Software

• Chernoff's Distribution

  • Developed in collaboration with Piet Groeneboom.
  • Mathematica code. (Posted 7/8/99.)
  • C++ code: https://github.com/pietg/Chernoff
    Posted 5/29/2023
  • Technical Report 357: Computing Chernoff's distribution. (Postscript file).
  
  
  

• Hermite Interpolation Conjecture

  • These Mathematica programs accompany UW statistics Technical Report 481
    by Fadoua Balabdaoui and Jon Wellner. They were used to carry out the computations
    concerning the Hermite interpolation conjecture arising in technical reports 459, 461, and 462; see below.
  • Readme (ascii plain text file).
    ReadMe-Description of the Programs and what they produced in the paper
  • The programs

• Estimation of a k-monotone density

  • These programs accompany UW Statistics
    Technical Reports 459, 460, 461, 462 by Fadoua Balabdaoui and Jon A. Wellner.
    Developed by Fadaou Balabdaoui starting with C-programs and Matlab programs
    by Piet Groeneboom and Geurt Jongbloed; posted 11/28/2004.
    Conversion of the original S programs to C carried out by Karim Filali, Computer Sciences Department, University of Washington.
  • Readme (ascii plain text file)
    ReadMe-Description of the programs for the MLE
    ReadMe-Description of the programs for the LSE.
  • S programs for the Least Squares, Maximum Likelihood Estimator, and limiting process H
    in the form of a compressed directory; self-extracting archive (.hqx form)
  • S source code for the MLE in pieces:
    Armijo.SSC; CalculateOptMLE.SSC; DirecDerMLE.SSC; EvaluateMatf.SSC;
    FindMinimMLE.SSC; LoglikFunc.SSC; SuppredcAlgoMLE.SSC; IndexFuncMLE.SSC; minusloglik.SSC.
  • S source code for the LSE in pieces:
    DirecDer.ssc; FindMinFunc.SSC; Integr.Fn.SSC; J.Func.SSC;
    LSEComputeSpline.SSC; LSEInitialCond.SSC; IndexFunc.SSC; LSESupReducAlgo.SSC.
  • S source code for the invelopes/envelopes in the limit Gaussian problem in pieces:
    ComputeSplineHk.SSC; IndexFuncHk.SSC; IntBrown0C.SSC; IntBrownCCdrift.SSC;
    IntBrownFunc.SSC; IntSchauderFunc.SSC; IterativeSHk.SSC; SchauderFunc.SSC; StartingSpline.SSC .
  • C programs to generate multiply integrated two-sided Brownian motion in the limit Gaussian problem:
    MultiplyIntegratedBM-C .
  • Readme C-programs (word .doc file); Readme C-programs (.pdf file); Readme C-programs (plain text file).
  
  
  

• Confidence bands for a distribution function based on
      Berk-Jones and reversed Berk-Jones statistics

  • These programs accompany UW Statistics Technical Report 443 by Leah Jager and Jon A. Wellner
  • Developed by Leah Jager starting with C-programs by Art Owen; posted 1/24/2004
  • Readme (ascii plain text file).
  • C-programs in the form of a compressed directory; self-extracting archive
  • C source code in pieces:
    bj.c;
    functions.c;
    noe.c;
    memory.c;
    reversed.c;
    vw-d-b-method.c
    plot.txt
    simdata.dat
    
  • R simulation code used for checking: BJ-rprog;   RBJ-rprog
  • List of .95 and .99 quantiles for Berk-Jones and reversed Berk-Jones statistics, 1 <= n <= 1000 .
  
  
  

• Double Censoring

  • Developed in collaborations with Yihui Zhan and Piet Groeneboom.
  • Readme (ascii plain text)
  • Readme (pdf file)
  • Compressed Executable (.sea) for a Macintosh Power PC
  • Windows 95 and/or Windows 98 Executable (to be added).
  
  
  

• Interval Censoring

  • Developed by Piet Groeneboom.
  • Readme (ascii plain text)
  • Readme (pdf file)
  • Compressed Executable (.sea) for a Macintosh Power PC
  • Windows 95 and/or Windows 98 Executable (to be added).
  
  
  

• A Survival Sacrifice Model

  • Developed by Piet Groeneboom in collaboration with E. Gomes and J. Wellner.
  • Readme (ascii plain text)
  • Readme (pdf file)
  • Tech. Report 344, by Piet Groeneboom; Special Topics Course 593C: Nonparametric Estimation for Inverse Problems: Algorithms and Asymptotics.
  • Compressed Executable (.sea) for a Macintosh Power PC.
    New version posted on 11/16/00.
  • Windows 95 and/or Windows 98 Executable (to be added).
  
  
  

• Panel Count Data

  • Developed by Ying Zhang in collaboration with Piet Groeneboom and J. Wellner.
  • Readme (ascii plain text)
  • Readme (pdf file)
  • Compressed Executable (.sea) for a Macintosh Power PC
  • C-Program Executable for SGI Workstations.
  • NPMLE: Executable version of the NPMLE C-Program for SGI Workstations.
  • NPMLE: Executable version of the NPMLE Simulation C-Program for SGI Workstations.
  • NPMPLE: Executable version of the NPMPLE C-Program for SGI Workstations.
  • NPMPLE: Executable version of the NPMPLE Simulation C-Program for SGI Workstations.
  • Windows 95 and/or Windows 98 Executable (to be added).