Introduction
The IMSL Fortran Numerical Library
User Background
Vendor Supplied Libraries Usage
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
Frequency Tabulations
Univariate Summary Statistics
Ranks and Order Statistics
Parametric Estimates and Tests
Grouped Data
Continuous Data in a Table
OWFRQ
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Examples
Example 1
Output
Example 2
Output
Example 3
Output
Example 4
Output
TWFRQ
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Examples
Example 1
Output
Example 2
Output
Example 3
Output
Example 4
Output
FREQ
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
UVSTA
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Number of nonmissing observations, STAT(10, ∗)
Mean, STAT(1, ∗)
Variance, STAT(2, ∗)
Skewness, STAT(4, ∗)
Excess or Kurtosis, STAT(5, ∗)
Minimum, STAT(6, ∗)
Maximum, STAT(7, ∗)
Range, STAT(8, ∗)
Coefficient of Variation, STAT(9, ∗)
Comments
Examples
Example 1
Output
Example 2
Output
RANKS
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
ISCORE = 0: Ranks
ISCORE = 1: Normal Scores, Blom Version
ISCORE = 2: Normal Scores, Tukey Version
ISCORE = 3: Normal Scores, Van der Waerden Version
ISCORE = 4: Expected Value of Normal Order Statistics
ISCORE = 5: Savage Scores
Comments
Example
Output
LETTR
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
ORDST
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
Example 3
Output
EQTIL
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
TWOMV
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Inferences about the Means
Inferences about the Variances
Examples
Example 1
Output
Example 2
Output
BINES
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
POIES
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
NRCES
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
GRPES
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Examples
Example 1
Output
Example 2
Output
CSTAT
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
MEDPL
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
Chapter 2 Regression
Routines
Usage Notes
Simple Linear Regression
Multiple Linear Regression
No Intercept Model
Variable Selection
Polynomial Model
Multivariate General Linear Model
Specification of X for the General Linear Model
Routines for Fitting the Model
Linear Dependence and the R Matrix
Multivariate General Linear Hypothesis
Nonlinear Regression Model
Weighted Least Squares
Summary Statistics
Tests for Lack of Fit
Diagnostics for Individual Cases
Transformations
Alternatives to Least Squares
Missing Values
RLINE
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RONE
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
RINCF
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RINPF
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RLSE
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
RCOV
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RGIVN
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
Example 3
Output
RGLM
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
RLEQU
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
RSTAT
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
Example 3
Output
RCOVB
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
CESTI
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RHPSS
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
RHPTE
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Wilks’ lambda
Roy’s maximum root
Hotelling’s trace
Pillai’s trace
Comments
Example
Output
RLOFE
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
RLOFN
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
RCASE
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
ROTIN
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
GCLAS
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
GRGLM
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RBEST
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Programming Notes
Example
Output
RSTEP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
Example 3
GSWEP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RSUBM
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
RCURV
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RPOLY
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RCOMP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
RFORP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RSTAP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RCASP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
OPOLY
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
GCSCP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
TCSCP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNLIN
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Programming Notes
Examples
Example 1
Output
Example 2
Output
Example 3
Output
Example 4
Example 5
RLAV
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RLLP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RLMV
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
PLSR
Required Arguments
Optional Arguments
FORTRAN
Description
Comments
Examples
Example 1
Output
Example 2
Output
Chapter 3 Correlation
Routines
Usage Notes
Other Routines
CORVC
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Usage Notes
Examples
Example 1
Output
Example 2
Output
COVPL
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
PCORR
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RBCOV
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
The Weighting Subroutine
Comments
Example
Output
CTRHO
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
TETCC
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
BSPBS
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
BSCAT
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
CNCRD
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
KENDL
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
KENDP
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
Chapter 4 Analysis of Variance
Routines
Usage Notes
AONEW
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
AONEC
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
ATWOB
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Examples
Example 1
Output
Example 2
Output
ABIBD
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
ALATN
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
ANWAY
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
ABALD
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
Example 3
Output
ANEST
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
CTRST
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
SCIPM
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
SNKMC
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
CIDMS
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
ROREX
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
Chapter 5 Categorical and Discrete Data Analysis
Routines
Usage Notes
The Basic Data Structures
Types of Analysis
Other Routines
