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	StatLib Index - http://lib.stat.cmu.edu/ See Applied Statistics (algorithms of the Royal Statistical Society) and General Archives for a considerable amount of Fortran code.
	StatCodes - http://astrostatistics.psu.edu/statcodes/ Metasite with links to source codes in Fortran and C implementing statistical methods which are freely available on the Internet. The codes are chosen for their potential utility for research in astronomy and other physical sciences.
	VPLX: Variance Estimation for Complex Samples - http://www.census.gov/sdms/www/vwelcome.html Program from the U.S. Census Bureau for the calculation of variances for complex sample designs through replication.
	Model-Based Clustering Software (MCLUST/EMCLUST) - http://www.stat.washington.edu/fraley/software.html/ Model-based clustering, discriminant analysis, and density estimation including hierarchical clustering and EM for parameterized Gaussian mixtures + Poisson noise. Written in Fortran and interfaced to the S-PLUS commercial software package and the R language. By Chris Fraley and Adrian Raftery.
	Peter Green - http://www.stats.bris.ac.uk/~peter/ Links to AutoRJ for reversible jump MCMC, Nmix for Bayesian analysis of univariate normal mixtures by MCMC, Cpt for Bayesian multiple change point analysis for point processes, and Dirichlet tessellation software.

	SNP: A Program for Nonparametric Time Series Analysis - http://www.econ.duke.edu/~get/snp.html Code by A. Ronald Gallant and George Tauchen for nonparametric time series analysis that employs a Hermite polynomial series expansion to approximate the conditional density of a multivariate process.
	Geostatistical Software LIBrary (GSLIB) - http://www.gslib.com/ Codes in Fortran 90 and 77. Accompanies the book "GSLIB: Geostatistical Software Library and User's Guide" by Clayton Deutsch and André Journel.
	Ensemble Kalman Filter (EnKF) - http://enkf.nersc.no/ Fortran 90 code by Geir Evensen.
	Bayesian Analysis, Computation and Communication (BACC) - http://www2.cirano.qc.ca/~bacc/bacc98/index.html By John Geweke.
	Multivariate Data Analysis - http://astro.u-strasbg.fr/~fmurtagh/mda-sw/ Code for principal components, partitioning, clustering, discriminant analysis, multidimensional scaling, Kohonen self-organizing map, sorting, errors-in-variable regression, minimal spanning trees, and GMDH, by Fionn Murtagh.

	Fast Statistical Methods - http://www.lanl.gov/DLDSTP/fast/ Fortran 90 and 77 codes by W.H. Press and G.B. Rybicki, for fast inversion matrices of an exponential form arising from autocorrelation functions of Ornstein-Uhlenbeck processes.
	Statistical programs - http://www.stat.osu.edu/~tjs/ Code for "Invariant Small Sample Confidence Intervals For The Difference Of Two Success Probabilities" and "Bootstrap Prediction and Confidence Bands: a Superior Statistical Method for Analysis of Gait Data", by Thomas Santner.
	James MacKinnon - http://qed.econ.queensu.ca/pub/faculty/mackinnon/ Fortran codes for cointegration tests and other time series topics.
	Clusfind - http://www.stats.ox.ac.uk/~ripley/PRbook/clusfind Complete code of six stand-alone Fortran programs for cluster analysis, described and illustrated in L. Kaufman and P.J. Rousseeuw (1990), "Finding Groups in Data: an Introduction to Cluster Analysis", Wiley.
	Spatial Statistics - http://www.spatial-statistics.com/software_index.htm Fortran 90 code by Kelley Pace.

