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Repository of the Institute of Statistical Mathematics
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Bibliographic Record
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- Material Type
- 文書・図像類
- Title
- Author/Editor
- 石黒, 真木夫加藤, 比呂子赤池, 弘次
- Publication, Distribution, etc.
- Publication Date
- 1999
- Publication Date (W3CDTF)
- 1999
- Text Language Code
- jpn
- Target Audience
- 一般
- Note (General)
- ARdock: an auto-regressive model analyzer\nARdock packge concerns model fitting and interpretation of the linear multivariate time series and system. The complete ARdock package is composed of a printable monograph, ardock.dvi, that contains all the necessary mathematical formulas; a source file, ardock.F, that contains all the necessary computational routines; and a few subsidiary files. A model, E-MARTS model is proposed for the purpose of system analysis. Model fitting is performed by the least squares method via Householder transformation and the numerical maximization of the log likelihood whose calculation is realized by applying the Kalman filtering technique. This package is so designed that it can readily be used by the users interested in analyzing their own data, and also serves as a bank of subroutines for the general use by statistical model builders.ARdock package Latest news: 2. ardock.F version v.1 is replaced by version v.2. Related patch files ardock.0-2.patch and ardock.1-2.patch are added. Those who has old versions can update his/hers by applying the ardock.0-2.patch to the original ardock.F or ardock.1-2.patch to the version v.1 obtained by applying ardock.0-1.patch to the original ardock.F (2000.11.21 M. Ishiguro) --------- 1. ardock.F is replaced by a revised version. Related patch file ardock.0-1.patch file is added. This revision is to remove a bug. Read first parts of ardock.F and ardock.0-1.patch for the detail. Those who has the original version can update his/hers using the patch file. (2000.11.10 M. Ishiguro) ------------------\n[Compilation] The object file is obtained by the following procedure: 1. If necessary, set appropriate values to parameters summarized in the following Tables 4a, 4b and 4c. 2. Define appropriate parameters for C pre-processor summarized in Table 4d. 3. Apply C pre-processor. 4. Compile by a FORTRAN compiler * In Unix environment, Steps 3 and 4 are performed by simply executing make command, in the directry where three files 'ardock.F', 'ardock.env' and 'Makefile' are placed. Then you will get the executable file ardock.