Hello,

Is there any statistics package allowing to reproduce in an easy way the functionality of the (fortran) IMSL library ?

Especially, I am looking for julia functions reproducing the following IMSL functions :

RGIVN

RLEQU

RSTAT

WRRRL

Thanks very much for the informations !

I am not familiar with IMSL. Maybe you could describe the functionality youâ€™re looking for and someone would be able to point you in the right direction. Looking briefly at RGIVN for example, there are multiple ways to for a linear model in Julia; do you have a particular need for a method that uses Givens rotations?

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Of course, there exists statistics library in Julia which do the job. But which library is the â€śbestâ€ť with respect to stability, CPU time, etc ? Especially for these functions :

RGIVN fits a multivariate linear regression model via fast Givens transformations.

RLEQU fits a multivariate linear regression model with linear equality restrictions imposed on the regression parameter.

RSTAT computes statistics related to a regression fit given the coefficient estimates.

(WRRL is a basic output for matrix, forget this function)