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Statistics and Econometrics (107)

See Also:
Sites:

http://www.maxwell.syr.edu/maxpages/faculty/cdkao/working/program.zip
» A Bounded Influence Estimation and Outlier Detection for ARCH/GARCH Models With an Application to Foreign Exchange Rates Open in a new browser window
   By Chihwa Kao.
   http://www.maxwell.syr.edu/maxpages/faculty/cdkao/working/program.zip
http://forrest.psych.unc.edu/research/alscal.html
» ALSCAL Open in a new browser window
   Fortran code by Forrest W. Young for multidimensional scaling.
   http://forrest.psych.unc.edu/research/alscal.html
http://merlot.stat.uconn.edu/~nalini/programs.html
» AR and ARFIMA models Open in a new browser window
   Tests for AR(1) Parameter in Regression Models with Autocorrelated Errors. Univariate and multivariate Bayesian ARFIMA. By Nalini Ravishanker and coworkers.
   http://merlot.stat.uconn.edu/~nalini/programs.html
http://www.stat.tamu.edu/ftp/pub/jnewton/load.f
» ARMA and Kalman Filter model estimation Open in a new browser window
   By J. Newton
   http://www.stat.tamu.edu/ftp/pub/jnewton/load.f
http://www.stat.ualberta.ca/~hooper/research/alb_software/
» Adaptive Logistic Basis Function Regression (ALB) Open in a new browser window
   Fortran 77 code by Peter M. Hooper.
   http://www.stat.ualberta.ca/~hooper/research/alb_software/
http://www.uinet.or.jp/~ishiyasu/wada/Airc.f
» Autoregressive model estimation Open in a new browser window
   Originally by H. Akaike, modified by T. Morikawa, M. Sigemori, and T. Wada.
   http://www.uinet.or.jp/~ishiyasu/wada/Airc.f
http://users.iems.northwestern.edu/~nelsonb/ARTA/
» Autoregressive to Anything (ARTA) Open in a new browser window
   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.
   http://users.iems.northwestern.edu/~nelsonb/ARTA/
http://www2.cirano.qc.ca/~bacc/bacc98/index.html
» Bayesian Analysis, Computation and Communication (BACC) Open in a new browser window
   By John Geweke.
   http://www2.cirano.qc.ca/~bacc/bacc98/index.html
http://finance.eller.arizona.edu/lam/rsrch/expdfap.txt
» Bayesian estimation of affine models Open in a new browser window
   Fortran 77 code by Chris Lamoureux.
   http://finance.eller.arizona.edu/lam/rsrch/expdfap.txt
http://econwpa.wustl.edu/eprints/prog/papers/9603/9603001.abs
» Bispectrum Test Open in a new browser window
   Code for bispectrum test of Melvin Hinich.
   http://econwpa.wustl.edu/eprints/prog/papers/9603/9603001.abs
http://www.microcomputerpower.com/catalog/canoco.html
» CANOCO Open in a new browser window
   Program for canonical community ordination by [partial] [detrended] [canonical] correspondence analysis, principal components analysis and redundancy analysis. [Commercial]
   http://www.microcomputerpower.com/catalog/canoco.html
http://www.jstatsoft.org/v02/i04/
» COVAR Open in a new browser window
   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 accompan
   http://www.jstatsoft.org/v02/i04/
http://shkim.myweb.uga.edu/epm99.htm
» Classical Item Analysis Open in a new browser window
   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 te
   http://shkim.myweb.uga.edu/epm99.htm
http://code916.gsfc.nasa.gov/Data_services/cloud_slice/regress.html
» Cloud Slice Open in a new browser window
   Fortran 77 and IDL codes for time series regression and detrending.
   http://code916.gsfc.nasa.gov/Data_services/cloud_slice/regress.html
http://www.stats.ox.ac.uk/~ripley/PRbook/clusfind
» Clusfind Open in a new browser window
   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.
   http://www.stats.ox.ac.uk/~ripley/PRbook/clusfind
http://www.pitt.edu/~csna/Milligan/readme.html
» Cluster Analysis Open in a new browser window
   Cluster generation, hierarchical clustering with influence detection, and K-Means clustering with influence detection, by Glenn Milligan.
   http://www.pitt.edu/~csna/Milligan/readme.html
http://www.sissa.it/dataclustering/bretton_woods.html
» Clustering Open in a new browser window
   Fortran 90 codes.
