Computer Programs

NAME OR DESIGNATION OF PROGRAM, COMPUTER, DESCRIPTION OF PROBLEM OR FUNCTION, METHOD OF SOLUTION, RESTRICTIONS ON THE COMPLEXITY OF THE PROBLEM, TYPICAL RUNNING TIME, UNUSUAL FEATURES OF THE PROGRAM, RELATED AND AUXILIARY PROGRAMS, STATUS, REFERENCES, MACHINE REQUIREMENTS, LANGUAGE, OPERATING SYSTEM UNDER WHICH PROGRAM IS EXECUTED, OTHER PROGRAMMING OR OPERATING INFORMATION OR RESTRICTIONS, NAME AND ESTABLISHMENT OF AUTHOR, MATERIAL, CATEGORIES

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Program name | Package id | Status | Status date |
---|---|---|---|

STATISTICS | NEA-0908/01 | Tested | 20-MAY-1985 |

STATISTICS | NEA-0908/02 | Tested | 24-JUN-1991 |

Machines used:

Package ID | Orig. computer | Test computer |
---|---|---|

NEA-0908/01 | SIEMENS 4004 | IBM 3081 |

NEA-0908/02 | IBM PC | IBM PC |

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3. DESCRIPTION OF PROBLEM OR FUNCTION

The package is composed of 83 routines, the most important of which are the following:

Name Description

---- -----------

BINDTR Binomial distribution

HYPDTR Hypergeometric distribution

POIDTR Poisson distribution

GAMDTR Gamma distribution

BETADTR Beta-1 and Beta-2 distributions

NORDTR Normal distribution

CHIDTR Chi-square distribution

STUDTR Distribution of "Student's T"

FISDTR Distribution of F

EXPDTR Exponential distribution

WEIDTR Weibull distribution

FRAKTIL Calculation of the fractiles of the normal, chi-square,

Student's, and F distributions

VARVGL Test for equality of variance for several sample

observations

ANPAST Kolmogorov-Smirnov test and chi-square test of goodness

of fit

MULIRE Multiple linear regression analysis for a dependent

variable and a set of independent variables

STPRG Performs a stepwise multiple linear regression analysis

for a dependent variable and a set of independent

variables. At each step, the variable entered into the

regression equation is the one which has the greatest

amount of variance between it and the dependent variable.

Any independent variable can be forced into or deleted

from the regression equation, irrespective of its contri-

bution to the equation.

LTEST Tests the hypotheses of linearity of the data.

SPRANK Calculates the Spearman rank correlation coefficient.

The package is composed of 83 routines, the most important of which are the following:

Name Description

---- -----------

BINDTR Binomial distribution

HYPDTR Hypergeometric distribution

POIDTR Poisson distribution

GAMDTR Gamma distribution

BETADTR Beta-1 and Beta-2 distributions

NORDTR Normal distribution

CHIDTR Chi-square distribution

STUDTR Distribution of "Student's T"

FISDTR Distribution of F

EXPDTR Exponential distribution

WEIDTR Weibull distribution

FRAKTIL Calculation of the fractiles of the normal, chi-square,

Student's, and F distributions

VARVGL Test for equality of variance for several sample

observations

ANPAST Kolmogorov-Smirnov test and chi-square test of goodness

of fit

MULIRE Multiple linear regression analysis for a dependent

variable and a set of independent variables

STPRG Performs a stepwise multiple linear regression analysis

for a dependent variable and a set of independent

variables. At each step, the variable entered into the

regression equation is the one which has the greatest

amount of variance between it and the dependent variable.

Any independent variable can be forced into or deleted

from the regression equation, irrespective of its contri-

bution to the equation.

LTEST Tests the hypotheses of linearity of the data.

SPRANK Calculates the Spearman rank correlation coefficient.

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4. METHOD OF SOLUTION

Name Method

---- ------

VARVGL The Bartlett's Test, the Cochran's Test and the Hartley's

Test are performed in the program.

MULIRE The Gauss-Jordan method is used in the solution of the

normal equations.

STPRG The abbreviated Doolittle method is used to (1) determine

variables to enter into the regression, and (2) complete

regression coefficient calculation.

