===== INDEX FOR LIBRARY OPT/NLR =====
The files in this directory are associated with
, Subroutines for Maximum Likelihood and Quasi-Likelihood
, Estimation of Parameters in Nonlinear Regression Models
, by David S. Bunch (UC Davis), David M. Gay (AT&T Bell
, Laboratories), and Roy E. Welsch (MIT)
which has been submitted to ACM Transactions on Mathematical Software.
For now, you can get Postscript for this paper by asking
netlib@research.att.com to
, send 91-13 from research/nam
Files Explanation
README More detail on files.
makefile Compiles and runs all tests.
makefile.gla Alternate makefile that creates a library.
, DOUBLE-PRECISON SOURCE (recommended if your single
, precision has only 32 bits,
, particularly if you use
, finite differences):
dmdc.f0 Supplies machine-dependent constants; edit into dmdc.f .
dglfg.f Top-level routines DGLG, DGLF, DRGLG (no bounds),
, followed by routines they call that are not in dgletc.f .
dglfgb.f Top-level routines DGLGB, DGLFB, DRGLGB (simple bounds),
, followed by routines they call that are not in dgletc.f .
dgletc.f Routines needed whether or not there are simple bounds.
madsen.f Simple example program, no bounds.
, Needs dmdc.f, dglfg.f, dgletc.f .
madsenb.f Simple test program, variant of madsen.f with bounds.
, Needs dmdc.f, dglfgb.f, dgletc.f .
dpmain.f General test program PMAIN.
, Needs dmdc.f, dglfg.f, dglfgb.f, dgletc.f, and mecdf.f .
mecdf.f Computes approximation to multivariate normal cumulative
, distribution function (uses Mendell-Elston approximation.)
mlmnp.f Program MLMNP for linear-in-parameter multinomial probit
, models, no bounds.
, Needs dmdc.f, dglfg.f, dgletc.f, mecdf.f, mnpsubs.f .
mlmnpb.f Program MLMNPB for linear-in-parameter multinomial probit
, models with simple bounds.
, Needs dmdc.f, dglfgb.f, dgletc.f, mecdf.f, mnpsubs.f .
mnpsubs.f Needed by mlmnp.f and mlmnpb.f .
, TEST DATA
mlmnp.dat Bundle of test data (files 16-21 of README)
, for programs MLMNP and MLMNPB.
pmain.in Input for PMAIN (from Gay & Welsch, 1988).
, SINGLE-PRECISION SOURCE (and corresponding
, double-precision source file names):
smdc.f0 dmdc.f0
sglfg.f dglfg.f
sglfgb.f dglfgb.f
sgletc.f dgletc.f
smadsen.f madsen.f
smadsenb.f madsenb.f
spmain.f pmain.f
smecdf.f mecdf.f
smlmnp.f mlmnp.f
smlmnpb.f mlmnpb.f
smnpsubs.f mnpsubs.f
, SAMPLE OUTPUTS, DOUBLE PRECISION (from an SGI computer, with
, compilation by f2c and cc):
madsen.sgb Bundle of output from madsen.f and madsenb.f .
pmain.sgi Output from PMAIN on input pmain.in .
mlmnp.sgb Bundle of output from MLMNP and MLMNPB on mlmnp.dat .
, SAMPLE OUTPUTS, SINGLE PRECISION (from an SGI computer, with
, compilation by f2c and cc):
smadsen.sgb
spmain.sgi
smlmnp.sgb
, POSTSCRIPT
mnpdoc.ps Postscript for "MLMNP and MLMNPB: Fortran Programs for
, Maximum Likelihood Estimation of Linear-in-Parameter
, Multinomial Probit Models" by David S. Bunch.
usage.ps Postscript for "Driver PMAIN for DGL[FG][B ]",
, by David M. Gay.