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