IDL Analyst Reference Guide - ROSS Home page

1212 Pages·2007·7.87 MB·English

IDL Analyst
Reference
Guide
IDL Version 7.0
November 2007 Edition
Copyright © ITT Visual Information Solutions
All Rights Reserved
1107IDL70AN
Restricted Rights Notice
The IDL®, IDL Analyst™, ENVI®, and ENVI Zoom™ software programs and the accompanying procedures, functions, and
documentation described herein are sold under license agreement. Their use, duplication, and disclosure are subject to the
restrictions stated in the license agreement. ITT Visual Information Solutions reserves the right to make changes to this document at
any time and without notice.
Limitation of Warranty
ITT Visual Information Solutions makes no warranties, either express or implied, as to any matter not expressly set forth in the
license agreement, including without limitation the condition of the software, merchantability, or fitness for any particular purpose.
ITT Visual Information Solutions shall not be liable for any direct, consequential, or other damages suffered by the Licensee or any
others resulting from use of the software packages or their documentation.
Permission to Reproduce this Manual
If you are a licensed user of these products, ITT Visual Information Solutions grants you a limited, nontransferable license to
reproduce this particular document provided such copies are for your use only and are not sold or distributed to third parties. All such
copies must contain the title page and this notice page in their entirety.
Export Control Information
This software and its associated documentation are subject to the controls of the Export Administration Regulations (EAR). It has
been determined that this software is classified as EAR99 under U.S. Export Control laws and regulations, and may not be re-
transferred to any destination expressly prohibited by U.S. laws and regulations. The recipient is responsible for ensuring compliance
to all applicable U.S. Export Control laws and regulations.
Acknowledgments
ENVI® and IDL® are registered trademarks of ITT Corporation, registered in the United States Patent and Trademark Office. ION™, ION Script™,
ION Java™, and ENVI Zoom™ are trademarks of ITT Visual Information Solutions.
Numerical Recipes™ is a trademark of Numerical Recipes Software. Numerical Recipes routines are used by permission.
GRG2™ is a trademark of Windward Technologies, Inc. The GRG2 software for nonlinear optimization is used by permission.
NCSA Hierarchical Data Format (HDF) Software Library and Utilities. Copyright © 1988-2001, The Board of Trustees of the University of Illinois. All
rights reserved.
NCSA HDF5 (Hierarchical Data Format 5) Software Library and Utilities. Copyright © 1998-2002, by the Board of Trustees of the University of
Illinois. All rights reserved.
CDF Library. Copyright © 2002, National Space Science Data Center, NASA/Goddard Space Flight Center.
NetCDF Library. Copyright © 1993-1999, University Corporation for Atmospheric Research/Unidata.
HDF EOS Library. Copyright © 1996, Hughes and Applied Research Corporation.
SMACC. Copyright © 2000-2004, Spectral Sciences, Inc. and ITT Visual Information Solutions. All rights reserved.
This software is based in part on the work of the Independent JPEG Group.
Portions of this software are copyrighted by DataDirect Technologies, © 1991-2003.
BandMax®. Copyright © 2003, The Galileo Group Inc.
Portions of this computer program are copyright © 1995-1999, LizardTech, Inc. All rights reserved. MrSID is protected by U.S. Patent No. 5,710,835.
Foreign Patents Pending.
Portions of this software were developed using Unisearch’s Kakadu software, for which ITT has a commercial license. Kakadu Software. Copyright ©
2001. The University of New South Wales, UNSW, Sydney NSW 2052, Australia, and Unisearch Ltd, Australia.
This product includes software developed by the Apache Software Foundation (www.apache.org/).
MODTRAN is licensed from the United States of America under U.S. Patent No. 5,315,513 and U.S. Patent No. 5,884,226.
FLAASH is licensed from Spectral Sciences, Inc. under a U.S. Patent Pending.
Portions of this software are copyrighted by Merge Technologies Incorporated.
Support Vector Machine (SVM) is based on the LIBSVM library written by Chih-Chung Chang and Chih-Jen Lin (www.csie.ntu.edu.tw/~cjlin/libsvm),
adapted by ITT Visual Information Solutions for remote sensing image supervised classification purposes.
IDL Wavelet Toolkit Copyright © 2002, Christopher Torrence.
IMSL is a trademark of Visual Numerics, Inc. Copyright © 1970-2006 by Visual Numerics, Inc. All Rights Reserved.
Other trademarks and registered trademarks are the property of the respective trademark holders.
