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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.
Adaptive Logistic Basis Function Regression (ALB)
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http://www.stat.ualberta.ca/~hooper/research/alb_software/
Fortran 77 code by Peter M. Hooper.
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.
ARMA and Kalman Filter model estimation
-
http://www.stat.tamu.edu/ftp/pub/jnewton/load.f
By J. Newton
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.
Autoregressive to Anything (ARTA)
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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.
Bayesian Analysis, Computation and Communication (BACC)
-
http://www2.cirano.qc.ca/~bacc/bacc98/index.html
By John Geweke.
Bayesian estimation of affine models
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http://finance.eller.arizona.edu/lam/rsrch/expdfap.txt
Fortran 77 code by Chris Lamoureux.
Bispectrum Test
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http://econwpa.wustl.edu/eprints/prog/papers/9603/9603001.abs
Code for bispectrum test of Melvin Hinich.
Classical Item Analysis
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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.
Cloud Slice
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http://code916.gsfc.nasa.gov/Data_services/cloud_slice/regress.html
Fortran 77 and IDL codes for time series regression and detrending.
Clusfind
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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.
Cluster Analysis
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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.
Clustering
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http://www.sissa.it/dataclustering/bretton_woods.html
Fortran 90 codes.
Computer Intensive Statistical Methods
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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.
Data Analysis
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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.
DECORANA and TWINSPAN
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http://cc.oulu.fi/~jarioksa/softhelp/ceprog.html
Fortran 77 programs for correspondence analysis, by Jari Oksanen.
Demo Fortran90 Multilayer Perceptron Backprop Code
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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 .
Department of Economics Data & Software
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http://econ.ucsd.edu/publications/ARCH.shtml
Programs for estimating univariate and multivariate GARCH models in Fortran 77 and Gauss.
Dolph Schluter's Software
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http://www.zoology.ubc.ca/~schluter/software.html
Includes a Fortran 77 program for univariate and multivariate cubic spline regression.
Econometrics
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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.
Ensemble Kalman Filter (EnKF)
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http://enkf.nersc.no/
Fortran 90 code by Geir Evensen.
Exact Confidence Bounds on a Normal Distribution Coefficient of Variation
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http://www1.fpl.fs.fed.us/covnorm.code.html
Obtains a two-sided confidence interval on a coefficient of variation for data from a normal distribution.
Fair-Parke Program
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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.
Fast Statistical Methods
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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.
Filtering with Marked Point Process Observations: Application to the Econometrics of Ultra-High Frequency Data
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http://mendota.umkc.edu/paper-tick.html
Fortran 77 programs by Yong Zeng.
Flexible Least Squares (FLS)
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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).
Fortran Library
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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.
Fractal Analysis Programs of the National Simulation Resource
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http://bioeng.washington.edu/software/fractal/
Programs for the generation of synthetic 1-dimensional signals that are simple fractional Brownian noise and for determining the fractal dimension D from a simple fractal time series.
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
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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.
Garland B. Durham
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http://leeds-faculty.colorado.edu/durhamg/
Fortran 95 code to estimate of continuous-time diffusion processes, including stochastic volatility models.
Gaussian Random Number Generator
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http://www.fortran.com/fm_gauss.html
Code to generate autocorrelated Gaussian variates by S. Tim Hatamian.
Generalized Maximum Entropy Leuven Estimator (MEL) under Severe Multicollinearity Conditions : A Computer Program
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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.
Geophysical Data Analysis
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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.
Geostatistical Software LIBrary (GSLIB)
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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.
Group Sequential Tests
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http://people.bath.ac.uk/mascj/book/programs/general
Programs from book by Christopher Jennison.
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
-
http://econ.ucsd.edu/~wdenhaan/varhac.html
By Wouter J. Denhaan.
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.
http://agbu.une.edu.au/~kmeyer/rrgibbs.html
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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.
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.
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.
http://www.itl.nist.gov/div898/software/datapac/homepage.htm
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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.
http://www.jstatsoft.org/v02/i04/
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http://www.jstatsoft.org/v02/i04/
A program for multifactor relative risks, confidence limits, and tests of hypotheses using regression coefficients and a variance-covariance matrix obtained from a previous additive or multiplicative regression analysis. By Leif E. Peterson, with accompanying paper.
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).
http://www.maths.uq.edu.au/~gjm/emmix/EMMIX.f
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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.
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]
http://www.ncdc.noaa.gov/paleo/softlib/redfit/redfit.html
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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.
http://www.netlib.org/dierckx/index.html
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http://www.netlib.org/dierckx/index.html
Fortran subroutines for calculating smoothing splines for various kinds of data and geometries, with automatic knot selection.
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/odrpack/
-
http://www.netlib.org/odrpack/
Solves the weighted orthogonal distance regression problem to find parameter estimates that minimize the sum of the squares of the weighted orthogonal distances between each observed data point and the curve described by a nonlinear equation. Includes documentation, revision history, and source code.
http://www.stanford.edu/group/SOL/software/lsqr/f77/
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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.
http://www.uic.edu/classes/idsc/ids594/ISOPAC/home.htm
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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.
I-NoLLS Least-Squares Fitting Program
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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.
ISMLIB Software
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http://www.ism.ac.jp/ismlib/soft_e.html
Institute of Statistical Mathematics Software and Data Library.
James MacKinnon
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http://qed.econ.queensu.ca/pub/faculty/mackinnon/
Fortran codes for cointegration tests and other time series topics.
Kalman smoothing routine for Hodrick-Prescott filter
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http://dge.repec.org/codes/hpfilter.for
By E. Prescott.
Logic Regression
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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.
