series, filtering (pre-whitening) by an ARIMA model
g13bbc	Multivariate time series, filtering by a transfer function model
g13bcc	Multivariate time series, cross-correlations
g13bdc	Multivariate time series, preliminary estimation of transfer function model
g13ccc	Multivariate time series, smoothed sample cross spectrum using rectangular, Bartlett, Tukey or Parzen lag window
g13cdc	Multivariate time series, smoothed sample cross spectrum using spectral smoothing by the trapezium frequency (Daniell) window
g13cec	Multivariate time series, cross amplitude spectrum, squared coherency, bounds, univariate and bivariate (cross) spectra
g13cfc	Multivariate time series, gain, phase, bounds, univariate and bivariate (cross) spectra
g13cgc	Multivariate time series, noise spectrum, bounds, impulse response function and its standard error
g13dbc	Multivariate time series, multiple squared partial autocorrelations
g13dlc	Multivariate time series, differences and/or transforms
g13dmc	Multivariate time series, sample cross-correlation or cross-covariance matrices
g13dnc	Multivariate time series, sample partial lag correlation matrices, χ² statistics and significance levels
g13dpc	Multivariate time series, partial autoregression matrices

Keywords in Context Index

NAG C Library Manual