Contents
Chapter 1
Preface ................................................................................................... 13
About IDL Analyst .......................................................................................................... 14
Licensing ................................................................................................................... 14
Using the IDL Analyst Documentation ........................................................................... 15
Rows versus Columns ............................................................................................... 15
Error Handling ................................................................................................................. 17
Underflow and Overflow .......................................................................................... 17
Missing Values ......................................................................................................... 17
Errors in User Code .................................................................................................. 17
Chapter 2
Functional List of
IMSL Routines ....................................................................................... 21
Linear Systems ................................................................................................................ 23
Eigensystem Analysis ...................................................................................................... 25
IDL Analyst Reference Guide 3
4
Interpolation and Approximation ..................................................................................... 26
Quadrature ........................................................................................................................ 27
Differential Equations ...................................................................................................... 28
Transforms ....................................................................................................................... 29
Nonlinear Equations ......................................................................................................... 30
Optimization .................................................................................................................... 31
Special Functions ............................................................................................................. 32
Basic Statistics and Random Number Generators ........................................................... 34
Regression ........................................................................................................................ 35
Correlation and Covariance ............................................................................................. 37
Analysis of Variance ........................................................................................................ 38
Categorical and Discrete Data Analysis .......................................................................... 39
Nonparametric Statistics .................................................................................................. 40
Goodness of Fit ................................................................................................................ 41
Time Series and Forecasting ............................................................................................ 42
Multivariate Analysis ....................................................................................................... 43
Survival Analysis ............................................................................................................. 44
Probability Distribution Functions and Inverses .............................................................. 45
Random Number Generation ........................................................................................... 46
Math and Statistics Utilities ............................................................................................. 48
Chapter 3
Alphabetical Listing of IMSL Routines ............................................... 49
Part I: Mathematics Routines
Chapter 4
Linear Systems ..................................................................................... 65
Overview: Linear Systems ............................................................................................... 66
Linear Systems Routines .................................................................................................. 77
IMSL_INV ....................................................................................................................... 79
IMSL_LUSOL ................................................................................................................. 81
IMSL_LUFAC ................................................................................................................. 87
IMSL_CHSOL ................................................................................................................. 91
IMSL_CHFAC ................................................................................................................. 95
IMSL_QRSOL ................................................................................................................. 98
IMSL_QRFAC ............................................................................................................... 102
IMSL_SVDCOMP ......................................................................................................... 106
Contents IDL Analyst Reference Guide
5
IMSL_CHNNDSOL ...................................................................................................... 110
IMSL_CHNNDFAC ..................................................................................................... 114
IMSL_LINLSQ ............................................................................................................. 118
IMSL_SP_LUSOL ........................................................................................................ 123
IMSL_SP_LUFAC ........................................................................................................ 129
IMSL_SP_BDSOL ........................................................................................................ 136
IMSL_SP_BDFAC ........................................................................................................ 140
IMSL_SP_PDSOL ........................................................................................................ 144
IMSL_SP_PDFAC ........................................................................................................ 149
IMSL_SP_BDPDSOL ................................................................................................... 153
IMSL_SP_BDPDFAC ................................................................................................... 156
IMSL_SP_GMRES ....................................................................................................... 160
IMSL_SP_CG ............................................................................................................... 164
IMSL_SP_MVMUL ...................................................................................................... 168
Chapter 5
Eigensystem Analysis ........................................................................ 173
Overview: Eigensystem Analysis .................................................................................. 174
Eigensystem Routines ................................................................................................... 177
IMSL_EIG ..................................................................................................................... 178
IMSL_EIGSYMGEN .................................................................................................... 183
IMSL_GENEIG ............................................................................................................. 186
Chapter 6
Interpolation and Approximation ....................................................... 191
Overview: Interpolation and Approximation ................................................................ 192
Interpolation and Approximation Routines ................................................................... 199
IMSL_CSINTERP ......................................................................................................... 200
IMSL_CSSHAPE .......................................................................................................... 205
IMSL_BSINTERP ......................................................................................................... 210
IMSL_BSKNOTS ......................................................................................................... 219
IMSL_SPVALUE ......................................................................................................... 224
IMSL_SPINTEG ........................................................................................................... 230
IMSL_FCNLSQ ............................................................................................................ 234
IMSL_BSLSQ ............................................................................................................... 238
IMSL_CONLSQ ........................................................................................................... 248
