Table of Contents

  1. General Introduction 
    1.0 Introduction to general organization
    1.1 General options 
    1.2 OPTOUT and OPTMOV--Access to final matrices 
    1.3 Contour plotting 
    1.4 Sum of squares minimization: Covariance matrices
    1.5 Labeling of variables
    1.6 User-supplied derivatives 
    1.7 User access to derivatives 
    1.8 T-Ratio 
    1.9 Optimization over a subset of variables
    1.10 Constrained optimization
    1.11 Sequential optimization
    1.12 Utility routines
      1.12.1 Random variable generation
       Uniform: RAND,RRAND,SRAND,RRND,SRND,SRND1,RANDOM,RANSET            Normal: ZNORM,XMB1,GAUS,MVARNORM        Exponential: EXPON        Cauchy: CAUCHY        Rayleigh: RAYLEI        Pareto:PARETO        Logistic: LOGIST 1.12.2 Matrix inversion (GJR, VERS, MATVRT, GAJORE) 1.12.3 Eigenvalue-eigenvector calculation for real symmetric matrices (MATEV2) 1.12.4 Computation of determinants (DTRM) 1.12.5 Timing of computations (ELTIM or ELTIME) 1.12.6 Sorting (SORT1, SORT2, SORT3, SORT4) 1.12.7 MAKEOPT or MOPTL 1.12.8 Compiling and library routines 1.12.9 Encryption and decryption (ENC, DEC, CRYPT) (not for RS6000, DEC, and SUN versions) 1.12.10 ASCII to integer and integer to ASCII conversion 1.12.11 Bivariate standard normal density (BINORM) 1.12.12 Roots of Polynomial Equations (PROOTS) 1.12.13 Inverse of the Cumulative Normal (INVGAUS) 1.12.14 Plot a time series (PLOTCURV) 1.12.15 Stirling's Approximation 1.13 The GQ-SHELL 2. GRADX 2.1 Options 2.2 BHHH Estimates of the Hessian 3. DFP 3.1 Options 3.2 Storing the H matrix 4. POWELL 5. NMSIMP 6. PATERN 7. RNSRCH 8. MUKAI 9. SSVM 10. QUALITATIVE DEPENDENT VARIABLE ESTIMATION 10.1 Probit Analysis (PROB1A) 10.1.1 Probit Jackknife Calculation (PROB1J) 10.2 Tobit Analysis (TOB2A) 10.2.1 Tobit Jackknife Calculation (TOB2AJ) 10.3 Logit Analysis (PROB2A) 10.3.1 Logit Jackknife Calculation (PROB2AJ) 10.4 Simple Disequilibrium Model (DISEQ1) 10.5 Price Adjusting Disequilibrium Model (DISEQ2) 10.6 Ginsburgh-Tischler-Zang Disequilibrium Model (DISEQ3) 10.7 Polychotomous Response Model (POLYCHO) 11. SOLVING NONLINEAR EQUATIONS 11.1 REGFAL 11.2 NEWRAP 11.3 SLVMIN 11.4 GAUSS-SEIDEL 12. NUMERICAL INTEGRATION 12.1 Integrating Normal Densities 12.1.1 BIV2, BIV2U 12.1.2 DUTT2, DUTT3 12.1.3 CLARK2, CLARK3 12.2 Integration by Newton-Cotes: NEWCT1, NEWCT2, NEWCT3 12.2.1 Weddle's Rule (WEDDLE) 12.3 Integration by Gauss-Legendre 12.3.1 N-point integration: GAULG1, GAULG2, GAULG3 12.3.2 Iterated Gauss-Legendre: GAUSA, BIINT, TRINT, QUINT 12.4 Bivariate Integration with Variable Limits: BIVAR2, BIVAR3 12.5 Univariate Integration of Normal (N(0,1))(DERF) 12.6 Integration by the Romberg method (ROMB) 12.7 Gauss-Laguerre Integration: GAULA 12.8 Monte Carlo Integration of Normal over Intersection of Half-Spaces (MONCARL) 12.9 Determine a0 such that Integral of Normal over a1x1+...