110818     Programs from 'Statistical Computation'  Version: December
1985
 
Submitted by: J.H. Maindonald, Applied Maths Div, DSIR, Auckland, New
Zealand
 
Operating System: RT-11 V5, VAX/VMS V4  Source Language: BASIC-11
Memory Required: (MULREG & NORMEQ) 18500B, other programs much less
Keywords: Statistics
 
Abstract: Apart from one omission and three additions (marked with *),
these are the programs listed in chapters 9 and 10 of
Maindonald, J.H. (1984): 'Statistical Computation'. Wiley,
N.Y.
 
Included are:
 
. MULREG and NORMEQ:  These two alternative programs use modern
  algorithms to handle multiple regression calculations.
  MULREG uses Givens rotations, avoiding NORMEQ's explicit
  formation of the normal equations.  There are minor
  improvements on the listings in 'Statistical Computation'.
 
. GAMMA*:  Evaluate log n!
 
. GAUSS*, GAUSS1, GAU12, GAUSS3, GAUSS4, and GAUI5:  These
  approximate the cumulative normal or its inverse.
 
. CHISQ6:  Approximates the cumulative chi-square
  distribution.
 
. TDIS7 and TINV8:  Approximate the cumulative t-distribution
  and its inverse.
 
. F* and FDIS9:  These approximate the cumulative
  F-distribution.
 
. FDIS10:  Approximates the non-central F-distribution.
 
. BINLIM:  Approximate binomial confidence limits.
 
. CORREL:   Confidence limits for the product-moment
  correlation.
 
. SVD:  Singular value decomposition, using Nash and
  Lefkovitch's modification of method due to Kaiser.
 
Media (Service Charge Code): One RX01 Diskette (KA)  Format: RT-11,
600' Magnetic Tape (MA)  Format: RT-11