CTTWO
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Notation
The Chi-squared Statistics
Measures Related to Chi-squared (Phi and the Contingency Coefficient)
Fisher’s exact test
Standard Errors and p-values for Some Measures of Association
Measures of Association for Ranked Rows and Columns
Measures of Prediction and Uncertainty
The Optimal Prediction Coefficients
Goodman and Kruskal
The Uncertainty Coefficients
Kruskal-Wallis
Test for Linear Trend
Kappa
McNemar Test
Comments
Example
Output
CTCHI
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Notation
The Chi-squared Statistics
Measures Related to Chi-squared (Phi, Contingency Coefficient, and Cramer's V)
Standard Errors and p-values For Some Measures of Association
Measures of Association for Ranked Rows and Columns
Measures of Prediction and Uncertainty
The Optimal Prediction Coefficients
Goodman and Kruskal
The Uncertainty Coefficients
Kruskal-Wallis
Test for Linear Trend
Kappa
McNemar Tests
Comments
Example
Output
CTPRB
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
CTEPR
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
PRPFT
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
CTLLN
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
CTPAR
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
CTASC
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Programming Notes
Example
Output
CTSTP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Degrees of Freedom
Comments
Examples
Example 1
Output
Example 2
Output
CTRAN
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
CTGLM
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Computational Details
Comments
Programming Notes
Examples
Example
Output
Example 2
Output
CTWLS
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
Chapter 6 Nonparametric Statistics
Routines
Usage Notes
Other Chapters
Other Methods
Missing Values
Tied Observations
SIGNT
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
SNRNK
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
NCTRD
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
SDPLC
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Location Test
Dispersion Test
Ties
Hypothesis tests
Assumptions
Comments
Example
Output
NTIES
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
RNKSM
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Hypothesis Tests
Assumptions
Comments
Example
Output
INCLD
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
KRSKL
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
BHAKV
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
FRDMN
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Assumptions
Comments
Example
Output
QTEST
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Assumptions
Hypothesis
Comments
Example
Output
KTRND
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Computational Procedure
Assumptions
Hypothesis tests
Comments
Example
Output
Chapter 7 Tests of Goodness of Fit and Randomness
Routines
Usage Notes
KSONE
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Programming Notes
Example
Output
CHIGF
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Programming Notes
Comments
Examples
Example 1
Output
Example 2
Output
SPWLK
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
LILLF
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
MVMMT
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
ADNRM
Required Arguments
Optional Arguments
FORTRAN 90 Interface
Description
Comments
Example
Output
CVMNRM
Required Arguments
Optional Arguments
FORTRAN 90 Interface
Description
Comments
Example
Output
KSTWO
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RUNS
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
PAIRS
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
DSQAR
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
DCUBE
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
Chapter 8 Time Series Analysis and Forecasting
Routines
Usage Notes
General Methodology
Time Domain Methodology
Autoregressive Moving Average Model
Regression in Autoregressive Integrated Moving Average
Transfer Function Model
Multivariate Autoregressive Time Series
Multichannel Time Series
Automatic Model Selection
Frequency Domain Methodology
Spectral Analysis
Modified Bartlett
Daniell
Tukey
Parzen
Bartlett-Priestley
Cross-Spectral Analysis
BCTR
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
DIFF
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
ESTIMATE_MISSING
Required Arguments
Optional Arguments
FORTRAN 90 Interface
Description
Example
Output
SEASONAL_FIT
Required Arguments
Optional Arguments
FORTRAN 90 Interface
Description
Example
Output
ACF
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
PACF
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
CCF
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
MCCF
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
ARMME
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
MAMME
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
NSPE
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
NSLSE
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
MAX_ARMA
Required Arguments
Optional Arguments
FORTRAN 90 Interface
Description
Comments
Example
Output
REG_ARIMA
Required Arguments
Optional Arguments
Fortran 90 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
GARCH
Required Arguments
Optional Arguments
FORTRAN 90 Interface
Description
Example
Output
SPWF
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
NSBJF
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
IRNSE
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
TFPE
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
MLSE
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
MWFE
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
KALMN
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
AUTO_UNI_AR
Optional Arguments
FORTRAN 90 Interface
Description
Example
Output
TS_OUTLIER_IDENTIFICATION
Required Arguments
Optional Arguments
FORTRAN 90 Interface
Description
Examples
Example 1
Output
Example 2
Output
TS_OUTLIER_FORECAST
Required Arguments
Optional Arguments
FORTRAN 90 Interface
Description
Example
Output
AUTO_ARIMA
Required Arguments
Optional Arguments
FORTRAN 90 Interface
Description
Model Selection
Method 1: Automatic ARIMA (p,0,0) x (0,d,0)s Selection
Method 2: Grid Search
Method 3: Specified ARIMA (p,0,q) x (0,d,0)s Model
Outliers
Examples
Example 1
Output
Example 2
Output
Example 3
Output
AUTO_FPE_UNI_AR
Required Arguments
Optional Arguments
FORTRAN 90 Interface
Description
Example
Output
AUTO_PARM
Required Arguments
Optional
Interface
Description
Comments
Examples
Output
AUTO_MUL_AR
Optional Arguments
FORTRAN 90 Interface
Description
Example
Output
AUTO_FPE_MUL_AR
Required Arguments
Optional Arguments
FORTRAN 90 Interface
Description
Example
Output
BAY_SEA
Required Arguments
Optional Arguments
FORTRAN 90 Interface
Description
Example
Output
OPT_DES
Required Arguments
Optional Arguments
