starpac
starpac,
a Fortran77 code which
carries out statistical data analysis,
by Janet Donaldson.
Licensing:
The computer code and data files described and made available on this web page
are distributed under
the MIT license.
Languages:
starpac is available in
a Fortran77 version and
a Fortran90 version.
Related Data and Programs:
starpac_test
BLAS1,
a Fortran77 library which
implements the Basic Linear Algebra Subprograms, Level 1.
LAWSON,
a Fortran77 library which
contains routines for solving least squares problems and singular value
decompositions, by Lawson and Hanson.
MACHINE,
a Fortran77 library which
tabulates the values of certain machine-specific arithmetic quantities.
NL2SOL,
a Fortran77 library which
minimizes the
sum of squares of a set of nonlinear functions.
PROB,
a Fortran90 library which
computes the
PDF, CDF, inverse CDF, and sampling various statistical
distributions.
UNIFORM,
a Fortran77 library which
can compute uniform random samples.
XERROR,
a Fortran77 library which
handles errors.
Reference:
-
Milton Abramowitz, Irene Stegun,
Handbook of Mathematical Functions,
National Bureau of Standards, 1964,
LC: QA47.A34,
ISBN: 0-486-61272-4.
-
Peter Bloomfield,
Fourier Analysis of Time Series - An Introduction,
Wiley, 2000,
ISBN: 0471889482,
LC: QA280.B59.
-
Nancy Bosten, Thomas Aird,
Remark on Algorithm 179,
Communications of the ACM,
Volume 17, page 153, 1974.
-
George Box, Gwilym Jenkins,
Time Series Analysis: Forecasting and Control,
Prentice Hall, 1991,
ISBN: 0139051007,
LC: QA280.B67.
-
Kenneth Brown,
A Quadratically Convergent Newton-like Method Based upon
Gaussian Elimination,
SIAM Journal on Numerical Analysis,
Volume 6, pages 560-569, 1969.
-
Peter Businger, Gene Golub,
Linear Least Squares Solutions by Householder Transformations,
Numerische Mathematik,
Volume 7, pages 269-276, 1965.
-
Alan Cline, Cleve Moler, Pete Stewart, James Wilkinson,
An Estimate of the Condition Number of a Matrix,
Technical Report TM-310,
Applied Math Division,
Argonne National Laboratory, 1977.
-
John Dennis, David Gay, Roy Welsch,
Algorithm 573:
An Adaptive Nonlinear Least-Squares Algorithm,
ACM Transactions on Mathematical Software,
Volume 7, Number 3, 1981, pages 367-383.
-
Janet Donaldson, Peter Tryon,
User's Guide to STARPAC,
The Standards Time Series and Regression Package,
NIST, Boulder, Colorado, 1987.
-
Jack Dongarra, Jim Bunch, Cleve Moler, Pete Stewart,
LINPACK User's Guide,
SIAM, 1979,
ISBN13: 978-0-898711-72-1,
LC: QA214.L56.
-
Norman Draper, Harry Smith,
Applied Regression Analysis,
Wiley, 1998,
ISBN: 978-0471170822,
LC: QA278.2.D7.
-
Merran Evans, Nicholas Hastings, Brian Peacock,
Statistical Distributions,
Wiley, 2000,
ISBN: 0471371246,
LC: QA273.6E92.
-
Enrico Federghi,
Extended Tables of the Percentage Points of Student's
T-Distribution,
Journal of the American Statistical Association,
Volume 54, Number 287, 1959, pages 683-688.
-
Phyllis Fox, Andrew Hall, Norman Schryer,
Algorithm 528,
A Framework for a Portable Library,
ACM Transactions on Mathematical Software,
Volume 4, Number 2, June 1978, pages 177-188.
-
Walter Gautschi,
Algorithm 542:
Incomplete Gamma Functions,
ACM Transactions on Mathematical Software,
Volume 5, Number 4, December 1979, pages 382-489.
-
David Gay,
Computing Optimal Locally Constrained Steps,
SIAM Journal on Scientific and Statistical Computing,
Volume 2, Number 2, pages 186-197, 1981.
-
Philip Gill, Walter Murray,
Algorithms for the Solution of the
Non-linear Least-squares Problem,
SIAM Journal on Numerical Analysis,
Volume 15, Number 5, pages 977-991, 1978.
-
Steven Goldfeld, Richard Quandt, Hale Trotter,
Maximization by Quadratic Hill-climbing,
Econometrica,
Volume 34, pages 541-551, 1966.
-
MD Hebden,
An Algorithm for Minimization using Exact Second Derivatives,
Report TP515,
Theoretical Physics Division,
AERE, Harwell, Oxon., England, 1973.
-
DC Hoaglin,
Theoretical Properties of Congruential Random-Number Generators,
An Empirical View,
Memorandum NS-340,
Department of Statistics,
Harvard University, 1976.
-
Gwilym Jenkins, Donald Watts,
Spectral Analysis and its Applications,
Holden-Day, 1968,
ISBN: 1892803038,
LC: QA280.J45.
-
Norman Johnson, Samuel Kotz, Narayanaswamy Balakrishnan,
Continuous Univariate Distributions,
Second edition,
Wiley, 1994,
ISBN: 0471584940,
LC: QA273.6.J6
-
Donald Knuth,
The Art of Computer Programming,
Volume 2, Seminumerical Algorithms,
Third Edition,
Addison Wesley, 1997,
ISBN: 0201896842,
LC: QA76.6.K64.
-
Charles Lawson, Richard Hanson,
Solving Least Squares Problems,
SIAM, 1995,
ISBN: 0898713560,
LC: QA275.L38.
-
Charles Lawson, Richard Hanson, David Kincaid, Fred Krogh,
Algorithm 539:
Basic Linear Algebra Subprograms for Fortran Usage,
ACM Transactions on Mathematical Software,
Volume 5, Number 3, September 1979, pages 308-323.
-
George Marsaglia, Wai Wan Tsang,
A fast, easily implemented method for sampling from decreasing or
symmetric unimodal density functions,
SIAM Journal of Scientific and Statistical Computing,
Volume 5, 1983, pages 349-359.
-
Jorge More,
The Levenberg-Marquardt Algorithm, Implementation and Theory,
in Springer Lecture Notes in Mathematics, Number 630,
edited by G A Watson,
Springer, 1978.
-
Donald Owen,
Handbook of Statistical Tables,
Addison-Wesley, 1962.
-
Egon Pearson, Herman Hartley,
Biometrika Tables for Statisticians,
Cambridge, 1970,
ISBN: 978-0852647004.
-
Michael Powell,
A Fortran Subroutine for Solving Systems of Nonlinear
Algebraic Equations,
in Numerical Methods for Nonlinear Algebraic Equations,
edited by Philip Rabinowitz,
Gordon and Breach, 1970,
ISBN13: 978-0677142302,
LC: QA218.N85.
-
CS Smith,
Multiplicative Pseudo-Random Number Generators with Prime Modulus,
Journal of the Association for Computing Machinery,
Volume 19, pages 586-593, 1971.
-
Richard Varga,
Minimal Gerschgorin Sets,
Pacific Journal of Mathematics,
Volume 15, pages 719-729, 1965.
-
Max Waldmeier,
The Sunspot-Activity in the Years 1610-1960,
Shulthess, 1961,
LC: QB525.W34.
-
Martin Wilk, Ram Gnanadesikan, Marilyn Huyett,
Probability Plots for the Gamma Distribution,
Technometrics,
Volume 4, Number 1, 1962, pages 1-15,
Source Code:
Last revised on 17 December 2023.