   http://www.sissa.it/dataclustering/bretton_woods.html
http://www.itl.nist.gov/div898/software/datapac/homepage.htm
» DATAPAC Open in a new browser window
   Fortran 77 statistical library by James Filliben.
   http://www.itl.nist.gov/div898/software/datapac/homepage.htm
http://cc.oulu.fi/~jarioksa/softhelp/ceprog.html
» DECORANA and TWINSPAN Open in a new browser window
   Fortran 77 programs for correspondence analysis, by Jari Oksanen.
   http://cc.oulu.fi/~jarioksa/softhelp/ceprog.html
http://agbu.une.edu.au/~kmeyer/dfreml.html
» DFREML Open in a new browser window
   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/dfreml.html
http://www.netlib.org/dierckx/index.html
» DIERCKX Open in a new browser window
   Fortran subroutines for calculating smoothing splines for various kinds of data and geometries, with automatic knot selection.
   http://www.netlib.org/dierckx/index.html
http://www.desy.de/~blobel/
» Data Analysis Open in a new browser window
   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.
   http://www.desy.de/~blobel/
http://www.philbrierley.com/main.html?code/fortran.html&code/codeleft.html
» Demo Fortran90 Multilayer Perceptron Backprop Code Open in a new browser window
   By Phil Brierley. A genetic algorithm code is at http://www.philbrierley.com/main.html&code/gafortran.html&code/codeleft.html .
   http://www.philbrierley.com/main.html?code/fortran.html&code/codeleft.html
http://www.zoology.ubc.ca/~schluter/software.html
» Dolph Schluter's Software Open in a new browser window
   Includes a Fortran 77 program for univariate and multivariate cubic spline regression.
   http://www.zoology.ubc.ca/~schluter/software.html
http://www.maths.uq.edu.au/~gjm/emmix/EMMIX.f
» EMMIX Open in a new browser window
   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.maths.uq.edu.au/~gjm/emmix/EMMIX.f
http://www.kent.ac.uk/ims/personal/mfs/software.html
» Econometrics Open in a new browser window
   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
   http://www.kent.ac.uk/ims/personal/mfs/software.html
http://enkf.nersc.no/
» Ensemble Kalman Filter (EnKF) Open in a new browser window
   Fortran 90 code by Geir Evensen.
   http://enkf.nersc.no/
http://www1.fpl.fs.fed.us/covnorm.code.html
» Exact Confidence Bounds on a Normal Distribution Coefficient of Variation Open in a new browser window
   Obtains a two-sided confidence interval on a coefficient of variation for data from a normal distribution.
   http://www1.fpl.fs.fed.us/covnorm.code.html
http://fairmodel.econ.yale.edu/fp/fp.htm
» Fair-Parke Program Open in a new browser window
   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
   http://fairmodel.econ.yale.edu/fp/fp.htm
http://www.lanl.gov/DLDSTP/fast/
» Fast Statistical Methods Open in a new browser window
   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.
   http://www.lanl.gov/DLDSTP/fast/
http://mendota.umkc.edu/paper-tick.html
» Filtering with Marked Point Process Observations: Application to the Econometrics of Ultra-High Frequency Data Open in a new browser window
   Fortran 77 programs by Yong Zeng.
   http://mendota.umkc.edu/paper-tick.html
http://www.econ.iastate.edu/tesfatsi/fls.htm
» Flexible Least Squares (FLS) Open in a new browser window
   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 Math
   http://www.econ.iastate.edu/tesfatsi/fls.htm
http://www.johnny-lin.com/flib.html#math
» Fortran Library Open in a new browser window
   Fortran 90 program by Johnny Lin to calculate the time-dependent exponent (lambda) and logarithmic displacement curves of a time series.
   http://www.johnny-lin.com/flib.html#math
http://bioeng.washington.edu/software/fractal/
» Fractal Analysis Programs of the National Simulation Resource Open in a new browser window
   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.
   http://bioeng.washington.edu/software/fractal/
http://qed.econ.queensu.ca/jae/1996-v11.4/fiorentini-calzolari-panattoni/fcp-progs.zip
» GARCH Estimates: Analytic Derivatives Open in a new browser window
   By Gabriele Fiorentini, Giorgio Calzolari, and Lorenzo Panattoni, for a 1996 paper in the Journal of Applied Econometrics.
   http://qed.econ.queensu.ca/jae/1996-v11.4/fiorentini-calzolari-panattoni/fcp-progs.zip
http://www.netlib.org/gcv/index.html
» GCV Open in a new browser window
   Fortran 77 and RATFOR code to fit smoothing splines using generalized cross-validation.
