Module RLMV in IMSLS

General Information

Fit a multiple linear regression model using the minimax criterion.

Usage

CALL RLMV (NOBS, NCOL, X, LDX, INTCEP, IIND, INDIND, IRSP, B, IRANK, AEMAX, ITER, NRMISS)

Classification

K2	Minimax (L-infinity) approximation
L8a2	Simple linear L-p regression for p different from 2 (e.g., least absolute value, minimax)
L8c3	Multiple linear L-p regression for p different from 2

Type

subroutine in IMSLS package

Language

Fortran

Availability

Proprietary, Portable

Precision

Single Precision

Alternates

DRLMV

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/rlmv

Example

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

To Link

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