Module MLSE in IMSLS

• IMSLS Information

• Components
  • Documentation from ITL
  • Example from ITL

MLSE

 
Compute least squares estimates of a linear regression model for a multichannel
time series with a specified base channel.
 
Classes  :  L10d . Analysis of two multi-channel time series
 
Type     : Fortran subroutine in IMSLS library.
Access   : Proprietary. Many implementations available.
Precision: Single.
 
Usage    : CALL MLSE (NOBSX, NCHANX, X, LDX, IMEAN, XMEAN, NDIFF, NDPREG, LAG,
           CONST, NPREG, PREG)
 
Details  : Documentation Example
Sites    : (1) ITL
 

Implementation of MLSE from IMSLS on ITL

 
ITL:       Unix Workstation Network, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Single. (Double: DMLSE)
 
Access available only to NIST staff on internal Unix systems. They may access this
package provided the /itl tree is cross-mounted.
 
   Link         : Login to spruce.nist.gov and see ITL How-To for
                  information on how to setup your environment and link.
   Documentation: cat
                  /home/fetch/Subjects/Math-Stat-Software/imsl/Documentation/mlse
   Example      : cat
                  /home/fetch/Subjects/Math-Stat-Software/imsl/Examples/mlse