This directory contains the files associated with the program to calculate exact confidence limits for linear functions of the normal mean and variance. This program was written by Bradford F. Lyon, Charles E. Land, L.M. Greenberg, C. Hall, and C.C. Drzyzgula. NO WARRANTY WE PROVIDE ABSOLUTELY NO WARRANTY OF ANY KIND EITHER EXPRESSED OR IMPLIED, INCLUDING BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE. THE ENTIRE RISK AS TO THE QUALITY AND PERFORMANCE OF THE PROGRAM IS WITH YOU. SHOULD THIS PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF ALL NECESSARY SERVICING, REPAIR OR CORRECTION. IN NO EVENT SHALL Lockheed Martin Energy Corporation, Inc., Oak Ridge National Laboratory, OR ANY OF THEIR COMPONENT INSTITUTIONS BE LIABLE TO YOU FOR DAMAGES, INCLUDING ANY LOST PROFITS, LOST MONIES, OR OTHER SPECIAL, INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING OUT OF THE USE OR INABILITY TO USE (INCLUDING BUT NOT LIMITED TO LOSS OF DATA OR DATA OR ITS ANALYSIS BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY THIRD PARTIES) THE PROGRAM. License ------- This program can be freely distributed and can be freely used for non-commercial purposes. Requirements ------------ The program "Conf95.exe" requires Windows 95 or higher in order to run. This file was created using Microsoft Powerstation Profession Edition version 4.0. However, there are no Windows-specific function calls made. That means that it should be possible to compile the program on other operating systems; however, I have not done this so there might be some modifications necessary, depending on the operating system and Fortran compiler used. Installation ------------ In order to run the program, all that is required is that you run the file "Conf95.exe". The program uses an auxiliary file where some basic options are set (Conf95.opt), but if this file does not exist, one will be created with the default values in it when the program is first run. Format of the Associated Option File (Conf95.opt) ------------------------------------------------- Here is a sample option file thatcan be used to see the format required; the only information actually read in by the program is on the first line: 200, 800.00, 1.0000E-08, -1.0000E+00 NumIt, ArgTop, Tolerance, ResultTol NumIt: Maximum number of iterations ArgTop: For Bessel fcn evaluation,above which we approx. integral Tolerance: Absolute tolerancecriterion for sequenceconvergence ResultTolerance: howclose to zero the root-finding functions must be (a negative value implies that this tolerancecriterion is not used) Default values are given below: Default NumIt: 200 Default ArgTop: 800.00 Default Tolerance: 1.0000E-08 Default ResultTol: -1.0000E+00 Who to contact for Problems --------------------------- For questions about the program, contact Brad Lyon (lyonbf@ornl.gov). While immediate responses are not promised, he will provide assistance as time permits. Included Files -------------- params.inc ---------- Short snippet used to define some constants control.cmn ----------- Defines a common block for the control parameters in the file "Conf95.opt" besseli.for ----------- Program for calculation of the I-Bessel function, by W. J. Cody and L. Stoltz, Argonne National Laboratory (available from NetLib, www.netlib.org). Also includes a few additional routines to simplify calling their routines. loggamma.for ------------ Program to calculate the natural logarithm of the gamma function, by W. J. Cody and L. Stoltz, Argonne National Laboratory (available from NetLib, www.netlib.org). chinorm.for ----------- Program that calculates the inverse of the chi-squared distribution, needed for the verification programs; it calls the CDFCHI function in the public domain CDFLIB Library of Fortran Routines, written by Barry W. Brown and James Lovato, and available from StatLib (lib.stat.cmu.edu) Other programs from the CDFLIB library used: cdfs\qstinv.f cdfs\qstzro.f cdfs\zror.f cdfs\gratio.f cdfs\cumgam.f cdfs\invr.f cdfs\cumchi.f cdfs\cdfchi.f cdfs\SPMPAR.f cdfs\RLOG.f cdfs\ERFC1.f cdfs\REXP.f cdfs\ERF.f cdfs\GAMMA.f cdfs\GAM1.f cdfs\EXPARG.f cdfs\IPMPAR.f cdfs\cumnor.f cdfs\dumnor.f cdfs\devlpl.f cdfs\invnor.f cdfs\dlanor.f cdfs\dln1px.f Directory/Folder "Conf95" ----------------------- Contains the MicroSoft PowerStation 4.0 project file used to compile the program.