Function | Purpose Statement |
---|---|
Retrieves an error type for the most recently called IMSL routine. | |
Performs the Noether test for cyclical trend. | |
Computes the number of days from January 1, 1900, to the given date. | |
Gives the date corresponding to the number of days since January 1, 1900. | |
Searches a k-d tree for the k nearest neighbors of a key. | |
Performs a k nearest neighbor discrimination. | |
Computes maximum likelihood estimates of the mean and variance from grouped and/or censored normal data. | |
Computes Box‑Jenkins forecasts and their associated probability limits for a nonseasonal ARMA model. | |
Computes least squares estimates of parameters for a nonseasonal ARMA model. | |
Computes preliminary estimates of the autoregressive and moving average parameters of an ARMA model. | |
Computes tie statistics for a sample of observations. |