	http://forrest.psych.unc.edu/research/alscal.html - http://forrest.psych.unc.edu/research/alscal.html Fortran code by Forrest W. Young for multidimensional scaling.
	Filtering with Marked Point Process Observations: Application to the Econometrics of Ultra-High Frequency Data - http://mendota.umkc.edu/paper-tick.html Fortran 77 programs by Yong Zeng.
	http://www.ncdc.noaa.gov/paleo/softlib/redfit/redfit.html - http://www.ncdc.noaa.gov/paleo/softlib/redfit/redfit.html Fortran 90 code by Michael Schulz and Manfred Mudelsee to estimate red-noise spectra directly from unevenly spaced time series, without requiring interpolation.
	Studies of Random Numbers - http://www.helsinki.fi/~vattulai/rngs.html Fortran 77 codes by Ilpo Vattulainen.
	StatLib---Software and extensions for the S (Splus) language - http://lib.stat.cmu.edu/S/ Links to many packages with Fortran source.

	http://www.netlib.org/gcv/index.html - http://www.netlib.org/gcv/index.html Fortran 77 and RATFOR code to fit smoothing splines using generalized cross-validation.
	http://www.netlib.org/dierckx/index.html - http://www.netlib.org/dierckx/index.html Fortran subroutines for calculating smoothing splines for various kinds of data and geometries, with automatic knot selection.
	Robust Statistics - http://www.agoras.ua.ac.be/Robustn.htm Code for regression and covariance matrix estimation, from the Antwerp Group On Robust and Applied Statistics.
	Smoothing splines - http://www.ms.unimelb.edu.au/~enting/spline.html Fortran 90 routines by Ian Enting for calculating smoothing splines and propagating data uncertainties to obtain uncertainty ranges for the spline fits.
	Recipe: REGression Confidence Intervals for PErcentiles - http://www.itl.nist.gov/div898/software/recipe/homepage.html Determines one-sided tolerance limits (in particular, A- and B-basis material property values) for regression models in the presence of between-batch variability. By Mark Vangel.

	http://www.itl.nist.gov/div898/software/datapac/homepage.htm - http://www.itl.nist.gov/div898/software/datapac/homepage.htm Fortran 77 statistical library by James Filliben.
	http://www.itl.nist.gov/div898/software/reeves/homepage.htm - http://www.itl.nist.gov/div898/software/reeves/homepage.htm Fortran 77 code for statistics by Charlie Reeve, covering probability distributions, random number generation, least-squares calculations, and other topics.
	Monte Carlo Methods in Bayesian Computation - http://merlot.stat.uconn.edu/~mhchen/mcbook/ Fortran 77 code to accompany book by Ming-Hui Chen, Qi-Man Shao, and Joseph G. Ibrahim.
	http://www.uic.edu/classes/idsc/ids594/ISOPAC/home.htm - http://www.uic.edu/classes/idsc/ids594/ISOPAC/home.htm CLUSPAC for cluster analysis, TSPAC for time-series segmentation, and IMPAC for segmenting digital images, by Stanley L. Sclove.
	Data Analysis - http://www.desy.de/~blobel/ Fortran 77 codes by Volker Blobel for sorting, linear algebra, random number generation, least squares fitting with constraints and with many variables, and unfolding of measured distributions.

	WWZ and TS - http://www.aavso.org/data/software/wwztsfort.shtml TS is a time series statistical program for analyzing variable star data. WWZ is a time series analysis program used to study the time-evolution of variable star data, capable of measuring changes in period, amplitude, and mean magnitude.
	Demo Fortran90 Multilayer Perceptron Backprop Code - http://www.philbrierley.com/main.html?code/fortran.html&code/codeleft.html By Phil Brierley. A genetic algorithm code is at http://www.philbrierley.com/main.html&code/gafortran.html&code/codeleft.html .
	Smoothing Splines - http://www.stat.purdue.edu/~chong/software.html RKPACK and RKPACK-II are collections of RATFOR (rational FORTRAN) routines by Chong Gu for Gaussian regression using smoothing splines, penalized likelihood density and hazard estimation.
	Multivariate Normal and Multivariate t Integrals Over Convex Regions - http://www.jstatsoft.org/v06/i08/ Fortran 90 code by Paul N. Somerville, appearing in the Journal of Statistical Software volume 3.
	Fortran Library - http://www.johnny-lin.com/flib.html#math Fortran 90 program by Johnny Lin to calculate the time-dependent exponent (lambda) and logarithmic displacement curves of a time series.

