The source for this collection is quite large, and is archived in 6
pieces. The obtain the pieces, send the message
send 1 from nlmdl
send 2 from nlmdl
send 3 from nlmdl
send 4 from nlmdl
send 5 from nlmdl
send 6 from nlmdl
to StatLib. Each of the 6 pieces is a shar archive, of about 50,000 bytes.
Here is the README file for the collection
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nlmdl is a C++ implementation of the statistical methods in A. Ronald Gallant,
"Nonlinear Statistical Models," New York: John Wiley and Sons, 1987, using a
matrix class, realmat, that is distributed with it. The matrix class may be
of some independent interest.
The program computes least squares estimates for a univariate nonlinear
regression model and generalized least squares estimates for a multivariate
nonlinear regression model. Use the SUR option for both. Other options can
be set to correct variance estimates for heteroskedasticity and/or serial
correlation. For simultaneous nonlinear systems, possibly in implicit form,
it computes three-stage least-squares estimates, TSLS option, and for nonlinear
dynamic systems, possibly in implicit form, generalized method-of-moments
estimates, GMM option.
The documentation consists of this file, the two header files nlmdl.h and
realmat.h, and the examples in the directories ch1eg1, ch5eg1, ch6eg1, and
ch6eg2.
As distributed, the code is set up for use with GNU's 1.37 g++ compiler on a
Unix box. To test the code using one of the examples, e.g. ch1eg1, cd to
ch1eg1 and type make -f ../Makefile. Each directory has a file detail.bak
created using nlmdl > detail.bak that used for comparison. For version 1.35
of g++, the #undef and #define for I/O style in usual.h will have to be set to
GNU. The code hasn't been tested with other versions.
The code can also be used with Borland's Turbo C++ compiler. To use Turbo C++,
permute the #undef and #define for compiler choice in usual.h, copy the
contents of, e.g., ch1eg1 to the working directory, and list every file with
a .cc extension in the .PRJ file. Compile with the large memory option. The
code hasn't been tested with other C++ compilers.
Updates and bug fixes are available via ftp anonymous at ccvr1.cc.ncsu.edu
(128.109.212.20) in directory pub/arg/nlmdl.
Copyright (C) 1990 by A. Ronald Gallant.
Permission to use, copy, modify, and distribute this software and its
documentation for any purpose and without fee is hereby granted, provided that
the above copyright notice appear in all copies and that both that copyright
notice and this permission notice appear in supporting documentation.
This software is provided "as is" without any expressed or implied warranty.
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Professor A. Ronald Gallant Phone: 919-737-2531
Department of Statistics FAX: 919-737-7591
North Carolina State University e-mail: arg@ccvr1.cc.ncsu.edu
Campus Box 8203 ftp: ccvr1.cc.ncsu.edu (128.109.212.20),
Raleigh NC 27695-8203 USA user: anonymous, directory: pub/arg
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