   http://www.netlib.org/gcv/index.html
http://leeds-faculty.colorado.edu/durhamg/
» Garland B. Durham Open in a new browser window
   Fortran 95 code to estimate of continuous-time diffusion processes, including stochastic volatility models.
   http://leeds-faculty.colorado.edu/durhamg/
http://www.fortran.com/fm_gauss.html
» Gaussian Random Number Generator Open in a new browser window
   Code to generate autocorrelated Gaussian variates by S. Tim Hatamian.
   http://www.fortran.com/fm_gauss.html
http://www.freewebs.com/nehu_economics/nmel.html
» Generalized Maximum Entropy Leuven Estimator (MEL) under Severe Multicollinearity Conditions : A Computer Program Open in a new browser window
   Fortran 77 code to compute the estimators of multiple regression parameters by a family of Maximum Entropy Leuven Estimators under severe multicollinearity.
   http://www.freewebs.com/nehu_economics/nmel.html
http://www.gslib.com/
» Geostatistical Software LIBrary (GSLIB) Open in a new browser window
   Codes in Fortran 90 and 77. Accompanies the book "GSLIB: Geostatistical Software Library and User's Guide" by Clayton Deutsch and André Journel.
   http://www.gslib.com/
http://people.bath.ac.uk/mascj/book/programs/general
» Group Sequential Tests Open in a new browser window
   Programs from book by Christopher Jennison.
   http://people.bath.ac.uk/mascj/book/programs/general
http://www.abdn.ac.uk/~che194/research/inolls/index.html
» I-NoLLS Least-Squares Fitting Program Open in a new browser window
   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.
   http://www.abdn.ac.uk/~che194/research/inolls/index.html
http://www.ism.ac.jp/ismlib/soft_e.html
» ISMLIB Software Open in a new browser window
   Institute of Statistical Mathematics Software and Data Library.
   http://www.ism.ac.jp/ismlib/soft_e.html
http://www.uic.edu/classes/idsc/ids594/ISOPAC/home.htm
» ISOPAC Open in a new browser window
   CLUSPAC for cluster analysis, TSPAC for time-series segmentation, and IMPAC for segmenting digital images, by Stanley L. Sclove.
   http://www.uic.edu/classes/idsc/ids594/ISOPAC/home.htm
http://qed.econ.queensu.ca/pub/faculty/mackinnon/
» James MacKinnon Open in a new browser window
   Fortran codes for cointegration tests and other time series topics.
   http://qed.econ.queensu.ca/pub/faculty/mackinnon/
http://dge.repec.org/codes/hpfilter.for
» Kalman smoothing routine for Hodrick-Prescott filter Open in a new browser window
   By E. Prescott.
   http://dge.repec.org/codes/hpfilter.for
http://www.stanford.edu/group/SOL/software/lsqr/f77/
» LSQR Open in a new browser window
   Solves unsymmetric equations, linear least squares, and damped least squares for a left-hand-side matrix that is large and sparse.
   http://www.stanford.edu/group/SOL/software/lsqr/f77/
http://econwpa.wustl.edu/eprints/prog/papers/9603/9603002.abs
» Lyapunov Exponent of Noisy Nonlinear Systems (LENNS) Open in a new browser window
   Fortran 77 code for paper by Ronald Gallant.
   http://econwpa.wustl.edu/eprints/prog/papers/9603/9603002.abs
http://homepage.esoterica.pt/~jrfsousa/fortran.html
» Mersenne Twister Open in a new browser window
   Random number generators in F (Fortran 95 subset) by Jose Rui Faustino de Sousa.
   http://homepage.esoterica.pt/~jrfsousa/fortran.html
http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/VERSIONS/FORTRAN/fortran.html
» Mersenne Twister in Fortran Open in a new browser window
   Random number generators in Fortran.
   http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/VERSIONS/FORTRAN/fortran.html
http://www.stat.washington.edu/fraley/software.html/
» Model-Based Clustering Software (MCLUST/EMCLUST) Open in a new browser window
   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 langu
   http://www.stat.washington.edu/fraley/software.html/
http://www4.stat.ncsu.edu/~monahan/aug00/toc.htm
» Monahan statistics code Open in a new browser window
   Fortran 95 code for the book Numerical Methods of Statistics, by John Monahan
   http://www4.stat.ncsu.edu/~monahan/aug00/toc.htm
http://merlot.stat.uconn.edu/~mhchen/mcbook/
» Monte Carlo Methods in Bayesian Computation Open in a new browser window
   Fortran 77 code to accompany book by Ming-Hui Chen, Qi-Man Shao, and Joseph G. Ibrahim.
