Routine Name |
Purpose |
A00ADF | Library identification, details of implementation, major and minor marks |
C05BAF | Real values of Lambert's W function, W(x) |
C09AAF | Wavelet filter initialization |
C09CAF | one-dimensional discrete wavelet transform |
C09CBF | one-dimensional inverse discrete wavelet transform |
C09CCF | one-dimensional multi-level discrete wavelet transform |
C09CDF | one-dimensional inverse multi-level discrete wavelet transform |
D02MCF | Implicit ordinary differential equations/DAEs, initial value problem, DASSL method continuation for D02NEF |
D02MWF | Implicit ordinary differential equations/DAEs, initial value problem, setup for D02NEF |
D02NEF | Implicit ordinary differential equations/DAEs, initial value problem, DASSL method integrator |
D02NPF | Implicit ordinary differential equations/DAEs, initial value problem linear algebra setup routine for D02NEF |
E04CBF | Unconstrained minimization using simplex algorithm, function of several variables using function values only |
E05JAF | Initialization routine for E05JBF |
E05JBF | Global optimization by multi-level coordinate search, simple bounds, using function values only |
E05JCF | Supply optional parameter values for E05JBF from external file |
E05JDF | Set a single optional parameter for E05JBF from a character string |
E05JEF | Set a single optional parameter for E05JBF from an ‘ON’/‘OFF’-valued character argument |
E05JFF | Set a single optional parameter for E05JBF from an integer argument |
E05JGF | Set a single optional parameter for E05JBF from a real argument |
E05JHF | Determine whether an optional parameter for E05JBF has been set by you or not |
E05JJF | Get the setting of an ‘ON’/‘OFF’-valued character optional parameter of E05JBF |
E05JKF | Get the setting of an Integer valued optional parameter of E05JBF |
E05JLF | Get the setting of a real valued optional parameter of E05JBF |
F01ECF | Real matrix exponential |
F02WGF | Computes leading terms in the singular value decomposition of a real general matrix; also computes corresponding left and right singular vectors |
F07ACF | Mixed precision real system solver |
F07AQF | Mixed precision complex system solver |
F16DLF | Sum elements of integer vector |
F16DNF | Maximum value and location, integer vector |
F16DPF | Minimum value and location, integer vector |
F16DQF | Maximum absolute value and location, integer vector |
F16DRF | Minimum absolute value and location, integer vector |
F16EHF | Real scaled vector addition preserving input |
F16ELF | Sum elements of real vector |
F16GHF | Complex scaled vector addition preserving input |
F16GLF | Sum elements of complex vector |
F16JNF | Maximum value and location, real vector |
F16JPF | Minimum value and location, real vector |
F16JQF | Maximum absolute value and location, real vector |
F16JRF | Minimum absolute value and location, real vector |
F16JSF | Maximum absolute value and location, complex vector |
F16JTF | Minimum absolute value and location, complex vector |
G01AMF | Find quantiles of an unordered vector, real numbers |
G02AAF | Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun |
G02GPF | Computes a predicted value and its associated standard error based on a previously fitted generalized linear model. |
G02KAF | Ridge regression, optimizing a ridge regression parameter |
G02KBF | Ridge regression using a number of supplied ridge regression parameters |
G02LAF | Partial least-squares (PLS) regression using singular value decomposition |
G02LBF | Partial least-squares (PLS) regression using Wold's iterative method |
G02LCF | PLS parameter estimates following partial least-squares regression by G02LAF or G02LBF |
G02LDF | PLS predictions based on parameter estimates from G02LCF |
G03BDF | ProMax rotations |
G05KFF | Initializes a pseudorandom number generator to give a repeatable sequence |
