===== 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.