	http://www.jstatsoft.org/v02/i05/ - http://www.jstatsoft.org/v02/i05/ Poisson Iteratively Reweighted Least Squares Program for Additive, Multiplicative, Power, and Non-linear Models, by Leif E. Peterson, Journal of Statistical Software v2 (1997).
	Parallel Random Forests (PARF) - http://www.irb.hr/en/research/projects/it/2004/2004-111/ Fortran 90 for a classification algorithm.
	Random Number Generator - http://www.fortran.com/kiss.f90 KISS RNG by George Marsaglia
	Nonlinear Time Series Analysis (TISEAN) - http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.1/index.html Code in C and Fortran for the analysis of time series with methods based on the theory of nonlinear deterministic dynamical systems (chaos).
	Monahan statistics code - http://www4.stat.ncsu.edu/~monahan/aug00/toc.htm Fortran 95 code for the book Numerical Methods of Statistics, by John Monahan

	Mersenne Twister in Fortran - http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/VERSIONS/FORTRAN/fortran.html Random number generators in Fortran.
	Cluster Analysis - http://www.pitt.edu/~csna/Milligan/readme.html Cluster generation, hierarchical clustering with influence detection, and K-Means clustering with influence detection, by Glenn Milligan.
	STARPAC - Statistical & Time Series Package - http://www.cisl.ucar.edu/softlib/STARPAC.html Fortran 77 code for times series and least-squares regression including nonlinear regression.
	Statistical Analysis of Climate Time Series - http://www.manfredmudelsee.com Codes by Manfred Mudelsee. PearsonT estimates Pearson’s correlation coefficient from serially dependent time series. Rampfit estimates ramp function regressions. TAUEST estimates persistence in unevenly spaced weather/climate time series. XTREND estimates trends in the occurrence rate of extreme weather and climate events.
	http://agbu.une.edu.au/~kmeyer/dfreml.html - http://agbu.une.edu.au/~kmeyer/dfreml.html Suite of programs to estimate (co)variance components or covariance functions, and the resulting genetic parameters, by Restricted Maximum Likelihood fitting an animal model, by K. Meyer.

	Richard Chandler's software - http://www.homepages.ucl.ac.uk/~ucakarc/work/index.html Fortran 77 code for random number generation (uniform, exponential, normal, binomial, poisson, geometric, gamma, beta, negative binomial and Weibull), and GLIMCLIM (Generalised Linear Modelling of daily climate sequences).
	DECORANA and TWINSPAN - http://cc.oulu.fi/~jarioksa/softhelp/ceprog.html Fortran 77 programs for correspondence analysis, by Jari Oksanen.
	http://www.microcomputerpower.com/catalog/canoco.html - http://www.microcomputerpower.com/catalog/canoco.html Program for canonical community ordination by [partial] [detrended] [canonical] correspondence analysis, principal components analysis and redundancy analysis. [Commercial]
	Cloud Slice - http://code916.gsfc.nasa.gov/Data_services/cloud_slice/regress.html Fortran 77 and IDL codes for time series regression and detrending.
	Statistics - http://wwwstat.mathematik.uni-essen.de/~davies/ Code by Laurie Davies for modality of spectral densities, ANOVA, and nonparametric regression: runs, taut strings, and local extremes.

