| g02btc | nag_sum_sqs_update Update a weighted sum of squares matrix with a new observation |
| g02buc | nag_sum_sqs Computes a weighted sum of squares matrix |
| g02bwc | nag_cov_to_corr Computes a correlation matrix from a sum of squares matrix |
| g02bxc | nag_corr_cov Product-moment correlation, unweighted/weighted correlation and covariance matrix, allows variables to be disregarded |
| g02byc | nag_partial_corr Computes partial correlation/variance-covariance matrix from correlation/variance-covariance matrix computed by g02bxc |
| g02hkc | nag_robust_corr_estim Robust estimation of a correlation matrix, Huber's weight function |
| g02hlc | nag_robust_m_corr_user_fn Calculates a robust estimation of a correlation matrix, user-supplied weight function plus derivatives |
| g02hmc | nag_robust_m_corr_user_fn_no_derr Calculates a robust estimation of a correlation matrix, user-supplied weight function |