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IMSL routines used in PS

Dale Plummer edited this page Mar 3, 2017 · 10 revisions

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