WEKO3
アイテム
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DALL
http://hdl.handle.net/10787/3542
http://hdl.handle.net/10787/3542885ab990-6c61-4dc8-b85d-9d23311f017e
名前 / ファイル | ライセンス | アクション |
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README (2.0 kB)
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example3.f (62.9 kB)
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dall.0-1.patch (1.4 kB)
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dall.ps (557.2 kB)
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dall.pdf (174.9 kB)
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MPI.lzh (17.7 kB)
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C.lzh (8.9 kB)
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Item type | その他 / Others(1) | |||||
---|---|---|---|---|---|---|
公開日 | 2014-06-23 | |||||
タイトル | ||||||
タイトル | DALL | |||||
タイトル | ||||||
言語 | en | |||||
タイトル | DALL: Davidon's Algorithm for Log Likelihood Maximization | |||||
言語 | ||||||
言語 | jpn | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Statistical modeling | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | AIC | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | log likelihood | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Numerical optimization | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Davidon's variance | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | Numerical differentiation | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | MLE | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | FORTRAN | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_1843 | |||||
資源タイプ | other | |||||
著者 |
石黒, 真木夫
× 石黒, 真木夫× 赤池, 弘次× Ishiguro, Makio× Akaike, Hirotugu |
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抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | A subroutine for the log likelihood maximization is proposed. It is an implementation of Davidon's variance algorithm with a numerical derivative evaluation procedure. It is designed for use of statistical model builders. It is originally coded in FORTRAN. Now C version is available. Numerical examples are given. | |||||
内容記述 | ||||||
内容記述タイプ | Other | |||||
内容記述 | Copiright_OML 1996, 1999 Makio Ishiguro & Hirotugu Akaike 1.example3.f and dall_pack.c are replaced by revised versions, respectively. Related patch files dall.0-1.patch and cdall.0-1.patch are placed. This revision is to remove a bug. Read first parts of revised codes and patch files for the detail. Those who has the original versions can update his/hers using the patch files. (2000.11.10 M. Ishiguro)\n[REFERENCE] Ishiguro, M. and Akaike, H. (1989). DALL: Davidon's Algorithm for Log Likelihood Maximization --- A FORTRAN subroutine for statistical model builders --, Computer Science Monographs No.25, The Institute of Statistical Mathematics, Tokyo | |||||
書誌情報 | 発行日 1996 | |||||
出版者 | ||||||
出版者 | 統計数理研究所 |