netlib/opt/nlr

netlib/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

file: oindex
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
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
Website maintained by David M. Gay. Last modified: 22 August 2013.