FORTRAN 90 Interface
Description
Example
Output:
LOFCF
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
DIRIC
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
FEJER
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
ARMA_SPEC
Required Arguments
Optional Arguments
FORTRAN 90 Interface
Description
Example
Output
PFFT
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
SSWD
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Modified Bartlett
Daniell
Tukey
Parzen
Bartlett-Priestley
Comments
Example
Output
SSWP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Modified Bartlett
Daniell
Tukey
Parzen
Bartlett-Priestley
Comments
Example
Output
SWED
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
SWEP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
CPFFT
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
CSSWD
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Modified Bartlett
Daniell
Tukey
Parzen
Bartlett-Priestley
Comments
Example
Output
CSSWP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Modified Bartlett
Daniell
Tukey
Parzen
Bartlett-Priestley
Comments
Example
Output
CSWED
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
CSWEP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
Chapter 9 Covariance Structures and Factor Analysis
Routines
Usage Notes
Principal Components
Factor Analysis
Independence of Sets of Variables and Canonical Correlation Analysis
PRINC
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
KPRIN
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
FACTR
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
The Principal Component and Principal Factor Methods
The Least-Squares and Maximum Likelihood Methods
Image Analysis
Alpha Factor Analysis
Comments
Example
Output
FROTA
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
FOPCS
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
FDOBL
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
FPRMX
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
FHARR
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
FGCRF
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Notes
Comments
Example
Output
FIMAG
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
FRVAR
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
FCOEF
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
FSCOR
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
FRESI
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
MVIND
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
CANCR
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
CANVC
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
Chapter 10 Discriminant Analysis
Routines
Usage Notes
DSCRM
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
Example 3
DMSCR
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
NNBRD
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
Chapter 11 Cluster Analysis
Routines
Usage Notes
CDIST
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
CLINK
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
CNUMB
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
KMEAN
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
Chapter 12 Sampling
Routines
Usage Notes
SMPPR
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Examples
Example 1
Output
Example 2
Output
SMPPS
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
SMPRR
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Examples
Example 1
Output
Example 2
Output
Example 3
Output
SMPRS
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Examples
Example 1
Output
Example 2
Output
SMPSC
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
SMPSR
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Examples
Example 1
Output
Example 2
Output
SMPSS
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
SMPST
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
Chapter 13 Survival Analysis, Life Testing, and Reliability
Routines
Usage Notes
KAPMR
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
KTBLE
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
TRNBL
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
PHGLM
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Programming Notes
Examples
Example 1
Output
Example 2
Output
SVGLM
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Computational details
Programming Notes
Examples
Example 1
Output
Example 2
Output
STBLE
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
ACTBL
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
Chapter 14 Multidimensional Scaling
Routines
Usage Notes
Multidimensional Scaling Data Types
Data Structures
MSIDV
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
The Input Data
The Criterion Function
The Distance Models
The Subject Weights
The Optimization Procedure
The Lp Gauss-Newton Description
Standardization
Comments
Examples
Example 1
Output
Example 2
Output
MSDST
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
MSSTN
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
MSDBL
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
MSINI
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
MSTRS
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
Chapter 15 Density and Hazard Estimation
Routines
Usage Notes
DESPL
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
DESKN
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
DNFFT
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
DESPT
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
HAZRD
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Programming Notes
Example
Output
HAZEZ
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Programming Notes
Example
Output
HAZST
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
Chapter 16 Line Printer Graphics
Routines
Usage Notes
VHSTP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
VHS2P
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
HHSTP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
SCTP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
BOXP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
STMLP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
CDFP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
CDF2P
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
PROBP
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
PLOTP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
TREEP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
Chapter 17 Probability Distribution Functions
Routines
Usage Notes
Comments
Discrete Random Variables
Continuous Distributions
Parameter Estimation
Additional Comments
BINDF
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
BINPR
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
GEODF
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
GEOIN
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
GEOPR
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
HYPDF
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
HYPPR
