Loading the IMSL libraries for time series and forecasting functions

The time series and forecasting functions call two third-party external libraries. The IMSL™ C Stat and C Math libraries, provided by Visual Numerics Inc., contain C functions used for financial time series and forecasting calculations.

The wrapper library libtsudf contains user-defined functions (UDFs) that invoke functions contained in the IMSL C Stat and C Math libraries.

The time series and forecasting SQL functions call the libtsudf wrapper library automatically. Sybase IQ loads the IMSL C Stat and C Math libraries when you call a valid user-defined aggregate function for time series and forecasting analysis.

The names and locations of the IMSL C Stat and C Math libraries vary depending on the platform on which Sybase IQ is installed:

Table 4-13: IMSL library locations and file names

Windows 32-bit

Windows 64-bit

UNIX (except AIX)

AIX

Directory where libraries are located

bin32

bin64

lib64

lib64

Library file name

imslcmath_imsl_dll.dll imslcstat_imsl_dll.dll

imslcmath_imsl_dll.dll imslcstat_imsl_dll.dll

libimslcmath_imsl.so libimslcstat_imsl.so

libimslcmath_imsl_r.so libimslcstat_imsl_r.so