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 :
Thanks very much for the informations !
I am not familiar with IMSL. Maybe you could describe the functionality you’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?
Of course, there exists statistics library in Julia which do the job. But which library is the “best” 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)