	Flexible Least Squares (FLS) - http://www.econ.iastate.edu/tesfatsi/fls.htm Developed by Robert E. Kalaba and Leigh Tesfatsion, implements the flexible least squares (FLS) approach to time-varying linear regression proposed by Kalaba and Tesfatsion in "Time-Varying Linear Regression Via Flexible Least Squares," Computers and Mathematics With Applications 17 (1989), 1215-1245. The FLS program has been incorporated into the statistical packages SHAZAM (Version 8.0) and GAUSS (TSM version 1.2).
	Permutation Methods: A Distance Function Approach - http://www.stat.colostate.edu/~mielke/permute.html Code for book by Paul W. Mielke Jr. and Kenneth J. Berry.
	Phil Everson research - http://www.swarthmore.edu/NatSci/peverso1 TLNise: Two-Level Normal independent sampling estimation. Rcwish generates random draws from the Wishart and related distributions.
	I-NoLLS Least-Squares Fitting Program - http://www.abdn.ac.uk/~che194/research/inolls/index.html Fits the parameters of physical models to (experimental) data using an Interactive Non-Linear Least Squares procedure. The code, by Mark M. Law and Jeremy M. Hutson, is designed to be highly modular.
	Neural Network Freeware - http://mensch.org/neural/ Fortran 90 code using the backpropagation algorithm to fit a neural network to pairs of input vectors and target vectors. Numerical Recipes code is used for singular value decomposition.

	Gaussian Random Number Generator - http://www.fortran.com/fm_gauss.html Code to generate autocorrelated Gaussian variates by S. Tim Hatamian.
	Research Tools Developed by the Mann Group - http://holocene.meteo.psu.edu/Mann/tools/tools.html Fortran 77 code for the Mann and Lees Multi-Taper Method (MTM) and Mann and Park MTM-SVD Multivariate Signal Analysis.
	Fair-Parke Program - http://fairmodel.econ.yale.edu/fp/fp.htm Allows one to estimate and analyze dynamic, nonlinear, simultaneous equations models. The models can be rational expectations models, and they can have autoregressive errors of any order. The estimation techniques include OLS, 2SLS, 3SLS, FIML, LAD, 2SLAD, and some versions of Hansen's method of moments estimator.
	http://www.stanford.edu/group/SOL/software/lsqr/f77/ - http://www.stanford.edu/group/SOL/software/lsqr/f77/ Solves unsymmetric equations, linear least squares, and damped least squares for a left-hand-side matrix that is large and sparse.
	Software for Stochastic Simulation Input Modeling - http://www.ise.ncsu.edu/jwilson/page3.html Fortran 77 code and Windows executables for fitting Johnson distributions, Poisson processes, and other topics. By James R. Wilson.

	http://www.maths.uq.edu.au/~gjm/emmix/EMMIX.f - http://www.maths.uq.edu.au/~gjm/emmix/EMMIX.f Fits a mixture model of multivariate normal or t-distributions to a user supplied data set via the EM algorithm. By Geoff McLachlan.
	University of California, Berkeley, Econometrics Laboratory Fortran Software - http://elsa.berkeley.edu/fortran_progs.shtml Econometrics codes.
	Rule Learning - http://www.eco.utexas.edu/Homepages/Graduate/Haruvy/experimental/rlindx.htm Code estimates the population rule learning model on experimental data.
	Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator - http://econ.ucsd.edu/~wdenhaan/varhac.html By Wouter J. Denhaan.
	Numerical Methods for Estimation and Inference in Bayesian VAR-models - http://qed.econ.queensu.ca/jae/1997-v12.2/kadiyala-karlsson/ Fortran 77 code for paper by K. Rao Kadiyala and Sune Karlsson.

	Lyapunov Exponent of Noisy Nonlinear Systems (LENNS) - http://econwpa.wustl.edu/eprints/prog/papers/9603/9603002.abs Fortran 77 code for paper by Ronald Gallant.
	Bispectrum Test - http://econwpa.wustl.edu/eprints/prog/papers/9603/9603001.abs Code for bispectrum test of Melvin Hinich.
	Computer Intensive Statistical Methods - http://www.math.chalmers.se/~hjorth/cism.html Fortran 77 programs from book by Urban Hjorth: cross validation of forward selection, forward validation, and bootstrapping.
	Multivariate normal or t-probabilities - http://www.biostat.uni-hannover.de/staff/bretz/ Fortran and SAS/IML programs by Frank Bretz.
	Logic Regression - http://bear.fhcrc.org/~ingor/logic/html/program.html In Fortran 77, by Ingo Ruczinski and Charles Kooperberg. Also incorporated into packages for R and S-PLUS.

