Developing Statistical Software In Fortran 95

Statistics and Computing Series Editors: J. Chambers W. Eddy W. Ha¨rdle S. Sheather L. Tierney David R. Lemmon Joseph L. Schafer Developing Statistical Software in Fortran 95 Joseph L. Schafer Department of Statistics and The Methodology Center The Pennsylvania State University 204 East Calder Way, Suite 401 University Park, PA 16802 USA David R. Lemmon The Methodology Center The Pennsylvania State University 204 East Calder Way, Suite 401 University Park, PA 16802 USA Series Editors: J. Chambers Bell Labs, Lucent Technologies 600 Mountain Avenue Murray Hill, NJ 07974 USA W. Eddy Department of Statistics Carnegie Mellon University Pittsburgh, PA 15213 USA W. Ha¨rdle ¨ konometrie Institut fu¨r Statistik und O Humboldt-Universita¨t zu Berlin Spandauer Str. 1 D-10178 Berlin Germany S. Sheather Australian Graduate School of Management University of New South Wales Sydney, NSW 2052 Australia L. Tierney School of Statistics and Actuarial Science University of Iowa Iowa City, IA 52242-1419 USA Library of Congress Cataloging-in-Publication Data Lemmon, David R. Developing statistical software in Fortran 95 / David R. Lemmon, Joseph L. Schafer. p. cm. — (Statistics and computing) Includes bibliographical references and index. ISBN 0-387-23817-4 (alk. paper) 1. FORTRAN (Computer program language) 2. Statistics—Data processing. I. Schafer, J. L. (Joseph L.) II. Title. III. Series. QA76.5.L453 2005 005.13′3—dc22 2004061447 ISBN 0-387-23817-4 Printed on acid-free paper. ActivePerl is a trademark of ActiveState Tool Corporation. Intel Fortran and Intel Visual Fortran are registered trademarks of Intel Corporation. Java is a registered trademark of Sun Microsystems, Inc. Lahey/Fujitsu Fortran is a trademark of Lahey Computer Systems Inc. Linux is a registered trademark for Mr. Linus Torvalds in the United