G05KGF | Initializes a pseudorandom number generator to give a non-repeatable sequence |
G05KHF | Primes a pseudorandom number generator for generating multiple streams using leap-frog |
G05KJF | Primes a pseudorandom number generator for generating multiple streams using skip-ahead |
G05NCF | Pseudorandom permutation of an integer vector |
G05NDF | Pseudorandom sample from an integer vector |
G05PDF | Generates a realization of a time series from a GARCH process with asymmetry of the form (ε_{t - 1} + γ)^{2} |
G05PEF | Generates a realization of a time series from a GARCH process with asymmetry of the form (|ε_{t - 1}| + γε_{t - 1})^{2} |
G05PFF | Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
G05PGF | Generates a realization of a time series from an exponential GARCH (EGARCH) process |
G05PHF | Generates a realization of a time series from an ARMA model |
G05PJF | Generates a realization of a multivariate time series from a VARMA model |
G05PMF | Generates a realization of a time series from an exponential smoothing model |
G05PXF | Generates a random orthogonal matrix |
G05PYF | Generates a random correlation matrix |
G05PZF | Generates a random two-way table |
G05RCF | Generates a matrix of pseudorandom numbers from a Student's t-copula |
G05RDF | Generates a matrix of pseudorandom numbers from a Gaussian copula |
G05RYF | Generates a matrix of pseudorandom numbers from a multivariate Student's t-distribution |
G05RZF | Generates a matrix of pseudorandom numbers from a multivariate Normal distribution |
G05SAF | Generates a vector of pseudorandom numbers from a uniform distribution over (0,1] |
G05SBF | Generates a vector of pseudorandom numbers from a beta distribution |
G05SCF | Generates a vector of pseudorandom numbers from a Cauchy distribution |
G05SDF | Generates a vector of pseudorandom numbers from a χ^{2} distribution |
G05SEF | Generates a vector of pseudorandom numbers from a Dirichlet distribution |
G05SFF | Generates a vector of pseudorandom numbers from an exponential distribution |
G05SGF | Generates a vector of pseudorandom numbers from an exponential mix distribution |
G05SHF | Generates a vector of pseudorandom numbers from an F-distribution |
G05SJF | Generates a vector of pseudorandom numbers from a gamma distribution |
G05SKF | Generates a vector of pseudorandom numbers from a Normal distribution |
G05SLF | Generates a vector of pseudorandom numbers from a logistic distribution |
G05SMF | Generates a vector of pseudorandom numbers from a log-normal distribution |
G05SNF | Generates a vector of pseudorandom numbers from a Student's t-distribution |
G05SPF | Generates a vector of pseudorandom numbers from a triangular distribution |
G05SQF | Generates a vector of pseudorandom numbers from a uniform distribution over [a,b] |
G05SRF | Generates a vector of pseudorandom numbers from a von Mises distribution |
G05SSF | Generates a vector of pseudorandom numbers from a Weibull distribution |
G05TAF | Generates a vector of pseudorandom integers from a binomial distribution |
G05TBF | Generates a vector of pseudorandom logical values |
G05TCF | Generates a vector of pseudorandom integers from a geometric distribution |
G05TDF | Generates a vector of pseudorandom integers from a general discrete distribution |
G05TEF | Generates a vector of pseudorandom integers from a hypergeometric distribution |
G05TFF | Generates a vector of pseudorandom integers from a logarithmic distribution |
G05TGF | Generates a vector of pseudorandom integers from a multinomial distribution |
G05THF | Generates a vector of pseudorandom integers from a negative binomial distribution |
G05TJF | Generates a vector of pseudorandom integers from a Poisson distribution |
G05TKF | Generates a vector of pseudorandom integers from a Poisson distribution with varying mean |
