c06ekc

Circular convolution or correlation of two real vectors 
g02brc

Kendall and/or Spearman nonparametric rank correlation coefficients, allows variables and observations to be selectively
disregarded

g02bwc

Computes a correlation matrix from a sum of squares matrix 
g02bxc

Productmoment correlation, unweighted/weighted correlation and covariance matrix, allows variables to be disregarded 
g02byc

Computes partial correlation/variancecovariance matrix from correlation/variancecovariance matrix computed by g02bxc 
g02hkc

Robust estimation of a correlation matrix, Huber's weight function 
g02hlc

Calculates a robust estimation of a correlation matrix, usersupplied weight function plus derivatives 
g02hmc

Calculates a robust estimation of a correlation matrix, usersupplied weight function 
g03adc

Canonical correlation analysis 
g05pyc

Generates a random correlation matrix 
g13dnc

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