ISMLIB
Institute of Statistical Mathematics Software & Data Library

Japanese Page

Software published under Open Market License

  1. DEBB
  2. REMTERM
  3. DALL
  4. formaTool
  5. ARdock
  6. MatEx-2D

1. DEBB

Copyright_OML 1996 Makio Ishiguro

[Description]

In debugging a program, it is useful to track the movement of the program before the point of error.

Usually we print out some key information to make this tracking. It is also usual that the amount of this print out is too large. To get just a-little-before-the-accident print out,

  1. make your program so that the computation proceeds referring the previous record of the accident,
  2. where your 'Watch out!!' warning is written in the correct place,
  3. and the program starts minute printing on encountering the warning.
DEBB realizes these things.

[Files]

DEBB package

There are eight files including README.
M. Ishiguro/ 2000.1.17
  1. README : Latest announcement
  2. bug.F : FORTRAN version DEBB package
  3. debb.dvi : postscript file of the manual
  4. debb.pdf : pdf file of the manual
  5. bugsort : perl script to sort parallel machine output
  6. C/cbug.c : C version `bug' and `sbuggle'.
  7. C/cbug.h : a header file required by cbug.c
  8. C/cbug.declare.h : a header file required by cbug.c
[HTTP]
http://ftp.ism.ac.jp:8000/ISMLIB/DEBB/

2. REMTERM

Copyright_OML 1996 Makio Ishiguro

[purpose]

REMTERM provides a call-back managing system for WS's.

[Files]

remterm.pack
[HTTP]
http://ftp.ism.ac.jp:8000/ISMLIB/REMTERM/
remterm/doc : documents
remterm/src : source program in C
[documentation]
in Japanese(EUC)

3. DALL

DALL: Davidon's Algorithm for Log Likelihood Maximization
--- A subroutine for statistical model builders ---
Copiright_OML 1996, 1999 Makio Ishiguro & Hirotugu Akaike

Abstract:
A subroutine for the log likelihood maximization is proposed. It is an implementation of Davidon's variance algorithm with a numerical derivative evaluation procedure. It is designed for use of statistical model builders. It is originally coded in FORTRAN. Now C version is available. Numerical examples are given.
Key Words:
Statistical modeling, log likelihood, AIC,
Numerical optimization, Davidon's variance algorithm,
Numerical differentiation, MLE, FORTRAN, parallel
computation, Open Market License

[REFERENCE]

Ishiguro, M. and Akaike, H. (1989). DALL: Davidon's Algorithm for Log
Likelihood Maximization --- A FORTRAN subroutine for statistical
model builders --, Computer Science Monographs No.25, The Institute
of Statistical Mathematics, Tokyo

[Files]

DALL package

Latest news:
  1. example3.f and dall_pack.c are replaced by revised versions, respectively. Related patch files dall.0-1.patch and cdall.0-1.patch are placed. This revision is to remove a bug. Read first parts of revised codes and patch files for the detail. Those who has the original versions can update his/hers using the patch files. (2000.11.10 M. Ishiguro)
Now, there are 12 files in this directory including this README.
M. Ishiguro/ 2000.11.10
  1. README : Latest announcement
  2. example3.f : log likelihood subroutines and main program for the third example and DALL routine in FORTRAN
  3. dall.0-1.patch : patch for example3.f
  4. dall.ps : postscript file of the manual
  5. dall.pdf : pdf file of the manual
  6. MPI/example3.mpi.f : MPI version with Hessian computation subroutine
  7. MPI/dall.env : environ setting file
  8. C/gauss.c : log likelihood subroutines and main program for the third example in C
  9. C/dall_pack.c : DALL routine in C
  10. C/cdall.0-1.patch : patch file for dall_pack.c
  11. C/nrutil.h : a header file required by dall_pack.c
  12. C/Makefile : sample makefile for C version for Unix environment
[HTTP]
http://ftp.ism.ac.jp:8000/ISMLIB/DALL/
------------------
DALL package 

There are eight files in this directory including this README.
M. Ishiguro/ 1999.10.21

 file              : contents
 README            : Latest announcement 
 example3.f        : log likelihood subroutines and main program for 
                     the third example and DALL routine in FORTRAN
 dall.ps           : postscript file of the manual 
 dall.pdf          : pdf file of the manual
 C/gauss.c         : log likelihood subroutines and main program for 
                     the third  example in C
 C/dall_pack.c     : DALL routine in C
 C/nrutil.h        : a header file required by dall_pack.c 
 C/Makefile        : sample makefile for C version for Unix environment

4. formaTool

Copyright_OML 1997 Makio Ishiguro

[Description]

Manual of supporting software for format making and filling-in work, whichself could be transformed into a new format. You can
  1. prepare, and
  2. efficiently fill in
a format you need. It is useful.

