
nlmdl is a C++ implementation of the statistical methods in A. Ronald Gallant, 
"Nonlinear Statistical Models," New York: John Wiley and Sons, 1987, using a 
matrix class, realmat. 

You will need to copy libcpp as well.  It contains the matrix class realmat.

The program computes least squares estimates for a univariate nonlinear 
regression model and generalized least squares estimates for a multivariate 
nonlinear regression model.  Use the SUR option for both.  Other options can 
be set to correct variance estimates for heteroskedasticity and/or serial 
correlation.  For simultaneous nonlinear systems, possibly in implicit form, 
it computes three-stage least-squares estimates, TSLS option, and for nonlinear 
dynamic systems, possibly in implicit form, generalized method-of-moments 
estimates, GMM option.  

The documentation consists of this file, the two header files nlmdl.h and 
realmat.h, and the examples in the directories ch1eg1, ch5eg1, ch6eg1, and 
ch6eg2.  

As distributed, the code is set up for use with GNU's 2.6.0 g++ compiler
on a Unix box.  To use the other supported compilers, permute the #undef
and #defies at the head of usual.h in libcpp and use the appropriate
makefiles.  To test the code using one of the examples, e.g. ch1eg1, cd
to ch1eg1 and type make -f ../makefile.  Each directory has a file
detail.bak created using nlmdl > detail.bak that can be used for
comparison.

Updates and bug fixes are available via anonymous ftp at econ.duke.edu
(152.3.10.62) in directory pub/arg/nlmdl.
  
Copyright (C) 1990, 1991, 1993, 1994 by A. Ronald Gallant.

Permission to use, copy, modify, and distribute this software and its 
documentation for any purpose and without fee is hereby granted, provided that 
the above copyright notice appear in all copies and that both that copyright 
notice and this permission notice appear in supporting documentation.  

This software is provided "as is" without any expressed or implied warranty.

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A. Ronald Gallant            Phone:  919-966-5338 (office), 919-782-4767 (home)
Department of Economics      Dept:   919-966-2383 (UNC), 919-660-1800 (Duke)
University of North Carolina FAX:    919-966-4986
CB# 3305, 6F Gardner Hall    e-mail: ron_gallant@unc.edu
Chapel Hill NC 27599-3305    ftp:    host: econ.duke.edu (152.3.10.62),
USA                                  user: anonymous, directory: ~ftp/home/arg 
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