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IMSL routines used in PS
Dale Plummer edited this page Mar 3, 2017
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There are a number of IMSL routines used in the Fortran parts of the PS program. We cannot continue to use these routines since IMSL is not open source. If we want to continue to use the Fortran routines then we will need to find a way to replace these routines.
Fortran routine name | IMSL routine used | Description |
---|---|---|
fisherest | LSARG | Solves a real general system of linear equations with iterative refinement |
invttail | TIN | evaluates the inverse of the Student's t cumulative distribution function |
ldeltasi | TIN | evaluates the inverse of the Student's t cumulative distribution function |
lpower | TIN | evaluates the inverse of the Student's t cumulative distribution function |
lsamples | ZREAL | Finds the real zeros of a real function using Muller's method |
mhor | ZBREN | Finds a zero of a real function that changes sign in a given interval |
mhpower | ANORIN | evaluates the inverse of the standard normal (Gaussian) cumulative distribution function |
mhpower | ANORDF | evaluates the standard normal (Gaussian) cumulative distribution function |
mhsize | ZBREN | Finds a zero of a real function that changes sign in a given interval |
phi | DERF | evaluates the error function |
phi | DERFC | evaluates the complementary error function |
survrelh | ? | |
tcrvalue | ? | |
tcumfcn | ? | |
tdeltasi | TIN | evaluates the inverse of the Student's t cumulative distribution function |
tpower | TIN | evaluates the inverse of the Student's t cumulative distribution function |
tsamples | ? | |
tsize | TIN | evaluates the inverse of the Student's t cumulative distribution function |