Top: Computers: Programming: Languages: Fortran: Source Code: Statistics and Econometrics  (107)


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Giga Bits (more) datasets Fortran Programs 1999
Fortran 1979 77 source 1997
1986 1993 2000 multivariate

StatLib Index
See Applied Statistics (algorithms of the Royal Statistical Society) and General
Archives for a considerable amount of Fortran code.
Search in Category: Science: Math: Statistics: Software
lib.stat.cmu.edu


VPLX: Variance Estimation for Complex Samples
Program from the U.S. Census Bureau for the calculation of variances for complex
sample designs through replication.
Search in Category: Regional: North America: United States: Government: Executive Branch: Department of Commerce: Economics and Statistics Administration: Census Bureau
Search in Category: Science: Social Sciences: Demography and Population Studies: North America
Search in Category: Society: Law: Legal Information: Legal Practice: Resources: Public Records
Search in Category: World: Chinese Simplified: 参考: 统计资料
www.census.gov/sdms/www/vwelcome.html - modified: 4 months ago - cached


Ensemble Kalman Filter (EnKF)
Fortran 90 code by Geir Evensen.
enkf.nersc.no - published: Feb 02 2007 - cached


Geostatistical Software LIBrary (GSLIB)
Codes in Fortran 90 and 77. Accompanies the book "GSLIB: Geostatistical
Software Library and User's Guide" by Clayton Deutsch and André Journel.
Search in Category: Science: Earth Sciences: Products and Services: Software
www.gslib.com - modified: Feb 18 2009 - cached


ISOPAC
CLUSPAC for cluster analysis, TSPAC for time-series segmentation, and IMPAC for
segmenting digital images, by Stanley L. Sclove.
Search in Category: Reference: Education: Colleges and Universities: North America: United States: Illinois: University of Illinois: Chicago
www.uic.edu/classes/idsc/ids594/ISOPAC/home.htm - cached


LSQR
Solves unsymmetric equations, linear least squares, and damped least squares for a
left-hand-side matrix that is large and sparse.
Search in Category: Reference: Education: Colleges and Universities: North America: United States: California: Private Colleges and Universities: Stanford University
Search in Category: Regional: North America: United States: California: Counties: Santa Clara: Education
www.stanford.edu/group/SOL/software/lsqr/f77 - cached


A Bounded Influence Estimation and Outlier Detection for ARCH/GARCH Models With an Application to Foreign Exchange Rates
By Chihwa Kao.
www.maxwell.syr.edu/maxpages/faculty/cdkao/working/program.zip - cached


ALSCAL
Fortran code by Forrest W. Young for multidimensional scaling.
Search in Category: Science: Math: Statistics: Software
Search in Category: Science: Social Sciences: Psychology: Tests and Testing: Psychometrics
forrest.psych.unc.edu/research/alscal.html - cached


ARMA and Kalman Filter model estimation
By J. Newton
www.stat.tamu.edu/ftp/pub/jnewton/load.f


Bispectrum Test
Code for bispectrum test of Melvin Hinich.
econwpa.wustl.edu/eprints/prog/papers/9603/9603001.abs - published: Mar 07 1996 - cached


CANOCO
Program for canonical community ordination by [partial] [detrended] [canonical]
correspondence analysis, principal components analysis and redundancy analysis.
[Commercial]
www.microcomputerpower.com/catalog/canoco.html - cached


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.
Search in Category: Reference: Education: Colleges and Universities: Europe: United Kingdom: England: University of Oxford: Departments: Mathematical, Physical and Life Sciences Division
Search in Category: Science: Math: Statistics: Education: Academic Departments: Europe: United Kingdom
www.stats.ox.ac.uk/~ripley/PRbook/clusfind - cached


Cluster Analysis
Cluster generation, hierarchical clustering with influence detection, and K-Means
clustering with influence detection, by Glenn Milligan.
Search in Category: Reference: Education: Colleges and Universities: North America: United States: Pennsylvania: University of Pittsburgh
www.pitt.edu/~csna/Milligan/readme.html - published: Dec 11 1997 - cached


Clustering
Fortran 90 codes.
Search in Category: Science: Math: Academic Departments: Europe: Italy
www.sissa.it/dataclustering/bretton_woods.html - cached


DATAPAC
Fortran 77 statistical library by James Filliben.
Search in Category: Computers: Computer Science: Research Institutes
www.itl.nist.gov/div898/software/datapac/homepage.htm - published: Nov 08 2004 - cached


Department of Economics Data & Software
Programs for estimating univariate and multivariate GARCH models in Fortran 77 and
Gauss.
econ.ucsd.edu/publications/ARCH.shtml - cached


Fair-Parke Program
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.
Search in Category: Science: Social Sciences: Economics: Forecasting and Consulting
fairmodel.econ.yale.edu/fp/fp.htm - cached


Fast Statistical Methods
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.
Search in Category: Regional: North America: United States: Government: Executive Branch: Department of Energy: DOE National Laboratories: Los Alamos National Laboratory
Search in Category: Regional: North America: United States: New Mexico: Government
Search in Category: Science: Physics: Plasma: Laboratories
www.lanl.gov/DLDSTP/fast - published: Mar 04 1998 - cached