Lyapunov Exponent of Noisy Nonlinear Systems (LENNS)
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http://econwpa.wustl.edu/eprints/prog/papers/9603/9603002.abs
Fortran 77 code for paper by Ronald Gallant.
Mersenne Twister
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http://homepage.esoterica.pt/~jrfsousa/fortran.html
Random number generators in F (Fortran 95 subset) by Jose Rui Faustino de Sousa.
Mersenne Twister in Fortran
-
http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/VERSIONS/FORTRAN/fortran.html
Random number generators in Fortran.
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.
Monahan statistics code
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http://www4.stat.ncsu.edu/~monahan/aug00/toc.htm
Fortran 95 code for the book Numerical Methods of Statistics, by John Monahan
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.
Multivariate Analyses
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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.
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.
Multivariate Normal and Multivariate t Integrals Over Convex Regions
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http://www.jstatsoft.org/v06/i08/
Fortran 90 code by Paul N. Somerville, appearing in the Journal of Statistical Software volume 3.
Multivariate normal or t-probabilities
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http://www.biostat.uni-hannover.de/staff/bretz/
Fortran and SAS/IML programs by Frank Bretz.
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.
Neural Network Freeware
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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.
Non-Negative Least Squares (NNLS)
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http://hesperia.gsfc.nasa.gov/~schmahl/nnls/
Codes in Fortran 77, 90, C, IDL, and Matlab.
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).
NONPAR: Nonparametric Estimation Program
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http://www1.fpl.fs.fed.us/nonpar.html
Calculates nonparametric estimates of percentiles, associated confidence intervals, and tolerance limits of the percentiles from a data set. Also calculates the order statistics needed for any sample size to create the same estimates. Includes source code and web-based interfaces for executing the programs.
Numerical Methods for Estimation and Inference in Bayesian VAR-models
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http://qed.econ.queensu.ca/jae/1997-v12.2/kadiyala-karlsson/
Fortran 77 code for paper by K. Rao Kadiyala and Sune Karlsson.
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.
Parallel Random Forests (PARF)
-
http://www.irb.hr/en/research/projects/it/2004/2004-111/
Fortran 90 for a classification algorithm.
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.
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.
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.
Predictor Sort Confidence Interval Simulation
-
http://www1.fpl.fs.fed.us/psconf.html
Performs a simulation to evaluate the performance of corrected confidence intervals based on blocked and unblocked ANOVAs in a predictor sort sampling ANOVA. Also estimates coverages for confidence intervals based on an analysis of covariance, and for confidence intervals based on uncorrected blocked and unblocked ANOVAs.
Progress
-
http://wis.kuleuven.be/stat/Programs/progress.f
Robust regression.
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.
Quantiles of the Multivariate Studentized Range Procedure
-
http://www.stat.rice.edu/~schwalb/
By Otto Schwalb.
Random Number Generator
-
http://www.fortran.com/kiss.f90
KISS RNG by George Marsaglia
Raw General Linear Model Code
-
http://www1.fpl.fs.fed.us/glm.html
Code for linear model hypothesis testing and power calculations via the singular value decomposition.
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.
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.
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).
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.
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.
Rule Learning
-
http://www.eco.utexas.edu/Homepages/Graduate/Haruvy/experimental/rlindx.htm
Code estimates the population rule learning model on experimental data.
Simulation of Multinomial Probit Probabilities and Imputation
-
http://www.people.virginia.edu/~sns5r/resint/imputstf/fortran.html
By Steven Stern.
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.
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.
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.
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.
Software for the Analysis of Binary Recurrent Events (SABRE)
-
http://sabre.lancs.ac.uk/
Fortran 77 code for the statistical analysis of multi-process random effect response data. These responses can take the form of binary, ordinal, count and linear recurrent events.
Some Uniform and Normal Random Number Generators
-
http://wwwmaths.anu.edu.au/~brent/random.html
Two pseudorandom number generators, ranut and rannw, written in Fortran 77 by Richard P. Brent and released under the GNU General Public License.
Source Code for the Tight T Program
-
http://www1.fpl.fs.fed.us/source.html
Free program to determine appropriate sample sizes, allocate specimens, and analyze results in the case in which a response predictor is used to sort the specimens prior to treatment. Includes downloads for Solaris and DOS.
Spatial Statistics
-
http://www.spatial-statistics.com/software_index.htm
Fortran 90 code by Kelley Pace.
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.
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.
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.
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.
Statistical Computing
-
http://www.stat.uga.edu/~seymour/8060/course.html
Fortran 90 and Matlab codes for course by Lynne Seymour.
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.
StatLib---Software and extensions for the S (Splus) language
-
http://lib.stat.cmu.edu/S/
Links to many packages with Fortran source.
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.
Studies of Random Numbers
-
http://www.helsinki.fi/~vattulai/rngs.html
Fortran 77 codes by Ilpo Vattulainen.
Tobit and Adjusted Maximum Likelihood Estimation
-
http://www159.pair.com/cohns/TimCohn/TAC_Software/Tobit/
Fortran 77 code and documentation by Tim Cohn.
University of California, Berkeley, Econometrics Laboratory Fortran Software
-
http://elsa.berkeley.edu/fortran_progs.shtml
Econometrics codes.
UT Biostatistics and Applied Mathematics: Software Download Site
-
http://biostatistics.mdanderson.org/SoftwareDownload/
Source code repository includes routines for clinical trials, random number generation, statistical distributions, survival analysis, and various regressions.
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.
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.
xSVM Family Software
-
http://www.smartlab.dibe.unige.it/sw_svm.aspx
Fortran 95 programs for the training and model selection of support vector machines for classification and regression tasks.
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