+anxn<=a0 Equals a Fixed Number (NORMPRB) 13. REGRESSION ANALYSIS 13.1 Linear Regression Analysis (REGR) 13.2 Linear Regression with Autocorrelated Error Terms (AUTOC) 13.3 Linear Regression with Heteroscedastic Error Terms (HETER) 13.4 Hypothesis Testing in Linear Regressions 13.5 Recursive Residuals 13.6 Jackknife Regressions 13.7 Principal Components 14. SIMULTANEOUS EQUATIONS ESTIMATION 14.1 The MAIN Program 14.2 Detailed Considerations and Example 14.3 Error Returns 14.4 Two-Stage Least Squares 15. STATISTICAL ROUTINES 15.1 Cumulative Sample Distribution (CUMDIS) 15.2 Sorting (SORT1, SORT2) 15.3 Shapiro-Wilk Statistic (SHPWLK) 15.4 Chi Squared Distribution (CHISPR) 15.5 Smirnov Limit Probability (SMIRNV) 15.6 Spearman's Rho (SPEAR1) 15.7 Kendall's Tau (TAUK) 15.8 Kendall's Partial Tau (TAU3) 15.9 Kendall's W Coefficient of Concordance (KENCORD) 15.10 Kolmogorov-Smirnov 1-Sample Test (KLSMR1) 15.11 Kolmogorov-Smirnov 2-Sample Test (KLSMR2) 15.12 Wilcoxon-Mann-Whitney Statistic (WMW) 15.13 Contingency tables Chi square test (CONTING) 15.14 Friedman Analysis of Variance Test (FRIED) 15.15 Density Plots (DENSPLOT) 15.16 Convolutions 15.16.1 Continuous Random Variables (CONVOLVE) 15.16.2 Discrete Random Variables (DISCCONV) 15.17 Testing for the Difference Between Means (TESTMEAN) 15.18 Wald-Wolfowitz Test (WALDWOLF) 15.19 Cochran Q Test Test (COCHRANQ) 15.20 Wilcoxon Test (WILCOXON) 15.21 Kruskal-Wallis Test (KRUSKALW) 15.21.1 Converting Real Numbers to Ranks (CONV) 15.21.2 Calculating the Adjustment for Ties (COUNTTIES) 15-23 Robust Rank-Order Test 16. GLOBAL OPTIMIZATION 16.1 Hypothesis Test for a Global Optimum (GLOB1) 16.2 Global optimization by Simulated Annealing (GLOB2) 16.3 Global Optimization by Genetic Algorithm (GENALG) 16.4 Global Optimization by Simplified Genetic Algorithm (GENRAN) 17. MATHEMATICAL PROGRAMMING 17.1 Linear Programming 17.1.1 When a basic feasible solution is available (LINPROA) 17.1.2 When a basic feasible solution is not available (LINPROFS) 17.2 Integer Programming (Knapsack Problem) (KNAP) 17.3 Traveling Salesman Problem (TRAVSAL) 18. TIME SERIES ANALYSIS 18.1 Arma(p,q) (ARMAPQ) 18.2 Autocovariance Function (AUTOCOV) 18.3 Fourier Transforms (CXFFT and CXINVFFT) 18.4 Periodogram (PERIOD00) 18.5 Spectral Analysis (SPEC00 and SPEC01) 19. NONPARAMETRIC ESTIMATION 19.1 Density Estimation (DENS) 19.2 Kernel Regressions (KERREG) 20. CLUSTER ANALYSIS 20.1 K-MEANS CLUSTERING (CLUSTER) 20.2 HIERARCHICAL CLUSTERING (CLUSHIER) APPENDICES A. Folklore and Suggestions B. COMMON blocks C. Maintenance information D. Error Codes E. Tutorial and Examples F. Compiler peculiarities