GARCH Estimates: Analytic Derivatives
By Gabriele Fiorentini, Giorgio Calzolari, and Lorenzo Panattoni, for a 1996 paper
in the Journal of Applied Econometrics.
Search in Category: Reference: Education: Colleges and Universities: North America: Canada: Ontario: Queen's University: Departments and Programs
Search in Category: Science: Social Sciences: Economics: Academic Departments: North America: Canada
qed.econ.queensu.ca/jae/1996-v11.4/fiorentini-calzolari-panattoni/fcp-progs.zip


Gaussian Random Number Generator
Code to generate autocorrelated Gaussian variates by S. Tim Hatamian.
Search in Category: Computers: Programming: Languages: Fortran
www.fortran.com/fm_gauss.html - published: Jul 01 2008 - cached


Kalman smoothing routine for Hodrick-Prescott filter
By E. Prescott.
Search in Category: Science: Social Sciences: Economics: Macroeconomics
dge.repec.org/codes/hpfilter.for - cached


Lyapunov Exponent of Noisy Nonlinear Systems (LENNS)
Fortran 77 code for paper by Ronald Gallant.
econwpa.wustl.edu/eprints/prog/papers/9603/9603002.abs - published: Mar 08 1996 - cached


Model-Based Clustering Software (MCLUST/EMCLUST)
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.
Search in Category: Reference: Education: Colleges and Universities: North America: United States: Washington: University of Washington: Seattle: Departments and Programs
Search in Category: Science: Math: Statistics: Education: Academic Departments: North America: United States
www.stat.washington.edu/fraley/software.html - cached


Multivariate Normal and Multivariate t Integrals Over Convex Regions
Fortran 90 code by Paul N. Somerville, appearing in the Journal of Statistical
Software volume 3.
Search in Category: Science: Math: Statistics: Publications: Journals
www.jstatsoft.org/v06/i08 - published: Jun 08 2001 - cached


Parallel Random Forests (PARF)
Fortran 90 for a classification algorithm.
Search in Category: Regional: Europe: Croatia: Science and Environment
Search in Category: Science: Earth Sciences: Oceanography: Institutions: Croatia
Search in Category: Science: Institutions: Research Institutes
www.irb.hr/en/research/projects/it/2004/2004-111 - published: Nov 05 2006 - cached


Peter Green
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.
Search in Category: Science: Math: Statistics: Education: Academic Departments: Europe: United Kingdom
www.stats.bris.ac.uk/~peter - cached


Phil Everson research
TLNise: Two-Level Normal independent sampling estimation. Rcwish generates random
draws from the Wishart and related distributions.
Search in Category: Reference: Education: Colleges and Universities: North America: United States: Pennsylvania: Swarthmore College
Search in Category: Reference: Libraries: Research
www.swarthmore.edu/NatSci/peverso1 - cached


gcv
see also toms/642. file sbart.r for univariate smoothing spline automatically
choosing the smoothing parameter by minimizing generalized cross validation lang
Ratfor language with comments by Finbarr O'Sullivan ref "Comments on Dr.
Silverman's Paper", J. Royal Statistical Society B (1985) 47, pp.39-40 file sbart.f
for univariate smoothing spline automatically choosing the smoothing parameter by
minimizing generalized cross validation lang Fortran language with NO comments by
Finbarr O'Sullivan ...
Search in Category: Regional: North America: United States: Government: Executive Branch: Department of Energy: DOE National Laboratories: Oak Ridge National Laboratory: Research Databases
Search in Category: Regional: North America: United States: Government: Executive Branch: Department of Energy: DOE National Laboratories: Oak Ridge National Laboratory: Software
Search in Category: Science: Math: Numerical Analysis: Software
www.netlib.org/gcv - cached


Flexible Least Squares (FLS)
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).
Search in Category: Science: Math: Applications: Complex Systems
Search in Category: Science: Social Sciences: Economics: Academic Departments: North America: United States: Iowa
www.econ.iastate.edu/tesfatsi/fls.htm - published: Jan 17 2009 - cached


PIRLS
Poisson Iteratively Reweighted Least Squares Program for Additive, Multiplicative,
Power, and Non-linear Models, by Leif E. Peterson, Journal of Statistical Software
v2 (1997).
Search in Category: Science: Math: Statistics: Publications: Journals
www.jstatsoft.org/v02/i05 - published: Nov 05 1997 - cached


RedFit
Fortran 90 code by Michael Schulz and Manfred Mudelsee to estimate red-noise
spectra directly from unevenly spaced time series, without requiring interpolation.
Search in Category: Regional: North America: United States: Government: Executive Branch: Department of Commerce: National Oceanic and Atmospheric Administration: National Environmental Satellite Data and Information Service
www.ncdc.noaa.gov/paleo/softlib/redfit/redfit.html - published: Dec 02 2008 - cached


