Function Name |
Purpose |
a00ad | Library identification, details of implementation, major and minor and marks |
c05ba | Real values of Lambert's W function, W(x) |
c09aa | Wavelet filter query |
c09ca | one-dimensional discrete wavelet transform |
c09cb | one-dimensional inverse discrete wavelet transform |
c09cc | one-dimensional multi-level discrete wavelet transform |
c09cd | one-dimensional inverse multi-level discrete wavelet transform |
d02mc | Implicit ODE/DAEs, IVP, DASSL method continuation for d02ne |
d02mw | Implicit ODE/DAEs, IVP, setup for d02ne |
d02ne | Implicit ODE/DAEs, IVP, DASSL method integrator |
d02np | Implicit ODE/DAEs, IVP linear algebra setup routine for d02ne |
e04cb | Unconstrained minimization using simplex algorithm, function of several variables using function values only |
e05ja | Initialization function for e05jb |
e05jb | Global optimization by multi-level coordinate search, simple bounds, using function values only |
e05jd | Set a single optional parameter for e05jb from a character string |
e05je | Set a single optional parameter for e05jb from an ‘ON’/‘OFF’-valued character argument |
e05jf | Set a single optional parameter for e05jb from an integer argument |
e05jg | Set a single optional parameter for e05jb from a real argument |
e05jh | Determine whether an optional parameter for e05jb has been set by you or not |
e05jj | Get the setting of an ‘ON’/‘OFF’-valued character optional parameter of e05jb |
e05jk | Get the setting of an integer-valued optional parameter of e05jb |
e05jl | Get the setting of a real-valued optional parameter of e05jb |
f01ec | Real matrix exponential |
f02wg | Computes leading terms in the singular value decomposition of a real general matrix; also computes corresponding left and right singular vectors |
f07ac | Mixed precision real system solver |
f07aq | Mixed precision complex system solver |
f16dl | Sum elements of integer vector |
f16dn | Maximum value and location, integer vector |
f16dp | Minimum value and location, integer vector |
f16dq | Maximum absolute value and location, integer vector |
f16dr | Minimum absolute value and location, integer vector |
f16eh | Real scaled vector addition preserving input |
f16el | Sum elements of real vector |
f16gh | Complex scaled vector addition preserving input |
f16gl | Sum elements of complex vector |
f16jn | Maximum value and location, real vector |
f16jp | Minimum value and location, real vector |
f16jq | Maximum absolute value and location, real vector |
f16jr | Minimum absolute value and location, real vector |
f16js | Maximum absolute value and location, complex vector |
f16jt | Minimum absolute value and location, complex vector |
g01am | Find quantiles of an unordered vector, real numbers |
g02aa | Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun |
g02gp | Computes a predicted value and its associated standard error based on a previously fitted generalized linear model. |
g02ka | Ridge regression, optimizing a ridge regression parameter |
g02kb | Ridge regression using a number of supplied ridge regression parameters |
g02la | Partial least-squares (PLS) regression using singular value decomposition |
g02lb | Partial least-squares (PLS) regression using Wold's iterative method |
g02lc | PLS parameter estimates following partial least-squares regression by g02la or g02lb |
g02ld | PLS predictions based on parameter estimates from g02lc |
g03bd | ProMax rotations |
g05kf | Initializes a pseudorandom number generator to give a repeatable sequence |
g05kg | Initializes a pseudorandom number generator to give a non-repeatable sequence |
g05kh | Primes a pseudorandom number generator for generating multiple streams using leap-frog |
g05kj | Primes a pseudorandom number generator for generating multiple streams using skip-ahead |
g05nc | Pseudorandom permutation of an integer vector |
g05nd | Pseudorandom sample from an integer vector |
g05pd | Generates a realization of a time series from a GARCH process with asymmetry of the form (ε_{t - 1} + γ)^{2} |
g05pe | Generates a realization of a time series from a GARCH process with asymmetry of the form (|ε_{t - 1}| + γε_{t - 1})^{2} |
g05pf | Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
g05pg | Generates a realization of a time series from an exponential GARCH (EGARCH) process |
g05ph | Generates a realization of a time series from an ARMA model |
g05pj | Generates a realization of a multivariate time series from a VARMA model |
g05pm | Generates a realization of a time series from an exponential smoothing model |
g05px | Generates a random orthogonal matrix |