[File]

format.tex : LaTeX source of the manual/format prototype
[HTTP]
http://ftp.ism.ac.jp:8000/ISMLIB/FORMATOOL/

5. ARdock

ARdock : An auto-regressive model analyzer
----- NOW, "ARdock over WWW" is running. ----
Copyright_OML 1999 Makio Ishiguro , Hiroko Kato & Hirotugu Akaike

[Description]

ARdock packge concerns model fitting and interpretation of the linear multivariate time series and system.

The complete ARdock package is composed of a printable monograph, ardock.dvi, that contains all the necessary mathematical formulas; a source file, ardock.F, that contains all the necessary computational routines; and a few subsidiary files.

A model, E-MARTS model is proposed for the purpose of system analysis. Model fitting is performed by the least squares method via Householder transformation and the numerical maximization of the log likelihood whose calculation is realized by applying the Kalman filtering technique.

This package is so designed that it can readily be used by the users interested in analyzing their own data, and also serves as a bank of subroutines for the general use by statistical model builders.

[Files]

ARdock package

    Latest news:
 2. ardock.F version v.1 is replaced by version v.2. Related patch files
    ardock.0-2.patch and ardock.1-2.patch are added. 
    Those who has old versions can update his/hers by applying the
    ardock.0-2.patch to the original ardock.F
    or
    ardock.1-2.patch to the version v.1 obtained by applying
    ardock.0-1.patch to the original ardock.F
    (2000.11.21 M. Ishiguro)

 1. ardock.F is replaced by a revised version. Related patch file
    ardock.0-1.patch file is added. This revision is to remove a bug.
    Read first parts of ardock.F and ardock.0-1.patch for the detail.
    Those who has the original version can update his/hers using the
    patch file. (2000.11.10 M. Ishiguro)
------------------
There are 11 files in this directory including this README.
M. Ishiguro/ 2000.11.21
  1. README: Latest announcement
  2. ardock.F: main program and subroutines
  3. ardock.env: common setting
  4. sample.dat: sample data
  5. ardock.dvi: dvi file of the Computer Science Monograph(CSM)
  6. ardock.pdf: pdf file of the Computer Science Monograph(CSM)
  7. Makefile: A prototype 'makefile' for Unix environment
  8. TUTORIAL.TXT: See Section 5.4.6 of CSM
  9. ardock.1-2.patch: to update version v.1 to version v.2
  10. ardock.0-2.patch: to update the original version to version v.2
  11. ardock.0-1.patch: to update the original version to version v.1
[HTTP]
http://ftp.ism.ac.jp:8000/ISMLIB/ARDOCK/

[Compilation]

The object file is obtained by the following procedure:
  1. If necessary, set appropriate values to parameters summarized in the following Tables 4a, 4b and 4c.
  2. Define appropriate parameters for C pre-processor summarized in Table 4d.
  3. Apply C pre-processor.
  4. Compile by a FORTRAN compiler
* In Unix environment, Steps 3 and 4 are performed by simply
  executing make command, in the directry where three files 'ardock.F',
  'ardock.env' and 'Makefile' are placed. Then you will get the executable
  file ardock.

[Test run of ardock]

Execute ardock command, in the directry where three files 'ardock', 'sample.dat' and 'TUTORIAL.TXT'. 

Table 4a.  Parameters of ardock.F
----------------------------------------------------------------------
 parameter& standard setting &  meaning
----------------------------------------------------------------------
 MAXN     &             2000 &  maximum data length 
 MAXCH    &               10 &  maximum number of channels 
 MAXF     &               80 &  frequency domain grid count
 MAXLAG   &               20 &  maximum AR model order 
 MAXPAR   &              200 &  maximum number of free parameters of a
                                model 
----------------------------------------------------------------------
* First sixteen lines of ardock.F

#define ARDOCKLINK
c#define MPI
c#define QMPIFH
c#define MODIFIER "MODIFIER"

#define MAXN 2000 
#define MAXCH 10 
#define MAXF 80
#define MAXLAG 30 
#define MAXPAR 200

#define IOUNIT 18 
#define KEEPUNIT 99 
#define TUTUNIT 98 
#define BUGLOG 91
#define BUGMAP 92   