	http://agbu.une.edu.au/~kmeyer/rrgibbs.html - http://agbu.une.edu.au/~kmeyer/rrgibbs.html Fortran 95 codes by Karin Meyer: RRGIBBS does simple random regression analyses via Gibbs sampling, and PDMATRIX makes matrices positive definite.
	Clustering - http://www.sissa.it/dataclustering/bretton_woods.html Fortran 90 codes.
	Stochastic Differential Equations - http://math.nyu.edu/phd_students/barreiro/projects.html Fortran/Matlab program by Andrea Barreiro to integrate SDE's using Euler's method.
	Mersenne Twister - http://homepage.esoterica.pt/~jrfsousa/fortran.html Random number generators in F (Fortran 95 subset) by Jose Rui Faustino de Sousa.
	Group Sequential Tests - http://people.bath.ac.uk/mascj/book/programs/general Programs from book by Christopher Jennison.

	Classical Item Analysis - http://shkim.myweb.uga.edu/epm99.htm Program by Seock-Ho Kim for classical item analysis for tests that consist of multiple-choice or true-false items. In addition to item statistics for each item response, the program provides summary statistics of the total score, coefficient alpha, and test scoring results. The cross classification of quintile group by item response can be obtained optionally. The program can be obtained from the author.
	Multivariate Analyses - http://www.esg.montana.edu/eguchi/multivariate/#Fortran Fortran 90 codes for univariate and multivariate random number generation, computation of simple statistics, covariance matrices, principal components analysis, multiple regression, and jacknife cross-validation, by Dan Hennen.
	Autoregressive to Anything (ARTA) - http://users.iems.northwestern.edu/~nelsonb/ARTA/ Code by Marne C. Cario and Barry L. Nelson to simulate stationary time series with arbitrary marginal distributions and feasible autocorrelation structure specified through lag p.
	Non-Negative Least Squares (NNLS) - http://hesperia.gsfc.nasa.gov/~schmahl/nnls/ Codes in Fortran 77, 90, C, IDL, and Matlab.
	AR and ARFIMA models - http://merlot.stat.uconn.edu/~nalini/programs.html Tests for AR(1) Parameter in Regression Models with Autocorrelated Errors. Univariate and multivariate Bayesian ARFIMA. By Nalini Ravishanker and coworkers.

	Kalman smoothing routine for Hodrick-Prescott filter - http://dge.repec.org/codes/hpfilter.for By E. Prescott.
	Simultaneous Nonparametric Regression - http://wwwstat.mathematik.uni-essen.de/~davies/cmprnprg.html By Laurie Davies.
	Quality Control and Engineering Statistics code - http://www.public.iastate.edu/~vardeman/stat531/531software.html For a course, authored by Karen Jensen, F. F. Gan, Stephen Crowder, Thomas Lorenzen, Keith Crawford, Andy Chiang, and Brandon L. Paris.
	Garland B. Durham - http://leeds-faculty.colorado.edu/durhamg/ Fortran 95 code to estimate of continuous-time diffusion processes, including stochastic volatility models.
	Generalized Maximum Entropy Leuven Estimator (MEL) under Severe Multicollinearity Conditions : A Computer Program - http://www.freewebs.com/nehu_economics/nmel.html Fortran 77 code to compute the estimators of multiple regression parameters by a family of Maximum Entropy Leuven Estimators under severe multicollinearity.

	Autoregressive model estimation - http://www.uinet.or.jp/~ishiyasu/wada/Airc.f Originally by H. Akaike, modified by T. Morikawa, M. Sigemori, and T. Wada.
	Geophysical Data Analysis - http://mahi.ucsd.edu/cathy/Classes/SIO223/SIO223.html Fortran 77 codes to estimate cross and power spectra by sine multitapers and to plot x-y data.
	Tobit and Adjusted Maximum Likelihood Estimation - http://www159.pair.com/cohns/TimCohn/TAC_Software/Tobit/ Fortran 77 code and documentation by Tim Cohn.
	Progress - http://wis.kuleuven.be/stat/Programs/progress.f Robust regression.
	Adaptive Logistic Basis Function Regression (ALB) - http://www.stat.ualberta.ca/~hooper/research/alb_software/ Fortran 77 code by Peter M. Hooper.