g05py | Generates a random correlation matrix |
g05pz | Generates a random two-way table |
g05rc | Generates a matrix of pseudorandom numbers from a Student's t-Copula |
g05rd | Generates a matrix of pseudorandom numbers from a Gaussian Copula |
g05ry | Generates a matrix of pseudorandom numbers from a multivariate Student's t-distribution |
g05rz | Generates a matrix of pseudorandom numbers from a multivariate Normal distribution |
g05sa | Generates a vector of pseudorandom numbers from a uniform distribution over (0,1] |
g05sb | Generates a vector of pseudorandom numbers from a beta distribution |
g05sc | Generates a vector of pseudorandom numbers from a Cauchy distribution |
g05sd | Generates a vector of pseudorandom numbers from a χ^{2} distribution |
g05se | Generates a vector of pseudorandom numbers from a Dirichlet distribution |
g05sf | Generates a vector of pseudorandom numbers from an exponential distribution |
g05sg | Generates a vector of pseudorandom numbers from an exponential mix distribution |
g05sh | Generates a vector of pseudorandom numbers from an F-distribution |
g05sj | Generates a vector of pseudorandom numbers from a gamma distribution |
g05sk | Generates a vector of pseudorandom numbers from a Normal distribution |
g05sl | Generates a vector of pseudorandom numbers from a logistic distribution |
g05sm | Generates a vector of pseudorandom numbers from a log-normal distribution |
g05sn | Generates a vector of pseudorandom numbers from a Student's t-distribution |
g05sp | Generates a vector of pseudorandom numbers from a triangular distribution |
g05sq | Generates a vector of pseudorandom numbers from a uniform distribution over [a,b] |
g05sr | Generates a vector of pseudorandom numbers from a von Mises distribution |
g05ss | Generates a vector of pseudorandom numbers from a Weibull distribution |
g05ta | Generates a vector of pseudorandom integers from a binomial distribution |
g05tb | Generates a vector of pseudorandom logical values |
g05tc | Generates a vector of pseudorandom integers from a geometric distribution |
g05td | Generates a vector of pseudorandom integers from a general discrete distribution |
g05te | Generates a vector of pseudorandom integers from a hypergeometric distribution |
g05tf | Generates a vector of pseudorandom integers from a logarithmic distribution |
g05tg | Generates a vector of pseudorandom integers from a multinomial distribution |
g05th | Generates a vector of pseudorandom integers from a negative binomial distribution |
g05tj | Generates a vector of pseudorandom integers from a Poisson distribution |
g05tk | Generates a vector of pseudorandom integers from a Poisson distribution with varying mean |
g05tl | Generates a vector of pseudorandom integers from a uniform distribution |
g05yl | Initializes a quasi-random number generator |
g05ym | Generates a uniform quasi-random number sequence |
g05yn | Initializes a scrambled quasi-random number generator |
g13am | Univariate time series, exponential smoothing |
g13dd | Multivariate time series, estimation of VARMA model |
m01na | Binary search in set of real-valued numbers |
m01nb | Binary search in set of integer numbers |
m01nc | Binary search in set of character data |
s15ag | Scaled complement of error function, erfcx(x) |
s21be | Elliptic integral of 1st kind, Legendre form, F (φ|m) |
s21bf | Elliptic integral of 2nd kind, Legendre form, E (φ|m) |
s21bg | Elliptic integral of 3rd kind, Legendre form, Π (n ; φ|m) |
s21bh | Complete elliptic integral of 1st kind, Legendre form, K (m) |
s21bj | Complete elliptic integral of 2nd kind, Legendre form, E (m) |
s30aa | Black–Scholes–Merton option pricing formula |
s30ab | Black–Scholes–Merton option pricing formula with Greeks |
s30ba | Floating-strike lookback option pricing formula |
s30bb | Floating-strike lookback option pricing formula with Greeks |
s30ca | Binary option: cash-or-nothing pricing formula |
s30cb | Binary option: cash-or-nothing pricing formula with Greeks |
s30cc | Binary option: asset-or-nothing pricing formula |
s30cd | Binary option: asset-or-nothing pricing formula with Greeks |
s30fa | Standard barrier option pricing formula |
s30ja | Jump-diffusion, Merton's model, option pricing formula |
s30jb | Jump-diffusion, Merton's model, option pricing formula with Greeks |
s30na | Heston's model option pricing formula |
s30qc | American option: Bjerksund and Stensland pricing formula |
s30sa | Asian option: geometric continuous average rate pricing formula |
s30sb | Asian option: geometric continuous average rate pricing formula with Greeks |