GAMS: Module DNFFT in IMSLS

General Information

Compute Gaussian kernel estimates of a univariate density via the fast Fourier transform over a fixed interval.

Usage

CALL DNFFT (NOBS, X, FREQ, BNDS, WINDOW, IFFT, NXPT, COEF, DENS, NRMISS)

Classification

L4a1b2

Nonparametric density function estimation

Type

subroutine in IMSLS package

Language

Fortran

Availability

Proprietary, Portable

Precision

Single Precision

Alternates

Location

National Institute of Standards and Technology (NIST), Gaithersburg, MD.

Contact

Gaithersburg Consulting Office: 301-975-2968 (FTS 879-2968)

Usage

Access available only to NIST staff on internal Unix systems. They may access this package provided the /itl tree is cross-mounted.

Documentation: cat /home/fetch/Subjects/Math-Stat-Software/imsl/Documentation/dnfft
Example: cat /home/fetch/Subjects/Math-Stat-Software/imsl/Examples/dnfft
To Link: Login to spruce.nist.gov and see ITL How-To for information on how to setup your environment and link.