Name Method

---- ------

VARVGL The Bartlett's Test, the Cochran's Test and the Hartley's

Test are performed in the program.

MULIRE The Gauss-Jordan method is used in the solution of the

normal equations.

STPRG The abbreviated Doolittle method is used to (1) determine

variables to enter into the regression, and (2) complete

regression coefficient calculation.

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NEA-0908/01

NEA-DB executed the test case included in the package on IBM 3081K in 0.77 seconds of CPU time.NEA-0908/02

NEA-DB ran the test cases on a PC/386 desktop computer.[ top ]

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NEA-0908/01

BINDTR Binomial distributionHYPDTR Hypergeometric distribution

POIDTR Poisson distribution

GAMDTR Gamma distribution

BETADTR Beta-1 and Beta-2 distributions

NORDTR Normal distribution

CHIDTR Chi-square distribution

STUDTR Distribution of "Student's T"

FISDTR Distribution of F

EXPDTR Exponential distribution

WEIDTR Weibull distribution

FRAKTIL Calculation of fractiles

VARVGL Test for equality of variance

ANPAST Kolmogorov-Smirnov test and chi-square test

MULIRE Multiple linear regression analysis

STPRG Stepwise multiple linear regression analysis

CHFRAK Fractile of chi-square distribution

FFRAK Fractile of F-distribution

GFRAK Fractile of normal distribution

TFRAK Fractile of Student's distribution

POISSON Poisson distribution

CHIQUA Chi-square distribution

FISCHER F-distribution

GAUSS Normal distribution

STUDENT Student's distribution

TVARVGL Test for equality of variance

TANPAS Test for goodness of fit

REGTEST Multiple linear and stepwise regression

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Package ID | Status date | Status |
---|---|---|

NEA-0908/01 | 20-MAY-1985 | Tested at NEADB |

NEA-0908/02 | 24-JUN-1991 | Tested at NEADB |

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10. REFERENCES

- M. Abramowitz, I.A. Stegun:

Handbook of Mathematical Functions

- Lothar Sachs:

Angewandte Statistik

Springer-Verlag Berlin, Heidelberg, New York

- Bernard Ostle:

Statistics in Research

The Iowa State University Press

- Kleinbaum/Kupper:

Applied Regression Analysis and Other Multivariable Methods

Duxbury Press

- M. Abramowitz, I.A. Stegun:

Handbook of Mathematical Functions

- Lothar Sachs:

Angewandte Statistik

Springer-Verlag Berlin, Heidelberg, New York

- Bernard Ostle:

Statistics in Research

The Iowa State University Press

- Kleinbaum/Kupper:

Applied Regression Analysis and Other Multivariable Methods

Duxbury Press

NEA-0908/01, included references:

- Franz Helmreich:Regression and Correlation Analysis I

OEFZS Ber. No. 4098 (MA-48/81), July 1981 (In German)

- Franz Helmreich:

Statistical Distributions

OEFZS Ber. No. 4116 (MA-49/81), October 1981 (In German)

NEA-0908/02, included references:

- Franz Helmreich:Regression and Correlation Analysis I

OEFZS Ber. No. 4098 (MA-48/81), July 1981 (In German)

- Franz Helmreich:

Statistical Distributions

OEFZS Ber. No. 4116 (MA-49/81), October 1981 (In German)

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11. MACHINE REQUIREMENTS

Line printer.

VARVGL requires in addition a direct-access device for unit numbers 48 and 49.

Line printer.

VARVGL requires in addition a direct-access device for unit numbers 48 and 49.

NEA-0908/01

The lastest test case run required 116K bytes of main storage on IBM 3081K.[ top ]

Package ID | Computer language |
---|---|

NEA-0908/01 | FORTRAN-77 |

NEA-0908/02 | FORTRAN-77 |

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NEA-0908/01

The test case was run on IBM 3081K under MVS-SP.NEA-0908/02

The desktop computer performing the tests ran under MSDOS 4.01.[ top ]

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NEA-0908/01

File name | File description | Records |
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NEA0908_01.003 | INFORMATION FILE | 68 |

