| g02hkc
|
Robust estimation of a correlation matrix, Huber's weight function
|
| g02hlc
|
Calculates a robust estimation of a correlation matrix, user-supplied weight function plus derivatives |
| g02hmc
|
Calculates a robust estimation of a correlation matrix, user-supplied weight function
|
| g07dac
|
Robust estimation, median, median absolute deviation, robust standard deviation |
| g07dbc
|
Robust estimation, M-estimates for location and scale parameters, standard weight functions
|
| g07dcc
|
Robust estimation, M-estimates for location and scale parameters, user-defined weight functions
|
| g13bdc
|
Multivariate time series, preliminary estimation of transfer function model |
© The Numerical Algorithms Group Ltd, Oxford UK. 2002