   http://merlot.stat.uconn.edu/~mhchen/mcbook/
http://www.esg.montana.edu/eguchi/multivariate/#Fortran
» Multivariate Analyses Open in a new browser window
   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.
   http://www.esg.montana.edu/eguchi/multivariate/#Fortran
http://tigger.smu.edu.sg/software/mnp-stuff/stat.ubc.ca/
» Multivariate Normal Rectangle Probabilities Open in a new browser window
   Fortran and C codes by H. Joe to accompany paper.
   http://tigger.smu.edu.sg/software/mnp-stuff/stat.ubc.ca/
http://www.jstatsoft.org/v06/i08/
» Multivariate Normal and Multivariate t Integrals Over Convex Regions Open in a new browser window
   Fortran 90 code by Paul N. Somerville, appearing in the Journal of Statistical Software volume 3.
   http://www.jstatsoft.org/v06/i08/
http://www.biostat.uni-hannover.de/staff/bretz/
» Multivariate normal or t-probabilities Open in a new browser window
   Fortran and SAS/IML programs by Frank Bretz.
   http://www.biostat.uni-hannover.de/staff/bretz/
http://www1.fpl.fs.fed.us/nonpar.html
» NONPAR: Nonparametric Estimation Program Open in a new browser window
   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
   http://www1.fpl.fs.fed.us/nonpar.html
http://mensch.org/neural/
» Neural Network Freeware Open in a new browser window
   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.
   http://mensch.org/neural/
http://hesperia.gsfc.nasa.gov/~schmahl/nnls/
» Non-Negative Least Squares (NNLS) Open in a new browser window
   Codes in Fortran 77, 90, C, IDL, and Matlab.
   http://hesperia.gsfc.nasa.gov/~schmahl/nnls/
http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.1/index.html
» Nonlinear Time Series Analysis (TISEAN) Open in a new browser window
   Code in C and Fortran for the analysis of time series with methods based on the theory of nonlinear deterministic dynamical systems (chaos).
   http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.1/index.html
http://qed.econ.queensu.ca/jae/1997-v12.2/kadiyala-karlsson/
» Numerical Methods for Estimation and Inference in Bayesian VAR-models Open in a new browser window
   Fortran 77 code for paper by K. Rao Kadiyala and Sune Karlsson.
   http://qed.econ.queensu.ca/jae/1997-v12.2/kadiyala-karlsson/
http://www.netlib.org/odrpack/
» ODRPACK Open in a new browser window
   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 doc
   http://www.netlib.org/odrpack/
http://faculty.chicagogsb.edu/ruey.tsay/teaching/fts/kou.f
» Option Pricing Open in a new browser window
   Program by Ruey Tsay to calculate the price of a European option using a simple jump diffusion model.
   http://faculty.chicagogsb.edu/ruey.tsay/teaching/fts/kou.f
http://www.jstatsoft.org/v02/i05/
» PIRLS Open in a new browser window
   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.jstatsoft.org/v02/i05/
http://www.irb.hr/en/research/projects/it/2004/2004-111/
» Parallel Random Forests (PARF) Open in a new browser window
   Fortran 90 for a classification algorithm.
   http://www.irb.hr/en/research/projects/it/2004/2004-111/
http://www.stat.colostate.edu/~mielke/permute.html
» Permutation Methods: A Distance Function Approach Open in a new browser window
   Code for book by Paul W. Mielke Jr. and Kenneth J. Berry.
   http://www.stat.colostate.edu/~mielke/permute.html
http://www.stats.bris.ac.uk/~peter/
» Peter Green Open in a new browser window
   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.
   http://www.stats.bris.ac.uk/~peter/
http://www.swarthmore.edu/NatSci/peverso1
» Phil Everson research Open in a new browser window
   TLNise: Two-Level Normal independent sampling estimation. Rcwish generates random draws from the Wishart and related distributions.
   http://www.swarthmore.edu/NatSci/peverso1
http://www1.fpl.fs.fed.us/psconf.html
» Predictor Sort Confidence Interval Simulation Open in a new browser window
   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 con
   http://www1.fpl.fs.fed.us/psconf.html
http://wis.kuleuven.be/stat/Programs/progress.f
» Progress Open in a new browser window
   Robust regression.