NEA0908_01.004 | SOURCE ROUTINES (FORTRAN VS) | 6754 |

NEA0908_01.005 | SOURCE DRIVERS (FORTRAN VS) | 509 |

NEA0908_01.006 | ORIGINAL ROUTINES (FORTRAN VS) | 5348 |

NEA0908_01.007 | JCL FOR LIBRARY GENERATION AND TEST RUNS | 115 |

NEA0908_01.008 | TAMPAS TEST CASE INPUT DATA | 450 |

NEA0908_01.009 | TAMPAS TEST CASE PRINTED OUTPUT | 510 |

NEA0908_01.010 | CHIQUA TEST CASE PRINTED OUTPUT | 126 |

NEA0908_01.011 | TVARVGL TEST CASE INPUT FROM FT48F001 | 23 |

NEA0908_01.012 | TVARVGL TEST CASE INPUT FROM FT49F001 | 23 |

NEA0908_01.013 | CHFRAK TEST CASE PRINTED OUTPUT | 80 |

NEA0908_01.014 | FFRAK TEST CASE PRINTED OUTPUT | 106 |

NEA0908_01.015 | FISCHER TEST CASE PRINTED OUTPUT | 3780 |

NEA0908_01.016 | GAUSS TEST CASE PRINTED OUTPUT | 264 |

NEA0908_01.017 | GFRAK TEST CASE PRINTED OUTPUT | 20 |

NEA0908_01.018 | POISSON TEST CASE PRINTED OUTPUT | 244 |

NEA0908_01.019 | REGTEST TEST CASE PRINTED OUTPUT | 292 |

NEA0908_01.020 | STUDENT TEST CASE PRINTED OUTPUT | 244 |

NEA0908_01.021 | TFRAK TEST CASE PRINTED OUTPUT | 80 |

NEA0908_01.022 | TVARVGL TEST CASE PRINTED OUTPUT | 84 |

NEA-0908/02

File name | File description | Records |
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NEA0908_02.001 | Information file | 209 |

NEA0908_02.002 | Batch file to compile and run | 36 |

NEA0908_02.003 | Response file | 12 |

NEA0908_02.004 | Cross reference file | 319 |

NEA0908_02.005 | Binary library | 0 |

NEA0908_02.006 | Sample input | 23 |

NEA0908_02.007 | Sample input | 23 |

NEA0908_02.008 | Sample input | 450 |

NEA0908_02.009 | Source file | 62 |

NEA0908_02.010 | Source file | 95 |

NEA0908_02.011 | Source file | 93 |

NEA0908_02.012 | Source file | 85 |

NEA0908_02.013 | Source file | 68 |

NEA0908_02.014 | Source file | 66 |

NEA0908_02.015 | Source file | 63 |

NEA0908_02.016 | Source file | 17 |

NEA0908_02.017 | Source file | 259 |

NEA0908_02.018 | Source file | 77 |

NEA0908_02.019 | Source file | 161 |

NEA0908_02.020 | Source file | 71 |

NEA0908_02.021 | Source file | 193 |

NEA0908_02.022 | Source file | 5 |

NEA0908_02.023 | Source file | 64 |

NEA0908_02.024 | Source file | 92 |

NEA0908_02.025 | Source file | 63 |

NEA0908_02.026 | Source file | 13 |

NEA0908_02.027 | Source file | 66 |

NEA0908_02.028 | Source file | 66 |

NEA0908_02.029 | Source file | 69 |

NEA0908_02.030 | Source file | 66 |

NEA0908_02.031 | Source file | 13 |

NEA0908_02.032 | Source file | 68 |

NEA0908_02.033 | Source file | 85 |

NEA0908_02.034 | Source file | 20 |

NEA0908_02.035 | Source file | 70 |

NEA0908_02.036 | Source file | 68 |

NEA0908_02.037 | Source file | 70 |

NEA0908_02.038 | Source file | 85 |

NEA0908_02.039 | Source file | 64 |

NEA0908_02.040 | Source file | 18 |

NEA0908_02.041 | Source file | 72 |

NEA0908_02.042 | Source file | 78 |

NEA0908_02.043 | Source file | 12 |

NEA0908_02.044 | Source file | 63 |

NEA0908_02.045 | Source file | 67 |

NEA0908_02.046 | Source file | 121 |

NEA0908_02.047 | Source file | 63 |

NEA0908_02.048 | Source file | 81 |

NEA0908_02.049 | Source file | 28 |

NEA0908_02.050 | Source file | 13 |

NEA0908_02.051 | Source file | 64 |

NEA0908_02.052 | Source file | 67 |

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NEA0908_02.054 | Source file | 88 |

