Computer Routines for Statistical Data Analysis
G. Cowan, Statistical Data Analysis
Computer Routines and Data Files
FORTRAN routines and sample data:
-
random.f, a multiplicative linear congruential random number generator.
- test_random.f, a
test program for random.f and
HBOOK histogram software.
- test_rnpssn.f, a
test program for generating Poisson distributed numbers with
RNPSSN (CERN routine V136).
- pmt.f simulates electron multiplication
in a photomultiplier tube. (Uses
RNPSSN.)
- compute_chi2.f reads
in a histogram and theoretical prediction from files and computes
a chi2 statistic. Sample data are contained in
data_1.dat, and two files with different
predictions are theory_1.dat and
theory_2.dat.
- compute_chi2_dist.f reads
a file with expectation values for the bins of a histogram, generates
Monte Carlo data according to a Poisson distribution for each bin, and
computes a chi2 statistic. The MC experiment is repeated to determine the
distribution of the statistic, which is compared to the usual chi2
distribution.
- fit_galileo.f, a sample
program for using the
MINUIT minimization routines, reads in
a data file and performs a least squares fit. The program must
be linked to the MINUIT routines from the CERN library as well
as to the routine FCN. A sample FCN is in
fcn_galileo.f, and a data file with measurements
by Galileo is in galileo.dat.
- poislo.f,
poisup.f, and poisint.f,
subroutines for computing upper and lower confidence limits for a
Poisson parameter. The routines must be linked with
CHISIN (quantile of chi2 distribution, routine G101) from the CERN Program
Library.
- ffinv.f, a function that
returns the quantile of the F distribution (i.e. inverse of the
cumulative distribution). The file ffinv.f includes the routines
ALNGAM, XINBTA and BETAIN from StatLib
(Applied Statistics
algorithms).
- binomlo.f,
binomup.f, and
binomint.f, subroutines for computing upper and
lower confidence limits for a binomial parameter p. The routines must
be linked with FFINV, ALNGAM, XINBTA and BETAIN.
C++ versions are available for some of the routines: