| G02AAF | Computes the nearest correlation matrix to a real square matrix, using the method of Qi and Sun |
| G02BAF | Pearson product-moment correlation coefficients, all variables, no missing values |
| G02BGF | Pearson product-moment correlation coefficients, subset of variables, no missing values |
| G02BNF | Kendall/Spearman non-parametric rank correlation coefficients, no missing values, overwriting input data |
| G02BQF | Kendall/Spearman non-parametric rank correlation coefficients, no missing values, preserving input data |
| G02BTF | Update a weighted sum of squares matrix with a new observation |
| G02BUF | Computes a weighted sum of squares matrix |
| G02BWF | Computes a correlation matrix from a sum of squares matrix |
| G02BXF | Computes (optionally weighted) correlation and covariance matrices |
| G02BYF | Computes partial correlation/variance-covariance matrix from correlation/variance-covariance matrix computed by G02BXF |
| G02HKF | Calculates a robust estimation of a correlation matrix, Huber's weight function |
| G02HLF | Calculates a robust estimation of a correlation matrix, user-supplied weight function plus derivatives |
| G02HMF | Calculates a robust estimation of a correlation matrix, user-supplied weight function |