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GAMS Classification for the NAG Library
NAG Library Manual

L6b : Multivariate

G05PJF    Generates a realization of a multivariate time series from a VARMA model
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

L6b3:   Contingency table, correlation matrix  (1 routine)
L6b5:   Experimental designs  (0 routines)
L6b12:   Linear L1 (least absolute value) approximation  (0 routines)
L6b13:   Multinomial  (1 routine)
L6b14:   Normal  (2 routines)
L6b15:   Orthogonal matrix  (1 routine)
L6b21:   Uniform  (3 routines)

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© The Numerical Algorithms Group Ltd, Oxford UK. 2009