| D01BCF | Calculation of weights and abscissae for Gaussian quadrature rules, general choice of rule |
| D01FBF | Multidimensional Gaussian quadrature over hyper-rectangle |
| D01FCF | Multidimensional adaptive quadrature over hyper-rectangle |
| D01TBF | Pre-computed weights and abscissae for Gaussian quadrature rules, restricted choice of rule |
| G03GAF | Fits a Gaussian mixture model |
| G05RDF | Generates a matrix of pseudorandom numbers from a Gaussian copula |
| G05XAF | Initializes the Brownian bridge generator |
| G05XBF | Generate paths for a free or non-free Wiener process using the Brownian bridge algorithm |
| G05XCF | Initializes the generator which backs out the increments of sample paths generated by a Brownian bridge algorithm |
| G05XDF | Backs out the increments from sample paths generated by a Brownian bridge algorithm |
| G05XEF | Creates a Brownian bridge construction order out of a set of input times |
| G10BAF | Kernel density estimate using Gaussian kernel |