IMSL_CSSMOOTH ...................................................................................................... 254
IDL Analyst Reference Guide Contents
6
IMSL_SMOOTHDATA1D ........................................................................................... 258
IMSL_SCAT2DINTERP ............................................................................................... 262
IMSL_RADBF ............................................................................................................... 266
IMSL_RADBE .............................................................................................................. 277
Chapter 7
Quadrature .......................................................................................... 279
Overview: Quadrature .................................................................................................... 280
Quadrature Routines ...................................................................................................... 283
IMSL_INTFCN .............................................................................................................. 284
IMSL_INTFCNHYPER ................................................................................................ 315
IMSL_INTFCN_QMC .................................................................................................. 319
IMSL_GQUAD .............................................................................................................. 322
IMSL_FCN_DERIV ...................................................................................................... 326
Chapter 8
Differential Equations ........................................................................ 329
Overview: Differential Equations .................................................................................. 330
Differential Equations Routines ..................................................................................... 332
IMSL_ODE .................................................................................................................... 333
IMSL_PDE_MOL .......................................................................................................... 351
IMSL_POISSON2D ...................................................................................................... 366
Chapter 9
Transforms .......................................................................................... 373
Overview: Transforms ................................................................................................... 374
Transforms Routines ...................................................................................................... 376
IMSL_FFTCOMP .......................................................................................................... 377
IMSL_FFTINIT ............................................................................................................. 387
IMSL_CONVOL1D ...................................................................................................... 390
IMSL_CORR1D ............................................................................................................ 395
IMSL_LAPLACE_INV ................................................................................................. 398
Chapter 10
Nonlinear Equations ........................................................................... 407
Overview: Nonlinear Equations ..................................................................................... 408
Nonlinear Equations Routines ....................................................................................... 409
IMSL_ZEROPOLY ....................................................................................................... 410
Contents IDL Analyst Reference Guide
7
IMSL_ZEROFCN ......................................................................................................... 413
IMSL_ZEROSYS .......................................................................................................... 418
Chapter 11
Optimization ........................................................................................ 421
Overview: Optimization ................................................................................................ 422
Optimization Routines ................................................................................................... 424
IMSL_FMIN ................................................................................................................. 425
IMSL_FMINV ............................................................................................................... 433
IMSL_NLINLSQ .......................................................................................................... 441
IMSL_LINPROG .......................................................................................................... 449
IMSL_QUADPROG ..................................................................................................... 454
IMSL_MINCONGEN ................................................................................................... 458
IMSL_CONSTRAINED_NLP ...................................................................................... 465
Chapter 12
Special Functions .............................................................................. 473
Overview: Special Functions ......................................................................................... 474
Special Functions Routines ........................................................................................... 475
IMSL_ERF .................................................................................................................... 477
IMSL_ERFC ................................................................................................................. 480
IMSL_BETA ................................................................................................................. 484
IMSL_LNBETA ............................................................................................................ 487
IMSL_BETAI ................................................................................................................ 489
IMSL_LNGAMMA ...................................................................................................... 491
IMSL_GAMMA_ADV ................................................................................................. 493
IMSL_GAMMAI .......................................................................................................... 495
IMSL_BESSI ................................................................................................................. 498
IMSL_BESSJ ................................................................................................................ 500
IMSL_BESSK ............................................................................................................... 502
IMSL_BESSY ............................................................................................................... 504
IMSL_BESSI_EXP ....................................................................................................... 506
IMSL_BESSK_EXP ..................................................................................................... 508
IMSL_ELK .................................................................................................................... 510
IMSL_ELE .................................................................................................................... 512
IMSL_ELRF .................................................................................................................. 514
IMSL_ELRD ................................................................................................................. 516
IDL Analyst Reference Guide Contents
8
IMSL_ELRJ ................................................................................................................... 518
IMSL_ELRC .................................................................................................................. 520
IMSL_FRESNEL_COSINE .......................................................................................... 522
IMSL_FRESNEL_SINE ................................................................................................ 524
IMSL_AIRY_AI ............................................................................................................ 526
IMSL_AIRY_BI ............................................................................................................ 528
IMSL_KELVIN_BER0 ................................................................................................. 531
IMSL_KELVIN_BEI0 ................................................................................................... 533
IMSL_KELVIN_KER0 ................................................................................................. 535
IMSL_KELVIN_KEI0 .................................................................................................. 537
Part II: Statistics Routines
Chapter 13
Basic Statistics ................................................................................... 541
Overview: Basic Statistics ............................................................................................. 542
