Most results in the paper were computed with the fortran "main.f90" programs in the "Section5_fortran" and "SectionA3_fortran" folders, and call on the subroutines in the other files in the folders. 

The "Section5_fortran" program has two modes, depending on the value of the CYrun logical variable. With CYrun=.false., it produces the numbers underlying Tables 2 and 3, and Figures 3 and 4, and takes about 30 minutes to run on a modern workstation. With CYrun=.true., the program runs for a few seconds and produces a table of 1000 random draws of GLTU parameters within 2 log points of the maximum in the Campbell-Yogo application ("CYpoints.txt"). These in turn are read-in with the Matlab code in folder "Section5_matlab", which computes the null rejection probability for each of those draws. The files produced by this program are included in the replication files in the "output_files" subfolder. Note that due to parallelization with OpenMP, the numbers are not exactly replicable.

The "SectionA3" program computes the hypothesis test described in the third section of the appendix, and applies it to the data. It takes about 3 minutes to complete.

The fortran programs were compiled with the Intel® Fortran Compiler 19.4, along with the IMSL Numerical Libraries Version 7.01 and the Matlab engine library R2018a with the following options

/nologo /O3 /QxHost /Qip /fpp /I"C:\Program Files\MATLAB\R2018a\extern\include" /I"C:\Program Files (x86)\VNI\imsl\fnl701\Intel64\include\dll" /I"C:\Program Files (x86)\VNI\imsl\fnl701\Intel64\include\static" /assume:nosource_include /assume:nocc_omp /Qopenmp /standard-semantics /real-size:64 /names:uppercase /module:"x64\Release\\" /object:"x64\Release\\" /Fd"x64\Release\vc150.pdb" /check:none /libs:static /threads /Qmkl:sequential /c /assume:realloc_lhs