c06ekc | Circular convolution or correlation of two real vectors |

g02brc | Kendall and/or Spearman non-parametric rank correlation coefficients, allows variables and observations to be selectively disregarded |

g02bwc | Computes a correlation matrix from a sum of squares matrix |

g02bxc | Product-moment correlation, unweighted/weighted correlation and covariance matrix, allows variables to be disregarded |

g02byc | Computes partial correlation/variance-covariance matrix from correlation/variance-covariance matrix computed by g02bxc |

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 |

g03adc | Canonical correlation analysis |

g05qbc | Computes a random correlation matrix |

g13dnc | Multivariate time series, sample partial lag correlation matrices, χ statistics and significance levels^{2} |

© The Numerical Algorithms Group Ltd, Oxford UK. 2002