The functions for computations of basic statistics generally have relatively simple arguments. In most cases, the first required argument is the number of observations. The data are input in either a one- or two-dimensional array. As usual, when a two-dimensional array is used, the rows contain observations and the columns represent variables. Most of the functions in this chaptersection allow for missing values. Missing value codes can be set by using function imsls_f_machine, described in Chapter 15, “Utilities”;.
Several functions in this chaptersection perform statistical tests. These functions generally return a “p-value” for the test, often as the return value for the C function. The p-value is between 0 and 1 and is the probability of observing data that would yield a test statistic as extreme or more extreme under the assumption of the null hypothesis. Hence, a small p-value is evidence for the rejection of the null hypothesis.
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