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
POIDF
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
POIPR
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
UNDDF
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
UNDIN
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
UNDPR
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
AKS1DF
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Programming Notes
Example
Output
AKS2DF
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Programming Notes
Example
Output
ALNDF
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
ALNIN
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
ALNPR
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
ANORDF
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
ANORIN
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
ANORPR
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
BETDF
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
BETIN
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
BETPR
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
BETNDF
Function Return Value
Required Arguments
FORTRAN 90 Interface
Description
Example
Output
BETNIN
Function Return Value
Required Arguments
FORTRAN 90 Interface
Description
Example
Output
BETNPR
Function Return Value
Required Arguments
FORTRAN 90 Interface
Description
Example
Output
BNRDF
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
CHIDF
Function Return Value
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
CHIIN
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
CHIPR
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
CSNDF
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
CSNIN
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
CSNPR
Function Return Value
Required Arguments
FORTRAN 90 Interface
Description
Example
Output
EXPDF
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
EXPIN
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
EXPPR
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
EXVDF
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
EXVIN
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
EXVPR
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
FDF
Function Return Value
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
FIN
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
FPR
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
FNDF
Function Return Value
Required Arguments
FORTRAN 90 Interface
Description
Example
Output
FNIN
Function Return Value
Required Arguments
FORTRAN 90 Interface
Description
Example
Output
FNPR
Function Return Value
Required Arguments
FORTRAN 90 Interface
Description
Example
Output
GAMDF
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
GAMIN
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
GAMPR
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
RALDF
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
RALIN
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
RALPR
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
TDF
Function Return Value
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
TIN
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
TPR
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
TNDF
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
TNIN
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
TNPR
Function Return Value
Required Arguments
FORTRAN 90 Interface
Description
Example
Output
UNDF
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
UNIN
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
UNPR
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
WBLDF
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
WBLIN
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
WBLPR
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
GCDF
Function Return Value
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
GCIN
Function Return Value
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
GFNIN
Function Return Value
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
MLE
Required Arguments
Optional Arguments
FORTRAN 90 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
Chapter 18 Random Number Generation
Routines
Usage Notes
The Basic Uniform Generators
The Multiplicative Congruential Generators
The Generalized Feedback Shift Register Generator
The Mersenne Twister Generator
Setting the Seed
Timing Considerations
Use of Customized Uniform Generators
Distributions Other than the Uniform
Order Statistics and Antithetic Variates
Tests
Copula Generators and Canonical Correlation
Other Notes on Usage
Random Number Generation Utility Routines
Selection of the Type of the Generator
Setting the Seed
Stopping and Restarting Simulations and Controlling More Than One Stream of Random Numbers
Examples
Example 1: Selecting the Type of Generator and Stopping and Restarting the Simulations
Example 2: Determining Seeds for Separate Streams
RNIN32
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
RNGE32
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
RNSE32
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
RNIN64
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
RNGE64
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
RNSE64
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
RNUN
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNUNF
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNBIN
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNGDA
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
RNGDS
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
RNGDT
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
RNGEO
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNHYP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNLGR
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNNBN
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNPOI
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNUND
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNBET
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNCHI
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNCHY
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNEXP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNEXT
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNEXV
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNFDF
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNGAM
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNGCS
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNGCT
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNLNL
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNNOA
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNNOF
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNNOR
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNRAL
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNSTA
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNSTT
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNTRI
