Developing_Statistical_Software_in_Fortran_95.pdf

Statistics and Computing

Series Editors:

J. Chambers

W. Eddy

W. H¨rdle

S. Sheather

L. Tierney

David R. Lemmon

Joseph L. Schafer

Developing Statistical

Software in Fortran 95

David R. Lemmon

The Methodology Center

The Pennsylvania State University

204 East Calder Way, Suite 401

University Park, PA 16802

USA

Joseph L. Schafer

Department of Statistics and

The Methodology Center

The Pennsylvania State University

204 East Calder Way, Suite 401

University Park, PA 16802

USA

Series Editors:

J. Chambers

Bell Labs, Lucent Technologies

600 Mountain Avenue

Murray Hill, NJ 07974

USA

W. Eddy

Department of Statistics

Carnegie Mellon University

Pittsburgh, PA 15213

USA

W. H¨rdle

Institut f¨r Statistik und ¨ konometrie

Humboldt-Universit¨t zu Berlin

Spandauer Str. 1

D-10178 Berlin

Germany

S. Sheather

Australian Graduate School

of Management

University of New South Wales

Sydney, NSW 2052

Australia

L. Tierney

School of Statistics and Actuarial Science

University of Iowa

Iowa City, IA 52242-1419

USA

Library of Congress Cataloging-in-Publication Data

Lemmon, David R.

Developing statistical software in Fortran 95 / David R. Lemmon, Joseph L. Schafer.

p. cm. — (Statistics and computing)

Includes bibliographical references and index.

ISBN 0-387-23817-4 (alk. paper)

1. FORTRAN (Computer program language)

2. Statistics—Data processing.

I. Schafer,

J. L. (Joseph L.)

II. Title.

III. Series.

QA76.5.L453 2005

005.13′3—dc22

2004061447

ISBN 0-387-23817-4

Printed on acid-free paper.

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United States and other countries. Macintosh is a registered trademark of Apple Computer, Inc. MATLAB is a

registered trademark of The MathWorks, Inc. Salford FTN95 is a trademark of Salford Software Ltd. SAS and all

other SAS Institute Inc. product or service names are registered trademarks or trademarks of SAS Institute Inc. in

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Preface

This book grew from our own need to write good computer programs. We

work in an interdisciplinary research center whose mission is to develop and

evaluate statistical methodologies and disseminate them to a broad scien-

tiﬁc community. Computing and software development play an increasingly

important role both in our research and in dissemination. When faced with

the task of actually writing a statistical program, however, we found our-

selves without a road map. We needed an overall strategy.

After initial discussions, we drafted a brief document for our colleagues

that contained guidelines for programming in Fortran. We also wrote li-

braries of Fortran procedures that could be shared among applications and

a sample program to serve as a template for other projects. These materials

proved extremely valuable. Those who followed the template—even if they

had little or no prior experience in Fortran—quickly learned to produce

code that was easy to maintain and debug.

At the same time, we wrestled with another crucial issue: how to dissem-

inate statistical software to reach a wider audience. Some of our consumers

would have no problem using an old-fashioned program that runs from the

command line. But others had grown accustomed to graphical applications

with windows, menus, buttons, etc. Still others were clamoring for add-ons

to statistical programs such as SAS r . Given the diversity of environments

in which data are being analyzed today, it seemed impossible to satisfy

everyone without implementing our methods many times. As we began to

learn about the Component Object Model (COM), however, we soon re-

alized that packaging statistical routines as COM servers would help us

to reach more potential users. With COM, we found that computational

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