Basic Statistics Routines ................................................................................................ 543
IMSL_SIMPLESTAT .................................................................................................... 544
IMSL_NORM1SAMP ................................................................................................... 550
IMSL_NORM2SAMP ................................................................................................... 555
IMSL_FREQTABLE ..................................................................................................... 563
IMSL_SORTDATA ....................................................................................................... 570
IMSL_RANKS .............................................................................................................. 577
Chapter 14
Regression .......................................................................................... 585
Overview: Regression .................................................................................................... 586
Regression Routines ....................................................................................................... 599
IMSL_REGRESSORS ................................................................................................... 600
IMSL_MULTIREGRESS .............................................................................................. 607
IMSL_MULTIPREDICT ............................................................................................... 622
IMSL_ALLBEST .......................................................................................................... 630
IMSL_STEPWISE ......................................................................................................... 639
IMSL_POLYREGRESS ................................................................................................ 649
IMSL_POLYPREDICT ................................................................................................. 657
IMSL_NONLINREGRESS ........................................................................................... 665
IMSL_HYPOTH_PARTIAL ......................................................................................... 675
Contents IDL Analyst Reference Guide
9
IMSL_HYPOTH_SCPH ............................................................................................... 681
IMSL_HYPOTH_TEST ................................................................................................ 686
IMSL_NONLINOPT ..................................................................................................... 693
IMSL_LNORMREGRESS ........................................................................................... 702
Chapter 15
Correlation and Covariance ............................................................... 719
Overview: Correlation and Covariance ......................................................................... 720
Correlation and Covariance Routines ............................................................................ 721
IMSL_COVARIANCES ............................................................................................... 722
IMSL_PARTIAL_COV ................................................................................................ 728
IMSL_POOLED_COV ................................................................................................. 734
IMSL_ROBUST_COV ................................................................................................. 738
Chapter 16
Analysis of Variance ........................................................................... 747
Overview: Analysis of Variance ................................................................................... 748
Analysis of Variance Routines ...................................................................................... 749
IMSL_ANOVA1 ........................................................................................................... 750
IMSL_ANOVAFACT ................................................................................................... 760
IMSL_MULTICOMP ................................................................................................... 769
IMSL_ANOVANESTED .............................................................................................. 772
IMSL_ANOVABALANCED ....................................................................................... 781
Chapter 17
Categorical and Discrete Data Analysis ........................................... 793
Overview: Categorical and Discrete Data Analysis ...................................................... 794
Categorical and Discrete Data Analysis Routines ......................................................... 795
IMSL_CONTINGENCY ............................................................................................... 796
IMSL_EXACT_ENUM ................................................................................................ 809
IMSL_EXACT_NETWORK ........................................................................................ 812
IMSL_CAT_GLM ......................................................................................................... 817
Chapter 18
Nonparametric Statistics .................................................................... 831
Overview ....................................................................................................................... 832
Nonparametric Statistics Routines ................................................................................ 833
IMSL_SIGNTEST ......................................................................................................... 834
IDL Analyst Reference Guide Contents
10
IMSL_WILCOXON ...................................................................................................... 837
IMSL_NCTRENDS ....................................................................................................... 846
IMSL_CSTRENDS ........................................................................................................ 849
IMSL_TIE_STATS ........................................................................................................ 855
IMSL_KW_TEST .......................................................................................................... 857
IMSL_FRIEDMANS_TEST ......................................................................................... 860
IMSL_COCHRANQ ...................................................................................................... 865
IMSL_KTRENDS .......................................................................................................... 868
Chapter 19
Goodness of Fit .................................................................................. 873
Overview: Goodness of Fit ............................................................................................ 874
Goodness of Fit Routines ............................................................................................... 875
IMSL_CHISQTEST ...................................................................................................... 876
IMSL_NORMALITY .................................................................................................... 882
IMSL_KOLMOGOROV1 ............................................................................................. 886
IMSL_KOLMOGOROV2 ............................................................................................. 889
IMSL_MVAR_NORMALITY ...................................................................................... 892
IMSL_RANDOMNESS_TEST ..................................................................................... 897
Chapter 20
Time Series and Forecasting ............................................................. 909
Overview: Time Series and Forecasting ........................................................................ 910
Time Series and Forecasting Routines ........................................................................... 912
IMSL_ARMA ................................................................................................................ 913
IMSL_DIFFERENCE .................................................................................................... 929
IMSL_BOXCOXTRANS .............................................................................................. 935
IMSL_AUTOCORRELATION ..................................................................................... 940
IMSL_PARTIAL_AC .................................................................................................... 945
IMSL_LACK_OF_FIT .................................................................................................. 948
IMSL_GARCH .............................................................................................................. 952
IMSL_KALMAN .......................................................................................................... 957
Chapter 21
Multivariate Analysis .......................................................................... 967
Overview: Multivariate Analysis ................................................................................... 968
Multivariate Analysis Routines ...................................................................................... 970
Contents IDL Analyst Reference Guide