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# 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 file oindex , The former "index from opt/nlr" is now "oindex from opt/nlr". , It contains the following information in a format you may , find easier to read. file changes for summary of udpates file makefile for Compiles and runs all tests. file makefile.gla for Alternate makefile that creates a library. ### DOUBLE-PRECISON SOURCE (recommended if your single # precision has only 32 bits, particularly if you use # finite differences): file dmdc.f0 for Supplies machine-dependent constants; edit into dmdc.f . file dglfg.f for Top-level routines DGLG, DGLF, DRGLG (no bounds), , followed by routines they call that are not in dgletc.f . file dglfgb.f for Top-level routines DGLGB, DGLFB, DRGLGB (simple bounds), , followed by routines they call that are not in dgletc.f . file dgletc.f for Routines needed whether or not there are simple bounds. file madsen.f for Simple example program, no bounds. , Needs dmdc.f, dglfg.f, dgletc.f . file madsenb.f for Simple test program, variant of madsen.f with bounds. , Needs dmdc.f, dglfgb.f, dgletc.f . file dpmain.f for General test program PMAIN. , Needs dmdc.f, dglfg.f, dglfgb.f, dgletc.f, and mecdf.f . file mecdf.f for Computes approximation to multivariate normal cumulative , distribution function (uses Mendell-Elston approximation.) file mlmnp.f for Program MLMNP for linear-in-parameter multinomial probit , models, no bounds. , Needs dmdc.f, dglfg.f, dgletc.f, mecdf.f, mnpsubs.f . file mlmnpb.f for Program MLMNPB for linear-in-parameter multinomial probit , models with simple bounds. , Needs dmdc.f, dglfgb.f, dgletc.f, mecdf.f, mnpsubs.f . file mnpsubs.f for Needed by mlmnp.f and mlmnpb.f . ### TEST DATA file mlmnp.dat for Bundle of test data (files 16-21 of README) , for programs MLMNP and MLMNPB. file pmain.in for 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 file smdc.f0 for single-precision version of dmdc.f0 file sglfg.f for single-precision version of dglfg.f file sglfgb.f for single-precision version of dglfgb.f file sgletc.f for single-precision version of dgletc.f file smadsen.f for single-precision version of madsen.f file smadsenb.f for single-precision version of madsenb.f file spmain.f for single-precision version of pmain.f file smecdf.f for single-precision version of mecdf.f file smlmnp.f for single-precision version of mlmnp.f file smlmnpb.f for single-precision version of mlmnpb.f file smnpsubs.f for single-precision version of mnpsubs.f #### SAMPLE OUTPUTS, DOUBLE PRECISION (from an SGI computer, with # compilation by f2c and cc): file madsen.sgb , Bundle of output from madsen.f and madsenb.f . file pmain.sgi for Output from PMAIN on input pmain.in . file mlmnp.sgb for Bundle of output from MLMNP and MLMNPB on mlmnp.dat . #### SAMPLE OUTPUTS, SINGLE PRECISION (from an SGI computer, with # compilation by f2c and cc): file smadsen.sgb for single-precision sample output file spmain.sgi for single-precision sample output file smlmnp.sgb for single-precision sample output #### POSTSCRIPT file mnpdoc.ps for Postscript for "MLMNP and MLMNPB: Fortran Programs for , Maximum Likelihood Estimation of Linear-in-Parameter , Multinomial Probit Models" by David S. Bunch. file usage.ps for Postscript for "Driver PMAIN for DGL[FG][B ]", by David M. Gay. file README file readme