DALL

• Material Type: 文書・図像類
• Title: DALL
• Author/Editor: 石黒, 真木夫; 赤池, 弘次
• Author Heading: 石黒, 真木夫; 赤池, 弘次
• Publication, Distribution, etc.: 統計数理研究所
• Publication Date: 1996
• Publication Date (W3CDTF): 1996
• Alternative Title: DALL: Davidon's Algorithm for Log Likelihood Maximization
• Text Language Code: jpn
• Subject Heading: Statistical modeling; AIC; log likelihood; Numerical optimization; Davidon's variance; Numerical differentiation; MLE; FORTRAN
• Target Audience: 一般
• Note (General): 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.; 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
• Access Restrictions: 限定公開
• Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）; https://irdb.nii.ac.jp
• Original Data Provider (Database): 情報・システム研究機構統計数理研究所 : 統計数理研究所学術研究リポジトリ

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