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNVMS
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNWIB
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNCOR
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNDAT
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNMTN
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNMVN
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNSPH
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNTAB
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNMVGC
Required Arguments
FORTRAN 90 Interface
Description
Example: Using Copulas to Imprint and Extract Correlation Information
Output
RNMVTC
Required Arguments
FORTRAN 90 Interface
Description
Example: Using Student's t Copulas to Imprint and Extract Correlation Information
Output
CANCOR
Required Arguments
FORTRAN 90 Interface
Description
Example: Using Copulas to Imprint and Extract Correlation Information
Output
RNNOS
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNUNO
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNARM
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
RNNPP
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
RNPER
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNSRI
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RNSRS
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Examples
Example 1
Output
Example 2
Output
FAURE_INIT
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FAURE_FREE
Required Arguments
FORTRAN 90 Interface
FAURE_NEXT
Required Arguments
Optional Arguments
FORTRAN 90 Interface
Description
Example
Output
Chapter 19 Utilities
Routines
WRRRN
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
WRRRL
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
WRIRN
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
WRIRL
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
WROPT
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
PGOPT
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
PERMU
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
PERMA
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
RORDM
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
MVNAN
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Examples
Example 1
Output
Example 2
Output
SVRGN
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
SVRGP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
SVIGN
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
SVIGP
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
SCOLR
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
SROWR
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
SRCH
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
ISRCH
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
SSRCH
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
ACHAR
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
IACHAR
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
ICASE
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
IICSR
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
IIDEX
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
CVTSI
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
CPSEC
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Comments
TIMDY
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
TDATE
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
NDAYS
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
NDYIN
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
IDYWK
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
VERSL
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Example
GDATA
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
Chapter 20 Mathematical Support
Routines
GIRTS
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
CHFAC
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
MCHOL
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Examples
Example 1
Output
Example 2
Output
ENOS
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
AMILLR
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
QUADT
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
NGHBR
Required Arguments
Optional Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Comments
Example
Output
Reference Material
Contents
User Errors
What Determines Error Severity
Terminal errors
Informational errors
Other errors
Kinds of Errors and Default Actions
Errors in Lower-Level Routines
Routines for Error Handling
ERSET
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
IERCD and N1RTY
Examples
Changes to default actions
Use of informational error to determine program action
Examples of All Types of Errors
Output
Example of Traceback
Output
Machine-Dependent Constants
IMACH
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
AMACH
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Comments
DMACH
IFNAN(X)
Function Return Value
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
UMACH
Required Arguments
FORTRAN 90 Interface
FORTRAN 77 Interface
Description
Example
Output
Matrix Storage Modes
General Mode
Rectangular Mode
Symmetric Mode
Hermitian Mode
Triangular Mode
Band Storage Mode
Band Symmetric Storage Mode
Band Hermitian Storage Mode
Band Triangular Storage Mode
Codiagonal Band Symmetric Storage Mode
Codiagonal Band Hermitian Storage Mode
Sparse Matrix Storage Mode
Reserved Names
Deprecated Features and Renamed Routines
Automatic Workspace Allocation
Changing the Amount of Space Allocated
Output
IDO Routines
Character Workspace
Appendix A: Alphabetical Summary of Routines
Links to Sections
A
B
C
D
E
F
G
H
I
K
L
M
N
O
P
Q
R
S
T
U
V
W
Appendix B: References
Abdi
Abraham and Ledolter
Abramowitz and Stegun
Afifi and Azen
Agresti, Wackerly, and Boyette
Ahrens and Dieter
Aird and Howell
Akaike
Akaike, H., et al
Akaike and Nakagawa
Akima
Anderberg
Anderson
Anderson and Bancroft
Anderson and Rubin
Atkinson
Baker, Clarke, and Lane
Bartlett
Barrodale and Roberts
Barlow et al.
Bendel and Mickey
Berk
Best and Fisher
Bhapkar
Bishop, Feinberg, and Holland
Bjorck and Golub
Blackman and Tukey
Blom
Boisvert, Howe, and Kahaner
Boisvert, Howe, Kahaner, and Springmann
Bosten and Battiste
Box and Cox
Box et al.
Box and Jenkins
Box and Pierce
Box and Tidwell
Boyette
Bradley
Breslow
Brillinger
Bross
Brown
Brown and Benedetti
Brown and Fuchs
Bryson and Johnson
Butler and Paolella
Cantor
Carroll and Chang
Chambers et al.
Chatfield
Chiang
Chen and Liu
Cheng
Christensen
Clarke
Clarkson
Clarkson and Fan
Clarkson and Gentle
Clarkson and Jennrich
Cochran
Conover
Conover and Iman
Cook and Weisberg
Cooper
Coveyou and MacPherson
Cox
Cox and Lewis
Cox and Oakes
Cox and Stuart
Craddock
Crawford and Ferguson
D’Agostino and Stevens
Dahlquist and Bjorck
Dallal and Wilkinson
Davison
Davis et al.
De Jong
De Leeuw and Pruzansky
Deming and Stephan
Dempster, Nan, and Rubin
Dennis and Schnabel
Dewey
Draper and Smith
Durbin
Efroymson
Ekblom
Elandt-Johnson and Johnson
Emerson and Hoaglin
Emmett
Fisher
Fishman
Fishman et al.
