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,
The theory behind these programs 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,
- 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.
The FORTRAN source for this code comes in five files:
- covtestk.f --- A FORTRAN main routine
written by Steve Verrill.
- 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.
- 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.
- dpsort.f --- dpsort is a FORTRAN routine
that sorts double precision numbers. It was written by
of the USDA Forest Service Forest Products Laboratory.
- 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
If you have questions about this software,
or suggestions for improvement,
please contact Steve Verrill at
[FPL Statistics Group]
Last modified on 9/9/09.
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