Module RCOV in IMSLS

• IMSLS Information

• Components
  • Documentation from ITL
  • Example from ITL

RCOV

 
Fit a multiple linear regression model given the variance-covariance matrix.
 
Classes  :  L8c1b2 . Parameter estimation in multiple linear regression using
                   correlation data
            L8f .    Simultaneous regression
 
Type     : Fortran subroutine in IMSLS library.
Access   : Proprietary. Many implementations available.
Precision: Single.
 
Usage    : CALL RCOV (INTCEP, NIND, NDEP, COV, LDCOV, XYMEAN, SUMWTF, TOL, B,
           LDB, R, LDR, IRANK, SCPE, LDSCPE)
 
Details  : Documentation Example
Sites    : (1) ITL
 

Implementation of RCOV from IMSLS on ITL

 
ITL:       Unix Workstation Network, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Single. (Double: DRCOV)
 
Access available only to NIST staff on internal Unix systems. They may access this
package provided the /itl tree is cross-mounted.
 
   Link         : Login to spruce.nist.gov and see ITL How-To for
                  information on how to setup your environment and link.
   Documentation: cat
                  /home/fetch/Subjects/Math-Stat-Software/imsl/Documentation/rcov
   Example      : cat
                  /home/fetch/Subjects/Math-Stat-Software/imsl/Examples/rcov