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GAMS Classification for the NAG C Library
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
g05rac    nag_rngs_copula_normal
Generates a matrix of random numbers from a Gaussian Copula, seeds and generator passed explicitly
g05rbc    nag_rngs_copula_students_t
Generates a matrix of random numbers from a Student's t-Copula, seeds and generator passed explicitly

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  (5 routines)
L6b15:   Orthogonal matrix  (1 routine)
L6b21:   Uniform  (2 routines)

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GAMS Classification for the NAG C Library
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© The Numerical Algorithms Group Ltd, Oxford UK. 2005