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NESC9977 ANYOLS.

ANYOLS, Least Square Fit by Stepwise Regression

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1. NAME OR DESIGNATION OF PROGRAM:  ANYOLS.
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2. COMPUTERS
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Program name Package id Status Status date
ANYOLS NESC9977/01 Tested 03-JAN-1986

Machines used:

Package ID Orig. computer Test computer
NESC9977/01 CDC CYBER 176 CDC CYBER 740
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3. DESCRIPTION OF PROGRAM OR FUNCTION

ANYOLS is a stepwise program which fits data using ordinary or weighted least squares. Variables  are selected for the model in a stepwise way based on a user- specified input criterion or a user-written subroutine. The order in which variables are entered can be influenced by user-defined forcing priorities. Instead of stepwise selection, ANYOLS can try all possible combinations of any desired subset of the variables. Automatic output for the final model in a stepwise search includes plots of the residuals, 'studentized' residuals, and leverages; if the model is not too large, the output also includes partial regression and partial leverage plots. A data set may be re-used so  that several selection criteria can be tried. Flexibility is increased by allowing the substitution of user-written subroutines for several default subroutines.
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4. METHOD OF SOLUTION:
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5. RESTRICTIONS ON THE COMPLEXITY OF THE PROBLEM:
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6. TYPICAL RUNNING TIME:
NESC9977/01
NEA-DB executed the test case included in this package  on a CDC CYBER 740 in 4.6 seconds of CPU time.
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7. UNUSUAL FEATURES OF THE PROGRAM:
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8. RELATED AND AUXILIARY PROGRAMS:
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9. STATUS
Package ID Status date Status
NESC9977/01 03-JAN-1986 Tested at NEADB
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10. REFERENCES:
NESC9977/01, included references:
- C.L. Atwood:
  User's Guide to ANYOLS:  A Flexible Stepwise Regression Program.
  EGG-EA-5455 Rev. (August 1982)
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11. MACHINE REQUIREMENTS

Main storage: ca. 250K (octal) words. Plotting is accomplished using either the EG&IGS graphics system or  the proprietary ISSCO graphics software system, DISSPLA. Neither of  these is included in the package.
NESC9977/01
To execute test case on CDC CYBER 740 with parameter WA=30000, required 163,200 (octal) words of main storage.
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12. PROGRAMMING LANGUAGE(S) USED
Package ID Computer language
NESC9977/01 FORTRAN-IV
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13. OPERATING SYSTEM UNDER WHICH PROGRAM IS EXECUTED:
NESC9977/01
NOS 1.4 (CDC CYBER 740)
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14. OTHER PROGRAMMING OR OPERATING INFORMATION OR RESTRICTIONS:
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15. NAME AND ESTABLISHMENT OF AUTHORS

         C.L. Atwoods and S. Mathews *
         EG&G Idaho, Inc.
         P.O. Box 1625, Idaho Falls, Idaho 83415, U.S.A.
* contact
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16. MATERIAL AVAILABLE
NESC9977/01
File name File description Records
NESC9977_01.003 INFORMATION FILE 68
NESC9977_01.004 ANYOLS SOURCE PROGRAM 3818
NESC9977_01.005 PLOTIT SOURCE ROUTINE FOR DISSPLA 104
NESC9977_01.006 USER-SUPPLIED ROUTINES DATA AND DOMORE 77
NESC9977_01.007 JCL TO LOAD ANYOLS PROCEDURE INTO A FILE 163
NESC9977_01.008 JCL NEEDED TO IMPLEMENT ANYOLS 16
NESC9977_01.009 ANYOLS TEST CASE INPUT 40
NESC9977_01.010 ANYOLS TEST CASE OUTPUT 1086
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17. CATEGORIES
  • P. General Mathematical and Computing System Routines

Keywords: data analysis, least square fit, regression analysis.