G05TLF | Generates a vector of pseudorandom integers from a uniform distribution |
G05YLF | Initializes a quasi-random number generator |
G05YMF | Generates a uniform quasi-random number sequence |
G05YNF | Initializes a scrambled quasi-random number generator |
G13AMF | Univariate time series, exponential smoothing |
G13DDF | Multivariate time series, estimation of VARMA model |
M01NAF | Binary search in set of real numbers |
M01NBF | Binary search in set of integer numbers |
M01NCF | Binary search in set of character data |
S15AGF | Scaled complement of error function, erfcx(x) |
S21BEF | Elliptic integral of 1st kind, Legendre form, F(φ|m) |
S21BFF | Elliptic integral of 2nd kind, Legendre form, E(φ|m) |
S21BGF | Elliptic integral of 3rd kind, Legendre form, Π(n ; φ|m) |
S21BHF | Complete elliptic integral of 1st kind, Legendre form, K(m) |
S21BJF | Complete elliptic integral of 2nd kind, Legendre form, E(m) |
S30AAF | Black–Scholes–Merton option pricing formula |
S30ABF | Black–Scholes–Merton option pricing formula with Greeks |
S30BAF | Floating-strike lookback option pricing formula |
S30BBF | Floating-strike lookback option pricing formula with Greeks |
S30CAF | Binary option: cash-or-nothing pricing formula |
S30CBF | Binary option: cash-or-nothing pricing formula with Greeks |
S30CCF | Binary option: asset-or-nothing pricing formula |
S30CDF | Binary option: asset-or-nothing pricing formula with Greeks |
S30FAF | Standard barrier option pricing formula |
S30JAF | Jump-diffusion, Merton's model, option pricing formula |
S30JBF | Jump-diffusion, Merton's model, option pricing formula with Greeks |
S30NAF | Heston's model option pricing formula |
S30QCF | American option: Bjerksund and Stensland pricing formula |
S30SAF | Asian option: geometric continuous average rate pricing formula |
S30SBF | Asian option: geometric continuous average rate pricing formula with Greeks |
Withdrawn Routine |
Replacement Routine(s) |
E04UNF | E04USF/E04USA |
F11GAF | F11GDF |
F11GBF | F11GEF |
F11GCF | F11GFF |
G05CAF | G05SAF |
G05CBF | G05KFF |
G05CCF | G05KGF |
G05CFF | F06DFF |
G05CGF | F06DFF |
G05DAF | G05SQF |
G05DBF | G05SFF |
G05DCF | G05SLF |
G05DDF | G05SKF |
G05DEF | G05SMF |
G05DFF | G05SCF |
G05DHF | G05SDF |
G05DJF | G05SNF |
G05DKF | G05SHF |
G05DPF | G05SSF |
G05DRF | G05TKF |
G05DYF | G05TLF |
G05DZF | G05TBF |
G05EAF | G05RZF |
G05EBF | G05TLF |
G05ECF | G05TJF |
G05EDF | G05TAF |
G05EEF | G05THF |
G05EFF | G05TEF |
G05EGF | G05PHF |
G05EHF | G05NCF |
G05EJF | G05NDF |
G05EWF | G05PHF |
G05EXF | G05TDF |
G05EYF | G05TDF |
G05EZF | G05RZF |
G05FAF | G05SQF |
G05FBF | G05SFF |
G05FDF | G05SKF |
G05FEF | G05SBF |
G05FFF | G05SJF |
G05FSF | G05SRF |
G05GAF | G05PXF |
G05GBF | G05PYF |
G05HDF | G05PJF |
G05ZAF | No replacement routine required |
Superseded Routine |
Replacement Routine(s) |
E04CCF | E04CBF |
G05HKF | G05PDF |
G05HLF | G05PEF |
G05HMF | G05PFF |
G05HNF | G05PGF |
G05KAF | G05SAF |
G05KBF | G05KFF |
G05KCF | G05KGF |
G05KEF | G05TBF |
G05LAF | G05SKF |
G05LBF | G05SNF |
G05LCF | G05SDF |
G05LDF | G05SHF |
G05LEF | G05SBF |
G05LFF | G05SJF |
G05LGF | G05SQF |
G05LHF | G05SPF |
G05LJF | G05SFF |
G05LKF | G05SMF |
G05LLF | G05SJF |
G05LMF | G05SSF |
G05LNF | G05SLF |
G05LPF | G05SRF |
G05LQF | G05SGF |
G05LXF | G05RYF |
G05LYF | G05RZF |
G05LZF | G05RZF |
G05MAF | G05TLF |
G05MBF | G05TCF |
G05MCF | G05THF |
G05MDF | G05TFF |
G05MEF | G05TKF |
G05MJF | G05TAF |
G05MKF | G05TJF |
G05MLF | G05TEF |
G05MRF | G05TGF |
G05MZF | G05TDF |
G05NAF | G05NCF |
G05NBF | G05NDF |
G05PAF | G05PHF |
G05PCF | G05PJF |
G05QAF | G05PXF |
G05QBF | G05PYF |
G05QDF | G05PZF |
G05RAF | G05RDF |
G05RBF | G05RCF |
G05YCF | G05YLF |
G05YDF | G05YMF |
G05YEF | G05YLF |
G05YFF | G05YMF |
G05YGF | G05YLF |
G05YHF | G05YMF |
G13DCF | G13DDF |
P01ABF | No longer required |
X02DAF | No longer required |
X02DJF | No longer required |