	Multivariate Normal Rectangle Probabilities - http://tigger.smu.edu.sg/software/mnp-stuff/stat.ubc.ca/ Fortran and C codes by H. Joe to accompany paper.
	Time-Varying Autoregression (TVAR) - 404 - 2007.4.1 - http://xpress.isds.duke.edu:8080/softwarelinks/tvar.html Software by Raquel Prado and Mike West for fitting, analysis and exploration of time series using classes of TVAR's.
	Option Pricing - http://faculty.chicagogsb.edu/ruey.tsay/teaching/fts/kou.f Program by Ruey Tsay to calculate the price of a European option using a simple jump diffusion model.
	A Bounded Influence Estimation and Outlier Detection for ARCH/GARCH Models With an Application to Foreign Exchange Rates - http://www.maxwell.syr.edu/maxpages/faculty/cdkao/working/program.zip By Chihwa Kao.
	Bayesian estimation of affine models - http://finance.eller.arizona.edu/lam/rsrch/expdfap.txt Fortran 77 code by Chris Lamoureux.

	SPECTRUM - http://archives.math.utk.edu/software/msdos/numerical.analysis/spectr21/.html Analogue data is collected and digitized with an A/D converter. Having then a collection of digitized time series which reside in the computer, this program calculate amplitude density, autospectral (power) density and cross-spectral density functions from these input time series.
	Department of Economics Data & Software - http://econ.ucsd.edu/publications/ARCH.shtml Programs for estimating univariate and multivariate GARCH models in Fortran 77 and Gauss.
	ISMLIB Software - http://www.ism.ac.jp/ismlib/soft_e.html Institute of Statistical Mathematics Software and Data Library.
	Simulation of Multinomial Probit Probabilities and Imputation - http://www.people.virginia.edu/~sns5r/resint/imputstf/fortran.html By Steven Stern.
	http://ftp.aset.psu.edu/pub/ger/fortran/tulsim.zip - http://ftp.aset.psu.edu/pub/ger/fortran/tulsim.zip Fortran 77 programs and Windows binaries by M. T. Boswell to generate random numbers and compute the cumulative and inverse cumulative distribution functions for several statistical distributions.

	Quantiles of the Multivariate Studentized Range Procedure - http://www.stat.rice.edu/~schwalb/ By Otto Schwalb.
	Statistical Computing - http://www.stat.uga.edu/~seymour/8060/course.html Fortran 90 and Matlab codes for course by Lynne Seymour.
	Econometrics - http://www.kent.ac.uk/ims/personal/mfs/software.html Code for Bayesian analysis of long memory and persistence using ARFIMA models, benchmark priors for Bayesian model averaging, estimation of demand systems through consumption efficiency, model uncertainty in cross-country growth regressions, and Bayesian modelling of catch in a Northwest Atlantic Fishery, by Mark Steel.
	ftp://ftp.cs.monash.edu.au/software/snob/Snob.README - ftp://ftp.cs.monash.edu.au/software/snob/Snob.README Mixture modelling by Minimum Message Length (MML).
	GARCH Estimates: Analytic Derivatives - http://qed.econ.queensu.ca/jae/1996-v11.4/fiorentini-calzolari-panattoni/fcp-progs.zip By Gabriele Fiorentini, Giorgio Calzolari, and Lorenzo Panattoni, for a 1996 paper in the Journal of Applied Econometrics.

	Robust Estimation of Simple Statistics - http://www.pa.msu.edu/ftp/pub/beers/posts/rostat/rostat.f By T. Beers, K. Flynn, and K. Gebhardt.
	ARMA and Kalman Filter model estimation - http://www.stat.tamu.edu/ftp/pub/jnewton/load.f By J. Newton

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