16 Simple Statistics

• PDA_NSCOR
  Calculates the approximate expected values of normal order statistics.
• PDA_V11
  Calculates an approximation to the variance of the largest normal order statistic.
• PDA_COVMAT
  Approximates the covariance matrix of normal order statistics.
• PDA_DCOV
  Calculates the covariance matrix for a nonlinear data fitting problem

16.1 Replacing calls to G01DBF

The routine PDA_NSCOR calculates the same values as G01DBF, except that only N2 values are returned, rather than N. This is since the values are symmetric and can therefore be simply derived.

16.2 Replacing calls to G01DCF

The routine PDA_COVMAT calculates the same statistics as G01DCF. To use it requires that you also supply the variance of the largest normal order statistic (see PDA_V11) and that you increase the space required for the variance array. This is now a full array of values rather than a packed array. The following code shows how to convert this to the same form as output by the NAG routine: