The Academic and NAG library editions

The previous versions 1, 2, 3, and 4 of Simfit used the NAG library extensively for numerical analysis, but version 5 has not until recently been able to call the NAG library for number crunching. That situation has now changed with the availability of both academic and NAG library editions. The current editions of Simfit use about 200 numerical analysis procedures, and the two versions of Simfit differ mainly in the way these are implemented.

• The Academic edition
  In this version, the numerical analysis codes in the dynamic link library w_maths.dll have been constructed using tried and tested public domain code where possible, but otherwise code written by W.G.Bardsley has been used.
  This version is currently being supported, but it is not being actively extended any more.
  
  
• The NAG library edition
  This version uses a link between the dynamic link library w_maths.dll and the NAG dynamic link libraries.
  It can only be used if you have working versions of the NAG DLLs installed on your PC.
  However, note that if you do not have the NAG DLLs installed on your PC, you can download a trial version from the NAG library website.
  
  
• Availablity of alternative versions.
  The academic and NAG library editions are both free, but the NAG library edition will increasingly provide additional features.
  
  
• Advantages of the NAG library edition
  Not only does the NAG library version use NAG software for numerical analysis, but it has also been extensively enlarged in the areas of optimisation, differential equation solving, curve fitting, statistics, and documentation.
  
  For instance, extra procedures in the NAG edition include the following.
  
  
  1. Better implementation of BLAS and LAPACK.
  2. The runs up and down test for randomness.
  3. The median test.
  4. The Mood and David tests for equal dispersions.
  5. The Kendall coefficient of concordance.
  6. After calculating distance matrices, classical metric scaling (principal coordinates) and non-metric scaling (calculation of STRESS and SSTRESS functions) can be done.
  7. Multivariate factor analysis is provided.
  8. Procrustes analysis can be performed on two loading matrices.
  9. Varimax or Quartimax rotation can be performed on a loading matrix.
  10. Kernel density estimates can be calculated, then plotted against sample histograms and cumulative distribution functions.
  11. Cross validation splines can be fitted.
  12. There are additional Cox regression options.
  13. Regression on ranks is provided with options for strata and right censoring.
  14. Bounded influence regression is available to calculate M-estimates by all the usual robust regression techniques.
  15. Partial Least Squares (PLS) analysis can be performed.
  16. The NAG optimisation (E04) and differential equation solving (D02) routines can be used.
  17. IFAIL messages are written to the file nagifail.txt, which can be browsed retrospectively in the case of failure of iterative algorithms to converge and similar problems.
  18. There is a mechanism to demonstrate how to use the NAG library from within the Simfit environment.

Additional documentation

Read nag_simfit.pdf for a description of how to use the NAG library for data analysis.

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