The approximate least favorable distributions, as well as Tables 3 and 4, were computed with the Fortran program "main.f90" in this folder, which in turn calls on subroutines contained in modules in the other files of this folder. They were compiled with the Intel® Fortran Compiler 18.0, along with the IMSL Numerical Libraries Version 7.01 and the Matlab engine library R2013B. The subfolder "helper_modules" contains four additional modules with generic subroutines: 
(1) "matlabmod" : connection to the matlab engine
(2) "dispmodule": generic module for printing matrices
(3) "dotops" 	: collection of operators that collocate matrices and vectors
(4) "myfuncs" 	: collection of statistcal routines 

The matlab engine and "dispmodule" is only used for input and output (saving matrices, and printing matrices on screen), so with some relatively minor modifications, reliance on the matlab engine library and "dispmodule" could be avoided. 