IMSL Fortran Numerical Libraries 7
數學統計程式庫
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整合為一的程式庫所有的 F77, F90 與平行處理功能皆整合為單一的 IMSL Fortran 程式庫 快速與容易使用的介面模組考量到控制、加快與簡化程式開發的時程;全面採用選擇性參數 簡明與彈性的函式庫介面加速了程式設計與簡化文件除了列出必須的參數外也提供選擇性參數的完整控制全新與穩定的非線性最佳化函數新增非線限制條件最佳化 (nonlinearly constrained optimization) 函數新增時間序列演算法以下演算法皆為日本統計數學學會 (ISM) 開發的 TIMe Series Analysis and Control (TIMSAC) 套裝中的一部分。時間序列分析在許多領域被高度使用;包含經濟學、財務工程、氣候分析與資料探勘等等 MAX_ARMA Exact maximum likelihood estimation of the parameters in a univariate Autoregressive Moving Average (ARMA) time series model. Useful in developing predictive models for complex time series data. Automatic Model Selection Fitting These routines enables model fitting of time series data, such as stock prices or process data, to be fitted automatically. This automatic fitting feature thus allows model fitting to be embedded in other processes Univariate and multi-variate versions available Akaike's Information Criterion or Final Prediction Error methodologies available Bayesian Seasonal adjustment for time series data. 使用在經濟學、財務工程、氣象研究、零售業銷售資料探勘與預測等 準蒙地卡羅 (Quasi Monte-Carlo) 函數提供大尺寸積分 Allows numerical approximation of integrals over a very high dimensional cube Can be used by financial engineers to evaluate the risk of pools of mortgages requiring integration over a 360-degree cube, for example. Faure sequence 函數確定性的超均勻分布序列 (low-discrepancy sequence),被使用在 Quasi Monte-Carlo 分析中 GARCH 函數 使用來建置時間序列資料模型,諸如石油價格或利率走勢等擴充 SMP/OpenMP 支援平行運算環境在線性系統、矩陣處理、特徵值系統分析與快速傅立葉轉換等領域中的演算法皆充分利用 SMP 在系統中的特點 IMSL Libraries 程式庫數學統計程式庫 ■超強數學功能 功能強大的數學函式可幫助您更有效率的編寫程式,並可讓你的程式擁有最佳的數值運算能力,其中IMSL程式庫包含了適用工程、科學及其它要求精密和可靠數學運算的各領域函式。 ■健全的統計功能 IMSL統計程式庫能幫您加速研發的過程,節省研究成本,並造出與各種系統相容的應用程式,提供上百種的程式範例,讓您的程式編寫更有效率。 ■將您的數據變成決策 不論自己做分析還是為其它專業人士開發應用程式,您都會和其它管理大量數據的人一樣遇到一大挑戰,如何快速且準確的運用大量數據資料找出其中最適合的資訊,然後將您的結果傳送給別人。 數學函數 Linear systems,Eigensystem analysis,Interpolation and approximation,Integration and differentiation,Differential equations,Transforms,Nonlinear equations,Optimization,Matrix/vector operations,Utilities,Elementary functions,Trigonometric and hyperbolic functions,Exponential integrals,Gamma functions Error functions,Bessel functions,Kelvin functions,Airy functions,Elliptic integrals and functions,Probability distribution and inverses Mathieu functions 統計函數 Basic statistics,Regression,Correlation,Analysis of variance,Categorical and discrete data analysis,Nonparametric statistics,Goodness-of-fit and randomness,Time series and forecasting,Co-variance structures and factor analysis,Discriminant analysis,,Cluster analysis,Sampling,Survival analysis, life testing, reliability,Multidimensional scaling,Density and hazard estimation,Probability distribution and inverses,Random number generation Mathematical Functionality Linear systems Eigensystem analysis Interpolation and approximation Integration and differentiation Differential equations Transforms Nonlinear equations Optimization Matrix/vector operations Utilities Elementary functions Trigonometric and hyperbolic functions Exponential integrals Gamma functions Error functions Bessel functions Kelvin functions Airy functions Elliptic integrals and functions Probability distribution and inverses Mathieu functions Statistical Functionality Basic statistics Regression Correlation Analysis of variance Categorical and discrete data analysis Nonparametric statistics Goodness-of-fit and randomness Time series and forecasting Co-variance structures and factor analysis Discriminant analysis Cluster analysis Sampling Survival analysis, life testing, reliability Multidimensional scaling Density and hazard estimation Probability distribution and inverses Random number generation

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