Table 4b. Parameters in ardock.env
-----------------------------------------------------------------
 parameter& standard setting &  meaning
-----------------------------------------------------------------
 MPIPROCS &                1 &  number of parallel processors 
 NWORK    &          1000000 &  size of real type work area 
 IWORK    &            10000 &  size of integer type work area 
-----------------------------------------------------------------
* ardock.env
       parameter (mpiprocs = 1)
       dimension mPIL ( MPIPROCS ) , mPIB ( MPIPROCS )
       common  /commpi/ iNFO , mYID , nPROCS , mPI , mPIL , mPIB 
       parameter (nwork=1000000,iwork=10000)
       eal*8 wK ( NWORK )
       integer iWK ( IWORK )
       common  /comwork/  wK , iWK , limflag 
* Work areas necessary for the execution of subroutines
  are taken in the common work areas wk and iwk.  
* If user's computer is a parallel machine, set 'mpiprocs' value
  appropriately.

Table 4c. I/O unit number assignment
-----------------------------------------------------------------
 parameter& standard setting & related file(s) 
-----------------------------------------------------------------
 IOUNIT   &              18  &  data file, AR file etc. 
 KEEPUNIT &              99  &  @KEEP.KEY    
 TUTUNIT  &              98  &  TUTORIAL.TXT 
 BUGMAP   &              92  &  bug.map      
 BUGLOG   &              91  &  bug.log 
-----------------------------------------------------------------

Table 4d. user dependent parameter setting for C pre-processor
---------------------------------------------------------------
 parameter  & end-user    &  modifier       & author     
----------------------------------------------------------
 ARDOCKLINK & define (*1) &  define (*2)    &  define (*2)
 MPI        &   (*3)      &   (*3)          &  define (*3)
 QMPIFH     &   (*6)      &   (*6)          &    (*6)
 MODIFIER   &  ---        & "MODIFIER" (*4) & "MODIFIER"  
 AUTHOR     &  ---        &  ---            &  define (*5)
-----------------------------------------------------------
(*1) The first line of the distributed file is '#define ARDOCKLINK'. 
     End-users should not erase this line.
(*2) Those parts  marked by \#ifdef ARDOCKLINK --- \#endif
     are to customize subroutines for ARdock.
     To reuse those subroutines un-define the parameter ARDOCKLINK.
(*3) The second line of the distributed file is 'c\#define MPI'. 
     If user's computer is a MPI-parallel machine, 
     activate this line as a directive by removing first 'c'.
     Those parts marked by \#ifdef MPI--- \#endif are for parallel
     computation. 
(*4) The third line of the distributed file is 
     'c\#define MODIFIER "MODIFIER"'. Activate this line as a directive
     for C pre-processor by removing first 'c'. Those parts marked 
     by \#ifdef MODIDIER --- \#endif are
     parts for modifiers. End-users have nothing to do with those parts. 
(*5) Those parts marked by \#ifdef AUTHOR --- \#endif are 
     parts for the authors' private version.
     We are not obliged to give any
     explanation  concerning the parts for 'author'.  
(*6) Define if your compiler requires [include "mpif.h"] 
     instead of [include (mpif.h)].

So far, the test of ARdock is successfully done in environments
summarized in the following Table.

Table 5. Computation Environments
-------------------------------------------------------------------
Hardware               & Operating System       & Compiler 
-------------------------------------------------------------------
HITACHI SR8000         & HI-UX/MPP              & FORTRAN90 
HP9000V2250            & HP-UX 11.0             & HP Fortran 90 
IBM R/6000 SP          & AIX Version 4          & AIX XL Fortran 
SGI Origin 2000/4-DS-I & IRIX Release 6.4 IP27  & FORTRAN90 
SPARCstation 5         & Sun OS 4.1.4-JLE 1.1.4 & g77 version0.5.23
--------------------------------------------------------------------

6. MatEx-2D Tools

Copyright_OML 2004 ISHIGURO, Makio, the Institute of Statistical Mathematics SAITO, Muneyoshi, Mathematical Systems Inc.

MatEx-2D Tools is a package of tools for the display and conversion of mathematical documents written in MatEx-2D, the 2-dim. language for mathematical expressions.
Key Words:
Mathematical expression, 2-dimensional language, HTML, TeX, Open Market License

[REFERENCE]

Ishiguro,M. and Saito, M. (2004). MatEx-2D, the 2-dim. Language for Mathematical Expression, Statistical Computing Technical Report RSC-032, The Institute of Statistical Mathematics. (HTML version)

[File]

[HTTP]
http://ftp.ism.ac.jp:8000/ISMLIB/matex/