NEA0908_02.055 | Source file | 140 |

NEA0908_02.056 | Source file | 88 |

NEA0908_02.057 | Source file | 75 |

NEA0908_02.058 | Source file | 106 |

NEA0908_02.059 | Source file | 68 |

NEA0908_02.060 | Source file | 172 |

NEA0908_02.061 | Source file | 85 |

NEA0908_02.062 | Source file | 87 |

NEA0908_02.063 | Source file | 76 |

NEA0908_02.064 | Source file | 101 |

NEA0908_02.065 | Source file | 158 |

NEA0908_02.066 | Source file | 62 |

NEA0908_02.067 | Source file | 86 |

NEA0908_02.068 | Source file | 63 |

NEA0908_02.069 | Source file | 75 |

NEA0908_02.070 | Source file | 111 |

NEA0908_02.071 | Source file | 95 |

NEA0908_02.072 | Source file | 34 |

NEA0908_02.073 | Source file | 62 |

NEA0908_02.074 | Source file | 81 |

NEA0908_02.075 | Source file | 120 |

NEA0908_02.076 | Source file | 126 |

NEA0908_02.077 | Source file | 280 |

NEA0908_02.078 | Source file | 61 |

NEA0908_02.079 | Source file | 63 |

NEA0908_02.080 | Source file | 49 |

NEA0908_02.081 | Source file | 17 |

NEA0908_02.082 | Source file | 99 |

NEA0908_02.083 | Source file | 29 |

NEA0908_02.084 | Source file | 82 |

NEA0908_02.085 | Source file | 11 |

NEA0908_02.086 | Source file | 109 |

NEA0908_02.087 | Source file | 138 |

NEA0908_02.088 | Source file | 65 |

NEA0908_02.089 | Source file | 80 |

NEA0908_02.090 | Source file | 66 |

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NEA0908_02.093 | Source file | 67 |

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NEA0908_02.101 | Source file | 68 |

NEA0908_02.102 | Source file | 65 |

NEA0908_02.103 | Source file | 66 |

NEA0908_02.104 | Sample output | 513 |

NEA0908_02.105 | Sample output | 43 |

NEA0908_02.106 | Sample output | 43 |

NEA0908_02.107 | Sample output | 129 |

NEA0908_02.108 | Sample output | 56 |

NEA0908_02.109 | Sample output | 1893 |

NEA0908_02.110 | Sample output | 137 |

NEA0908_02.111 | Sample output | 13 |

NEA0908_02.112 | Sample output | 125 |

NEA0908_02.113 | Sample output | 151 |

NEA0908_02.114 | Sample output | 125 |

NEA0908_02.115 | Sample input | 1 |

NEA0908_02.116 | Sample input | 7 |

NEA0908_02.117 | Sample input | 498 |

NEA0908_02.118 | Sample input | 4 |

NEA0908_02.119 | Sample input | 16 |

NEA0908_02.120 | Sample input | 20 |

NEA0908_02.121 | Sample input | 7 |

NEA0908_02.122 | Source file | 279 |

NEA0908_02.123 | Source file | 344 |

NEA0908_02.124 | Source file | 374 |

NEA0908_02.125 | Source file | 967 |

NEA0908_02.126 | Source file | 1108 |

NEA0908_02.127 | Source file | 53 |

NEA0908_02.128 | Source file | 392 |

NEA0908_02.129 | Sample output | 52 |

NEA0908_02.130 | Sample output | 546 |

NEA0908_02.131 | Sample output | 312 |

NEA0908_02.132 | Sample output | 628 |

NEA0908_02.133 | Sample output | 182 |

NEA0908_02.134 | Sample output | 508 |

NEA0908_02.135 | Sample output | 183 |

NEA0908_02.136 | Batch file to compile and link | 15 |

NEA0908_02.137 | Binary library | 0 |

NEA0908_02.138 | DOS file-names | 37 |

Keywords: statistics.