Flury
Flury and Constantine
Flury and Gautschi
Forsythe
Forthofer and Koch
Fox, Hall, and Schryer
Frane
Frank and Friedman
Freeman and Halton
Friedman, Bentley, and Finkel
Fuller
Furnival and Wilson
Fushimi
Gentle
Gentleman
Gibbons
Giles and Feng
Girshick
Golub
Golub and Van Loan
Gonin and Money
Goodnight
Granger and Newbold
Graybill
Griffin and Redish
Grizzle, Starmer, and Koch
Gross and Clark
Gruenberger and Mark
Guerra et al.
Haberman
Haldane
Hancock
Hand
Harman
Harris and Kaiser
Hart, et al.
Hartigan
Hartigan and Wong
Harvey
Hastie, Tibshirani, and Friedman
Hayter
Heiberger
Hemmerle
Hendrickson and White
Herraman
Hill
Hinkley
Hoaglin
Hoaglin et al.
Hoaglin and Welsch
Hocking
Hosking, et al.
Hosking and Wallis
Huber
Hughes and Saw
Hurley and Cattell
IEEE
Iman and Davenport
Isogai
Jenkins and Watts
Jennrich
Jennrich and Robinson
Jennrich and Sampson
John (1971)
Johnk
Johnson and Kotz
Johnson and Welch
Jonckheere
Joreskog
Kachitvichyanukul
Kaiser
Kaiser and Caffrey
Kalbfleisch and Prentice
Kalman
Kelly
Kemp
Kempthorne
Kendall
Kendall, Stuart, and Ord
Kendall and Stuart
Kennedy and Gentle
Kim and Jennrich
Kinderman
Kinnucan and Kuki
Kirk
Kitagawa and Akaike
Knuth
Koch, Amara, and Atkinson
Kotz and Johnson
Kronmal and Peterson
Kruskal
Kruskal, Young, and Seery
Kshirsagar
Lachenbruch
Landis, Cooper, Kennedy, and Koch
Landis, Stanish, Freeman, and Koch
Lawless
Lawley and Maxwell
Learmonth et al.
Lee (1977)
Lee (1980)
Lehmann
Levenberg
Levin and Marascuilo
Lewis et al.
Lilliefors
Lin and Bendel
Longley
Ljung and Box
Martens and Martens
McCormack
McCullagh and Nelder
McKean and Schrader
McKeon
Maindonald
Majumder and Bhattacharjee
Mandel
Marazzi
March
Mardia et al.
Mardia and Foster
Marquardt
Marsaglia
Marsaglia and Bray
Marsaglia et al.
Martinson and Hamdan
Matsumoto and Nishimure
McLeod and Bellhouse
Mehta and Patel
Merle and Spath
Meyers
Miller
Milliken and Johnson
Moran
More and Hillstrom
Morrison
Mosier
Muller
Neter and Wasserman
Neter, Wasserman, and Kutner
Noether
Null and Sarle
Owen
Ozaki and Oda
Pagano and Halvorsen
Park and Miller
Patefield
Patefield and Tandy
Peixoto
Peto
Petro
Pike
Pillai
Pregibon
Priestley
Prentice
Ramsey
Rao
Robinson
Romesburg and Marshall
Rosipal and Kramer
Royston
Sallas
Sallas and Harville
Sallas and Lionti
Satterthwaite
Savage
Scheffe
Schiffman, Reynolds, and Young
Schmeiser et al.
Schoneman
Scott
Scott, Tapia, and Thompson
Searle
Seber
Shampine
Siegel
Silverman
Singleton
Smirnov
Snedecor and Cochran
Sposito
Spurrier and Isham
Stablein, Carter, and Novak
Stahel
Stephens
Stirling
Stoline
Swan
Takane and Carroll
Takane, Young, and De Leeuw
Tanner
Tanner and Thisted
Tanner and Wong
Tapia
Tapia and Thompson
Tatsuoka
Taylor and Thompson
Thompson
TIMSAC
Tucker and Lewis
Tukey
Turnbull
Van de Geer
Velleman and Hoaglin
Verdooren
Walker
Wallace
Weisberg
Weeks and Bentler
Wilks
Williams
Wold
Wold, Sjostrom, and Eriksson
Woodfield
Young and Lewyckyj
Appendix C: Product Support
Contacting IMSL Support
IMSL® Fortran Stat Library
Appendix C: Product Support