FPL Statistics Group

FORTRAN code for confidence bounds on a normal distribution coefficient of variation that is shared by k populations

Disclaimer

If you would simply like to run this code over the Web, go here.

The theory behind this program is described in two publications:

• Confidence Bounds and Hypothesis Tests for Normal Distribution Coefficients of Variation, 2007, Research Paper 638, USDA Forest Products Laboratory, Madison, Wisconsin.
• Verrill, S. and Johnson, R.A. (2007). "Confidence Bounds and Hypothesis Tests for Normal Distribution Coefficients of Variation." Communications in Statistics -- Theory and Methods, Volume 36, Number 12, pages 2187-2206.

FORTRAN code

The FORTRAN source for this code comes in five files:

1. covconfk.f --- A FORTRAN main routine written by Steve Verrill.
2. rnor.f --- rnor is a FORTRAN routine that generates normally distributed random numbers with mean 0, variance 1. It was written by David Kahaner and George Marsaglia. It includes uni, a FORTRAN routine that generates uniform random numbers on [0,1]. uni was written by James Blue, David Kahaner, and George Marsaglia.
3. dfzero.f --- dfzero is a FORTRAN routine that searches "for a zero of a function F(X) in a given interval (B,C)". It was written by L.F. Shampine and H.A. Watts.
4. dpsort.f --- dpsort is a FORTRAN routine that sorts double precision numbers. It was written by Steve Verrill of the USDA Forest Service Forest Products Laboratory.
5. umdpn.f --- umdpn.f or UNCMIN is an unconstrained nonlinear optimization routine written by Bobby Schnabel (and J.E. Koontz and B.E. Weiss?). See Dennis and Schnabel, Numerical Methods for Unconstrained Optimization and Nonlinear Equations, Prentice-Hall, 1983, and Schnabel, Koontz, and Weiss, "A Modular System of Algorithms for Unconstrained Minimization," ACM Transactions of Mathematical Software, 1985, pages 419 -- 440.

The program also depends upon DCDFLIB. DCDFLIB is a public domain library of "routines for cumulative distribution functions, their inverses, and their parameters." It was produced by Barry Brown, James Lovato, and Kathy Russell of the Department of Biomathematics, M.D. Anderson Cancer Center, The University of Texas. DCDFLIB can be found at http://biostatistics.mdanderson.org/SoftwareDownload/SingleSoftware.aspx?Software_id=21 .

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