FPL Statistics Group

FORTRAN code for a likelihood ratio test of the equality of the coefficients of variation of k populations


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

The theory behind these programs is described in two publications:


The FORTRAN source for this code comes in five files:

  1. covtestk.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 .


If you have questions about this software, or suggestions for improvement, please contact Steve Verrill at sverrill@fs.fed.us or 608-231-9375.
[Forest Service] [Forest Products Lab] [FPL Statistics Group]

Last modified on 9/9/09.

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