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| IMSL Stat/Library Online User's Guide |
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The IMSL Stat/Library Online User's Guide describes a collection of IMSL statistical routines that offer a wide selection of capabilities for analyzing and presenting data in scientific and business applications. IMSL statistical routines give you considerable versatility in handling missing values, evaluating various data types and quantities and generating printed results. Subroutines include:
What's in this Manual: Introduction: Summarizes IMSL Stat/Library, getting started, finding the right routine, organization of the documentation, naming conventions, programming conventions, error handling, work arrays, printing results, missing values and routines that accumulate results over several calls. Chapter 1: Basic Statistics -- describes the basic statistical routines for measuring frequency tabulations, univariate summary statistics, ranks and order statistics, parametric estimates and tests, grouped data and continuous data in a table. Chapter 2: Regression -- describes routines for computing measures for simple linear regression, multivariate general linear model analysis and multiple linear regression. Chapter 3: Correlation -- includes routines for computing measures of correlation for bivariate data. Chapter 4: Analysis of Variance -- describes routines for analyzing commonly used experimental designs. Chapter 5: Categorical and Discrete Data Analysis -- describes routines for modeling and analyzing a two- or higher-dimensional contingency table; also includes routines for modeling responses from some discrete distributions when discrete or continuous covariates are measured via generalized linear models. Chapter 6: Nonparametric Statistics -- describes tests for computing routines described in other chapters of IMSL Stat/Library after first substituting ranks (or some other score) for the observed value. Also, most routines described can automatically handle missing values. Chapter 7: Test of Goodness of Fit and Randomness -- describes routines for testing general goodness of fit for a specified distribution and testing for randomness that are often used to evaluate the adequacy of pseudorandom number generators. Chapter 8: Time Series Analysis and Forecasting -- describes ARIMA modeling routines for time domain analysis of non-seasonal time series. Frequency domain methodology routines include smoothing functions and spectral density estimation. Chapter 9: Covariance Structures and Factor Analysis -- describes routines for analyzing the general usage of data description, data reduction, variable clustering or model building. Chapter 10: Discriminant Analysis -- describes routines that perform a linear or a quadratic discriminant function among several known groups, routines that perform a linear discriminant analysis method to reduce the number of variables, and another routine that performs the nearest-neighbor discriminant. Chapter 11: Cluster Analysis -- describes routines that perform various forms of hierarchical or K-means cluster analysis. Chapter 12: Sampling -- describes routines regarding population means and proportions for inference given data from simple random samples and stratified random samples. Chapter 13: Survival Analysis, Life Testing and Reliability -- describes routines that have primary applications in the areas of reliability and life testing, but they may find application in any situation in which time is a variable of interest. Chapter 14: Multidimensional Scaling -- describes routines that involve multidimensional scaling and utility routines that are useful for associated computations as well as for programming other methods of multidimensional scaling. Chapter 15: Density and Hazard Estimation -- describes routines for computing estimates for smoothing parameters and estimates in models for estimating density and hazard functions. Chapter 16: Line Printer Graphics -- describes routines for line printer plotting. Depending on the nature of the plot, some routines allow the user to change page width and/or length. Chapter 17: Probability Distribution Functions and Inverses -- describes routines for evaluating probability distribution functions and inverses. The routines are written for standard forms of statistical distributions. Chapter 18: Random Number Generation -- describes routines for computing random number generators that use either a multiplicative congruential method or a generalized feedback shift register method. Chapter 19: Utilities -- describes each of the library utilities print, permute, sort, search, character string manipulation, time, date and version, random number generation, options manager, line printer graphics and miscellaneous utilities. Chapter 20: Mathematical Support -- describes routines for computing and solving linear systems and routines for evaluating special functions. Reference Material: describes possible user errors, automatic workspace allocation, machine-dependent constants, matrix storage modes, reserved names and deprecated and renamed routines. Appendix A: GAMS Index -- a listing of routines contained in the Math/Library that are in the GAMS classes. Appendix B: Alphabetical Summary of Routines -- an alphabetical listing of IMSL Stat/Library routines. Appendix C: References -- an alphabetical listing of literature references. Index: A subject index to information contained in the IMSL Stat/Library Online User's Guide. Product Support: Provides information about contacting Visual Numerics Product Support. NOTE: Please refer to the "Quick Tips" section in the online documentation for instructions about using online documentation. |