   http://wis.kuleuven.be/stat/Programs/progress.f
http://www.public.iastate.edu/~vardeman/stat531/531software.html
» Quality Control and Engineering Statistics code Open in a new browser window
   For a course, authored by Karen Jensen, F. F. Gan, Stephen Crowder, Thomas Lorenzen, Keith Crawford, Andy Chiang, and Brandon L. Paris.
   http://www.public.iastate.edu/~vardeman/stat531/531software.html
http://www.stat.rice.edu/~schwalb/
» Quantiles of the Multivariate Studentized Range Procedure Open in a new browser window
   By Otto Schwalb.
   http://www.stat.rice.edu/~schwalb/
http://agbu.une.edu.au/~kmeyer/rrgibbs.html
» RRGIBBS Open in a new browser window
   Fortran 95 codes by Karin Meyer: RRGIBBS does simple random regression analyses via Gibbs sampling, and PDMATRIX makes matrices positive definite.
   http://agbu.une.edu.au/~kmeyer/rrgibbs.html
http://www.fortran.com/kiss.f90
» Random Number Generator Open in a new browser window
   KISS RNG by George Marsaglia
   http://www.fortran.com/kiss.f90
http://www1.fpl.fs.fed.us/glm.html
» Raw General Linear Model Code Open in a new browser window
   Code for linear model hypothesis testing and power calculations via the singular value decomposition.
   http://www1.fpl.fs.fed.us/glm.html
http://www.itl.nist.gov/div898/software/recipe/homepage.html
» Recipe: REGression Confidence Intervals for PErcentiles Open in a new browser window
   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/recipe/homepage.html
http://www.ncdc.noaa.gov/paleo/softlib/redfit/redfit.html
» RedFit Open in a new browser window
   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.ncdc.noaa.gov/paleo/softlib/redfit/redfit.html
http://holocene.meteo.psu.edu/Mann/tools/tools.html
» Research Tools Developed by the Mann Group Open in a new browser window
   Fortran 77 code for the Mann and Lees Multi-Taper Method (MTM) and Mann and Park MTM-SVD Multivariate Signal Analysis.
   http://holocene.meteo.psu.edu/Mann/tools/tools.html
http://www.homepages.ucl.ac.uk/~ucakarc/work/index.html
» Richard Chandler's software Open in a new browser window
   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).
   http://www.homepages.ucl.ac.uk/~ucakarc/work/index.html
http://www.pa.msu.edu/ftp/pub/beers/posts/rostat/rostat.f
» Robust Estimation of Simple Statistics Open in a new browser window
   By T. Beers, K. Flynn, and K. Gebhardt.
   http://www.pa.msu.edu/ftp/pub/beers/posts/rostat/rostat.f
http://www.agoras.ua.ac.be/Robustn.htm
» Robust Statistics Open in a new browser window
   Code for regression and covariance matrix estimation, from the Antwerp Group On Robust and Applied Statistics.
   http://www.agoras.ua.ac.be/Robustn.htm
ftp://ftp.cs.monash.edu.au/software/snob/Snob.README
» SNOB Open in a new browser window
   Mixture modelling by Minimum Message Length (MML).
   ftp://ftp.cs.monash.edu.au/software/snob/Snob.README
http://www.econ.duke.edu/~get/snp.html
» SNP: A Program for Nonparametric Time Series Analysis Open in a new browser window
   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.
   http://www.econ.duke.edu/~get/snp.html
http://archives.math.utk.edu/software/msdos/numerical.analysis/spectr21/.html
» SPECTRUM Open in a new browser window
   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 fro
   http://archives.math.utk.edu/software/msdos/numerical.analysis/spectr21/.html
http://www.cisl.ucar.edu/softlib/STARPAC.html
» STARPAC - Statistical & Time Series Package Open in a new browser window
   Fortran 77 code for times series and least-squares regression including nonlinear regression.
   http://www.cisl.ucar.edu/softlib/STARPAC.html
http://www.itl.nist.gov/div898/software/reeves/homepage.htm
» STSPAC Open in a new browser window
   Fortran 77 code for statistics by Charlie Reeve, covering probability distributions, random number generation, least-squares calculations, and other topics.
   http://www.itl.nist.gov/div898/software/reeves/homepage.htm
http://www.people.virginia.edu/~sns5r/resint/imputstf/fortran.html
» Simulation of Multinomial Probit Probabilities and Imputation Open in a new browser window
   By Steven Stern.
   http://www.people.virginia.edu/~sns5r/resint/imputstf/fortran.html
http://www.stat.purdue.edu/~chong/software.html
» Smoothing Splines Open in a new browser window
   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.
