IMSLŪ Fortran Numerical Stat Library
Introduction
The IMSL Fortran Numerical Library
User Background
Getting Started
Finding the Right Routine
Organization of the Documentation
Naming Conventions
Using Library Subprograms
Programming Conventions
Module Usage
Programming Tips
Optional Subprogram Arguments
Error Handling
Printing Results
Shared-Memory Multiprocessors and Thread Safety
Missing Values
Routines that Accumulate Results over Several Calls
Using IMSL Fortran Library on Shared-Memory Multiprocessors
Chapter 1: Basic Statistics
Routines
Usage Notes
OWFRQ
TWFRQ
FREQ
UVSTA
RANKS
LETTR
ORDST
EQTIL
TWOMV
BINES
POIES
NRCES
GRPES
CSTAT
MEDPL
Chapter 2: Regression
RLINE
RONE
RINCF
RINPF
RLSE
RCOV
RGIVN
RGLM
RLEQU
RSTAT
RCOVB
CESTI
RHPSS
RHPTE
RLOFE
RLOFN
RCASE
ROTIN
GCLAS
GRGLM
RBEST
RSTEP
GSWEP
RSUBM
RCURV
RPOLY
RCOMP
RFORP
RSTAP
RCASP
OPOLY
GCSCP
TCSCP
RNLIN
RLAV
RLLP
RLMV
PLSR
Chapter 3: Correlation
CORVC
COVPL
PCORR
RBCOV
CTRHO
TETCC
BSPBS
BSCAT
CNCRD
KENDL
KENDP
Chapter 4: Analysis of Variance
AONEW
AONEC
ATWOB
ABIBD
ALATN
ANWAY
ABALD
ANEST
CTRST
SCIPM
SNKMC
CIDMS
ROREX
Chapter 5: Categorical and Discrete Data Analysis
CTTWO
CTCHI
CTPRB
CTEPR
PRPFT
CTLLN
CTPAR
CTASC
CTSTP
CTRAN
CTGLM
CTWLS
Chapter 6: Nonparametric Statistics
SIGNT
SNRNK
NCTRD
SDPLC
NTIES
RNKSM
INCLD
KRSKL
BHAKV
FRDMN
QTEST
KTRND
Chapter 7: Tests of Goodness of Fit and Randomness
KSONE
CHIGF
SPWLK
LILLF
MVMMT
ADNRM
CVMNRM
KSTWO
RUNS
PAIRS
DSQAR
DCUBE
Chapter 8: Time Series Analysis and Forecasting
BCTR
DIFF
ESTIMATE_MISSING
SEASONAL_FIT
ACF
PACF
CCF
MCCF
ARMME
MAMME
NSPE
NSLSE
MAX_ARMA
REG_ARIMA
GARCH
SPWF
NSBJF
IRNSE
TFPE
MLSE
MWFE
KALMN
AUTO_UNI_AR
TS_OUTLIER_IDENTIFICATION
TS_OUTLIER_FORECAST
AUTO_ARIMA
AUTO_FPE_UNI_AR
AUTO_PARM
AUTO_MUL_AR
AUTO_FPE_MUL_AR
BAY_SEA
OPT_DES
LOFCF
DIRIC
FEJER
ARMA_SPEC
PFFT
SSWD
SSWP
SWED
SWEP
CPFFT
CSSWD
CSSWP
CSWED
CSWEP
Chapter 9: Covariance Structures and Factor Analysis
PRINC
KPRIN
FACTR
FROTA
FOPCS
FDOBL
FPRMX
FHARR
FGCRF
FIMAG
FRVAR
FCOEF
FSCOR
FRESI
MVIND
CANCR
CANVC
Chapter 10: Discriminant Analysis
DSCRM
DMSCR
NNBRD
Chapter 11: Cluster Analysis
CDIST
CLINK
CNUMB
KMEAN
Chapter 12: Sampling
SMPPR
SMPPS
SMPRR
SMPRS
SMPSC
SMPSR
SMPSS
SMPST
Chapter 13: Survival Analysis, Life Testing, and Reliability
KAPMR
KTBLE
TRNBL
PHGLM
SVGLM
STBLE
ACTBL
Chapter 14: Multidimensional Scaling
MSIDV
MSDST
MSSTN
MSDBL
MSINI
MSTRS
Chapter 15: Density and Hazard Estimation
DESPL
DESKN
DNFFT
DESPT
HAZRD
HAZEZ
HAZST
Chapter 16: Line Printer Graphics
VHSTP
VHS2P
HHSTP
SCTP
BOXP
STMLP
CDFP
CDF2P
PROBP
PLOTP
TREEP
Chapter 17: Probability Distribution Functions and Inverses
BINDF
BINPR
GEODF
GEOIN
GEOPR
HYPDF
HYPPR
POIDF
POIPR
UNDDF
UNDIN
UNDPR
AKS1DF
AKS2DF
ALNDF
ALNIN
ALNPR
ANORDF
ANORIN
ANORPR
BETDF
BETIN
BETPR
BETNDF
BETNIN
BETNPR
BNRDF
CHIDF
CHIIN
CHIPR
CSNDF
CSNIN
CSNPR
EXPDF
EXPIN
EXPPR
EXVDF
EXVIN
EXVPR
FDF
FIN
FPR
FNDF
FNIN
FNPR
GAMDF
GAMIN
GAMPR
RALDF
RALIN
RALPR
TDF
TIN
TPR
TNDF
TNIN
TNPR
UNDF
UNIN
UNPR
WBLDF
WBLIN
WBLPR
GCDF
GCIN
GFNIN
MLE
Chapter 18: Random Number Generation
Random Number Generation Utility Routines
RNIN32
RNGE32
RNSE32
RNIN64
RNGE64
RNSE64
RNUN
RNUNF
RNBIN
RNGDA
RNGDS
RNGDT
RNGEO
RNHYP
RNLGR
RNNBN
RNPOI
RNUND
RNBET
RNCHI
RNCHY
RNEXP
RNEXT
RNEXV
RNFDF
RNGAM
RNGCS
RNGCT
RNLNL
RNNOA
RNNOF
RNNOR
RNRAL
RNSTA
RNSTT
RNTRI
RNVMS
RNWIB
RNCOR
RNDAT
RNMTN
RNMVN
RNSPH
RNTAB
RNMVGC
RNMVTC
CANCOR
RNNOS
RNUNO
RNARM
RNNPP
RNPER
RNSRI
RNSRS
FAURE_INIT
FAURE_FREE
FAURE_NEXT
Chapter 19: Utilities
WRRRN
WRRRL
WRIRN
WRIRL
WROPT
PGOPT
PERMU
PERMA
RORDM
MVNAN
SVRGN
SVRGP
SVIGN
SVIGP
SCOLR
SROWR
SRCH
ISRCH
SSRCH
ACHAR
IACHAR
ICASE
IICSR
IIDEX
CVTSI
CPSEC
TIMDY
TDATE
NDAYS
NDYIN
IDYWK
VERSL
GDATA
Chapter 20: Mathematical Support
GIRTS
CHFAC
MCHOL
ENOS
AMILLR
QUADT
NGHBR
Reference Material
Contents
User Errors
ERSET
IERCD and N1RTY
Machine-Dependent Constants
IMACH
AMACH
DMACH
IFNAN(X)
UMACH
Matrix Storage Modes
Reserved Names
Deprecated Features and Renamed Routines
Appendix A: GAMS Index
Description
IMSL STAT/LIBRARY
Appendix B: Alphabetical Summary of Routines
Appendix C: References
Product Support
Contacting IMSL Support