Integrated stochastic approximation program system

MaRDI QIDQ4026978zbMATH OpenFDO

Authors Pavel Charamza

Publication date 21 February 1993

zbMATH Keywords

extreme estimatesregression quantiles functionsrootsStochastic Approximation Program

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Stochastic approximation (62L20) Probabilistic methods, stochastic differential equations (65C99)

Review text

[For the entire collection see Zbl 0746.00074.] A brief description and the full user manual of the Stochastic Approximation Program is given. This program contains a large variety of the one dimensional stochastic approximation methods both for the roots and the extreme estimates. It can be used also for the root and the extreme estimates of functions of location parameters or regression quantiles functions, in particular. The program is written in Turbo Pascal 4.0.

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Cited in

(4)

• Recursive estimates of quantile based on 0-1 observations
• scientific article; zbMATH DE number 6006767 (Why is no real title available?)
• A PASCAL program for simulating stable random variates
• Program implementation of the normal approximation method for nonlinear stochastic system analysis

Describes a project that uses

Uses Software

• Turbo Pascal

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