   http://www.stat.purdue.edu/~chong/software.html
http://www.ms.unimelb.edu.au/~enting/spline.html
» Smoothing splines Open in a new browser window
   Fortran 90 routines by Ian Enting for calculating smoothing splines and propagating data uncertainties to obtain uncertainty ranges for the spline fits.
   http://www.ms.unimelb.edu.au/~enting/spline.html
http://www.ise.ncsu.edu/jwilson/page3.html
» Software for Stochastic Simulation Input Modeling Open in a new browser window
   Fortran 77 code and Windows executables for fitting Johnson distributions, Poisson processes, and other topics. By James R. Wilson.
   http://www.ise.ncsu.edu/jwilson/page3.html
http://sabre.lancs.ac.uk/
» Software for the Analysis of Binary Recurrent Events (SABRE) Open in a new browser window
   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.
   http://sabre.lancs.ac.uk/
http://wwwmaths.anu.edu.au/~brent/random.html
» Some Uniform and Normal Random Number Generators Open in a new browser window
   Two pseudorandom number generators, ranut and rannw, written in Fortran 77 by Richard P. Brent and released under the GNU General Public License.
   http://wwwmaths.anu.edu.au/~brent/random.html
http://www1.fpl.fs.fed.us/source.html
» Source Code for the Tight T Program Open in a new browser window
   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.
   http://www1.fpl.fs.fed.us/source.html
http://www.spatial-statistics.com/software_index.htm
» Spatial Statistics Open in a new browser window
   Fortran 90 code by Kelley Pace.
   http://www.spatial-statistics.com/software_index.htm
http://astrostatistics.psu.edu/statcodes/
» StatCodes Open in a new browser window
   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.
   http://astrostatistics.psu.edu/statcodes/
http://lib.stat.cmu.edu/
» StatLib Open in a new browser window
   System for distributing statistical software, datasets, and information on the internet. Includes Applied Statistics algorithms (of the Royal Statistical Society) and a considerable amount of other Fortran code.
   http://lib.stat.cmu.edu/
http://lib.stat.cmu.edu/S/
» StatLib---Software and extensions for the S (Splus) language Open in a new browser window
   Links to many packages with Fortran source.
   http://lib.stat.cmu.edu/S/
http://www.manfredmudelsee.com
» Statistical Analysis of Climate Time Series Open in a new browser window
   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 estimat
   http://www.manfredmudelsee.com
http://www.stat.uga.edu/~seymour/8060/course.html
» Statistical Computing Open in a new browser window
   Fortran 90 and Matlab codes for course by Lynne Seymour.
   http://www.stat.uga.edu/~seymour/8060/course.html
http://www.stat.osu.edu/~tjs/
» Statistical programs Open in a new browser window
   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.
   http://www.stat.osu.edu/~tjs/
http://math.nyu.edu/phd_students/barreiro/projects.html
» Stochastic Differential Equations Open in a new browser window
   Fortran/Matlab program by Andrea Barreiro to integrate SDE's using Euler's method.
   http://math.nyu.edu/phd_students/barreiro/projects.html
http://ftp.aset.psu.edu/pub/ger/fortran/tulsim.zip
» TULSIM Open in a new browser window
   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://ftp.aset.psu.edu/pub/ger/fortran/tulsim.zip
http://www159.pair.com/cohns/TimCohn/TAC_Software/Tobit/
» Tobit and Adjusted Maximum Likelihood Estimation Open in a new browser window
   Fortran 77 code and documentation by Tim Cohn.
   http://www159.pair.com/cohns/TimCohn/TAC_Software/Tobit/
http://elsa.berkeley.edu/fortran_progs.shtml
» University of California, Berkeley, Econometrics Laboratory Fortran Software Open in a new browser window
   Econometrics codes.
   http://elsa.berkeley.edu/fortran_progs.shtml
http://www.census.gov/sdms/www/vwelcome.html
» VPLX: Variance Estimation for Complex Samples Open in a new browser window
   Program from the U.S. Census Bureau for the calculation of variances for complex sample designs through replication.
   http://www.census.gov/sdms/www/vwelcome.html
http://www.smartlab.dibe.unige.it/sw_svm.aspx
» xSVM Family Software Open in a new browser window
   Fortran 95 programs for the training and model selection of support vector machines for classification and regression tasks.
   http://www.smartlab.dibe.unige.it/sw_svm.aspx

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