nlmdl README

[Ron Gallant]

nlmdl is a C++ implementation of the statistical methods in A. Ronald Gallant, 
"Nonlinear Statistical Models," New York: John Wiley and Sons, 1987, 
ISBN 0-471-80260-3, using a matrix class realmat that is distributed with it.  
The matrix class may be of some independent interest.  

The program computes least squares estimates for a univariate nonlinear 
regression model and generalized least squares estimates for a multivariate 
nonlinear regression model.  Use the SUR option for both.  Other options can be 
set to correct variance estimates for heteroskedasticity and/or serial 
correlation.  For simultaneous nonlinear systems, possibly in implicit form, it 
computes three-stage least-squares estimates, TSLS option, and for nonlinear 
dynamic systems, possibly in implicit form, generalized method-of-moments 
estimates, GMM option.  

The documentation consists of this file, the two header files nlmdl.h and 
realmat.h, and the examples in the directories ch1eg1, ch5eg1, ch6eg1, and 
ch6eg2.  

As distributed, the code is set up for use with GNU's g++ compiler on a Unix 
box.  To check using one of the examples, e.g. ch1eg1, cd to ch1eg1 and type 
make -f ../Makefile.  Each directory has a file detail.bak created using 
nlmdl > detail.dat that you can use for comparison.  

Although intended for use with GNU's g++ compiler, the code can be used with 
Borland's Turbo C++ compiler.  To use Turbo C++, permute the #undef and #define 
for compiler choice in usual.h, copy the contents of, e.g., ch1eg1 to the 
working directory, and list every file with a .cc extension in the .PRJ file 
except nlopr.cc.  Small models, such as ch1eg1, execute correctly when compiled 
with the large memory option but larger ones, such as ch5eg2, run out of memory 
during execution.  I haven't tried Turbo's overlay and memory expansion 
features to see if larger models can be accommodated.  The code hasn't been 
tested with other C++ compilers.  

Copyright (C) 1990 by A. Ronald Gallant.

Permission to use, copy, modify, and distribute this software and its 
documentation for any purpose and without fee is hereby granted, provided that 
the above copyright notice appear in all copies and that both that copyright 
notice and this permission notice appear in supporting documentation.  

This software is provided "as is" without any expressed or implied warranty.

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Professor A. Ronald Gallant        Phone:  919-737-2531
Department of Statistics           FAX:    919-737-7591
North Carolina State University    e-mail: arg at ccvr1.cc.ncsu.edu
Campus Box 8203                    ftp:    ccvr1.cc.ncsu.edu (128.109.212.20), 
Raleigh NC 27695-8203 USA                  user: anonymous, directory: pub/arg 
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