Vivek :
Thank you for your NAG critique. NAG should make the minimal effort to
encapsulate F77 routines in F95 modules with associated interfaces.
My solution is to write my own NAG module and write the interfaces
myself.
Sincerely,
Theodore Arthur Sande
MIT Department of Physics
MIT Kavli Institute for Astrophysics and Space Research
77 Massachusetts Ave.
Cambridge MA, 02139
262.527.1776
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Quoting Vivek Rao <[log in to unmask]>:
> NAG and IMSL have sold numerical libraries for Fortran
> for many years. I think the NAG library is more
> comprehensive. Looking at GARCH models (a statistical
> time series model used in finance), IMSL has a
> procedure only for the symmetric GARCH(p,q) model,
> whereas NAG has procedures for both symmetric and
> asymmetric garch models and EGARCH
> http://www.nag.com/numeric/fl/manual/html/G13/g13_conts.html
> .
>
> Unfortunately, the NAG GARCH routines do not exploit
> any of the post-Fortran-77 features in their
> interface, such as optional arguments or assumed-shape
> arrays. Therefore, the interface for the simplest
> GARCH routine is
>
> SUBROUTINE G13FAF(DIST, YT, X, LDX, NUM, IP, IQ, NREG,
> MN, ISYM, NPAR,THETA, SE, SC, COVAR, LDC, HP, ET, HT,
> LGF, COPTS, MAXIT, TOL, WORK, LWORK, IFAIL)
>
> For IMSL, the call can be as simple as
>
> CALL GARCH(W, NP, NQ, XGUESS, X)
>
> IMSL took the trouble to provide a modern Fortran 90
> interface for its entire library, while retaining the
> Fortran 77 interface for backwards compatibility.
>
> About 15 years after the Fortran 90 standard, NAG
> cannot be bothered to create SIMPLE interfaces even
> for NEW procedures -- GARCH algorithms are recent
> additions to its library. This is especially
> disappointing from a company that is a leader in
> adding features from the lastest Fortran standard to
> its compiler.
>
> I hope that NAG will try to make its libraries easier
> to use. Otherwise it deserves to lose business to
> companies that do.
>
>
>
>
>
>
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