| ARModelT | Represents an autoregressive model AR(p). |
| ARSModel | Represents an autoregressive model from a series. |
| ARVModel | Represents an autoregressive model from a vector. |
| ConvergenceException | An algorithm failed to converge. |
| CSequence | Represents any sequence returning complex values. |
| DateSpline | Interpolates temporal series. |
| DSequence | Represents any sequence returning double-precision values. |
| EmptySequenceException | The sequence is empty. |
| EmptySliceException | A series slice cannot be empty. |
| LinearModelT | Represents the result of a linear regression. |
| LinearSModel | Represents the result of a linear regression from series. |
| LinearVModel | Represents the result of a linear regression from vectors. |
| LMatrixJsonConverter | JSON converter for triangular matrices. |
| MAModelT | Represents an moving average model MA(q). |
| MASModel | Represents an autoregressive model from a series. |
| MatrixJsonConverter | JSON converter for rectangular matrices. |
| MatrixSizeException | Matrix size mismatch. |
| MAVModel | Represents a moving average model from a vector. |
| NonPositiveDefiniteException | A matrix is not positive definite. |
| NSequence | Represents any sequence returning integer values. |
| PlotT | Contains dataset information for plots. |
| PolynomialRootsException | No roots were found while solving a polynomial equation. |
| Polynomials | Provides methods for working with polynomials. |
| SequenceT, TSelf | Common base class for all sequences. |
| Series | Represents a time series. |
| SeriesT | Represents a named series. |
| Solver | A simple solver for equations of the form f(x) = 0. |
| SplineARG | Represents a set of splines for cubic interpolation. |
| VectorLengthException | Vector length mismatch. |
| VectorSpline | Interpolates vectors. |
| Cholesky | Represents the result of a Cholesky decomposition. |
| CVector | Represents a dense complex vector of arbitrary size. |
| DateVector | Represents a dense vector of Austra dates, of arbitrary size. |
| DVector | Represents a dense vector of double values, of arbitrary size. |
| EVD | Eigenvalue decomposition. |
| LMatrix | Represents a lower triangular matrix. |
| LU | Represents a LU decomposition. |
| Matrix | Represents a dense rectangular matrix. |
| NVector | Represents a dense vector of integers, of arbitrary size. |
| PointT | Represents a point in a series. |
| Polynomial | Represents a cubic polynomial. |
| RMatrix | Represents an upper triangular matrix. |
| IIndexable | Common interface for all types with indexes like a vector. |
| IMatrix | Common interface for all matrix types. |
| IPointwiseOperatorsT | Defines a type with a pointwise multiplication operation. |
| ISafeIndexed | Defines a type with a SafeIndex method. |
| IVector | Common interface for all vector types. |
| Frequency | Most common sampling sequences for time series. |
| SeriesType | Simple taxonomy for series. |