Module RGIVN in IMSLS

General Information

Fit a multivariate linear regression model via fast Givens transformations.

Usage

CALL RGIVN (IDO, NROW, NCOL, X, LDX, INTCEP, IIND, INDIND, IDEP, INDDEP, IFRQ, IWT, ISUB, TOL, B, LDB, R, LDR, D, IRANK, DFE, SCPE, LDSCPE, NRMISS, XMIN, XMAX)

Classification

L8c1b1	Parameter estimation in multiple linear regression using raw data
L8f	Simultaneous regression

Type

subroutine in IMSLS package

Language

Fortran

Availability

Proprietary, Portable

Precision

Single Precision

Alternates

DRGIVN

Double Precision

Installation on ITL; Unix Workstation Network

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/rgivn

Example

cat /home/fetch/Subjects/Math-Stat-Software/imsl/Examples/rgivn

To Link

Login to spruce.nist.gov and see ITL How-To for information on how to setup your environment and link.