DIERCKX
Curve fitting routines ====== file curfit.f curfit.f plus dependencies for general
curve fitting gams k1a1a1, k5, l8g, l8h file percur.f percur.f plus dependencies
for curve fitting with periodic splines gams k1a1a1, k5, l8g, l8h file parcur.f
parcur.f plus dependencies for smoothing of parametric curves gams k1a1a1, k5, l8g,
l8h file clocur.f clocur.f plus dependencies for smoothing of closed curves gams
k1a1a1, k5, l8g, l8h file concur.f concur.f plus dependencies for smoothing with
end ...
Search in Category: Regional: North America: United States: Government: Executive Branch: Department of Energy: DOE National Laboratories: Oak Ridge National Laboratory: Research Databases
Search in Category: Regional: North America: United States: Government: Executive Branch: Department of Energy: DOE National Laboratories: Oak Ridge National Laboratory: Software
Search in Category: Science: Math: Numerical Analysis: Software
www.netlib.org/dierckx - cached


Econometrics
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.
Search in Category: Reference: Education: Colleges and Universities: Europe: United Kingdom: England: University of Kent
www.kent.ac.uk/ims/personal/mfs/software.html


Fortran Library
Fortran 90 program by Johnny Lin to calculate the time-dependent exponent (lambda)
and logarithmic displacement curves of a time series.
www.johnny-lin.com/flib.html - cached


Recipe: REGression Confidence Intervals for PErcentiles
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.
Search in Category: Computers: Computer Science: Research Institutes
www.itl.nist.gov/div898/software/recipe/homepage.html - published: May 06 2001 - cached


Robust Estimation of Simple Statistics
By T. Beers, K. Flynn, and K. Gebhardt.
Search in Category: Reference: Education: Colleges and Universities: North America: United States: Michigan: Michigan State University: Colleges and Departments: College of Natural Science: Departments
www.pa.msu.edu/ftp/pub/beers/posts/rostat/rostat.f


Spatial Statistics
Fortran 90 code by Kelley Pace.
Search in Category: Science: Math: Software: MATLAB
Search in Category: Science: Math: Statistics: Software: Regression and Curve Fitting
www.spatial-statistics.com/software_index.htm - published: Apr 01 2006 - cached


SPECTRUM
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.
Search in Category: Science: Math
archives.math.utk.edu/software/msdos/numerical.analysis/spectr21/.html - cached


STARPAC - Statistical & Time Series Package
Fortran 77 code for times series and least-squares regression including nonlinear
regression.
www.cisl.ucar.edu/softlib/STARPAC.html - cached


Statistical Analysis of Climate Time Series
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.
www.manfredmudelsee.com - cached


Statistical programs
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.
www.stat.osu.edu/~tjs - cached


StatLib---Software and extensions for the S (Splus) language
Links to many packages with Fortran source.
Search in Category: Science: Math: Statistics: Software: S: S-Plus
Search in Category: Science: Math: Statistics: Software
lib.stat.cmu.edu/S


STSPAC
Fortran 77 code for statistics by Charlie Reeve, covering probability
distributions, random number generation, least-squares calculations, and other
topics.
Search in Category: Computers: Computer Science: Research Institutes
www.itl.nist.gov/div898/software/reeves/homepage.htm - published: Nov 08 2004 - cached


University of California, Berkeley, Econometrics Laboratory Fortran Software
Econometrics codes.
Search in Category: Science: Math: Statistics: Education: Academic Departments: North America: United States
Search in Category: Science: Social Sciences: Economics: Econometrics: Software: Routines
elsa.berkeley.edu/fortran_progs.shtml - cached


WWZ and TS
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.
Search in Category: Science: Astronomy: Amateur: Organizations: North America: United States: Massachusetts
Search in Category: Science: Astronomy: Associations
Search in Category: Science: Astronomy: Stars: Variable Stars
www.aavso.org/data/software/wwztsfort.shtml - published: Apr 06 2004 - cached


Bayesian estimation of affine models
Fortran 77 code by Chris Lamoureux.
Search in Category: Reference: Education: Colleges and Universities: North America: United States: Arizona: University of Arizona: Departments and Programs: Eller College of Business and Public Administration
finance.eller.arizona.edu/lam/rsrch/expdfap.txt - cached


Cloud Slice
Fortran 77 and IDL codes for time series regression and detrending.
code916.gsfc.nasa.gov/Data_services/cloud_slice/regress.html - cached


Data Analysis
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.
Search in Category: Science: Physics: Particle: Research Centers
www.desy.de/~blobel - modified: 6 months ago - cached


Demo Fortran90 Multilayer Perceptron Backprop Code
By Phil Brierley. A genetic algorithm code is at
http://www.philbrierley.com/main.html&code/gafortran.html&code/codeleft.html
.
Search in Category: Computers: Artificial Intelligence: Neural Networks: Software
www.philbrierley.com/main.html?code/fortran.html&code/codeleft.html - cached


Filtering with Marked Point Process Observations: Application to the Econometrics of Ultra-High Frequency Data
Fortran 77 programs by Yong Zeng.
mendota.umkc.edu/paper-tick.html - published: Feb 06 2007 - cached


Geophysical Data Analysis
Fortran 77 codes to estimate cross and power spectra by sine multitapers and to
plot x-y data.
mahi.ucsd.edu/cathy/Classes/SIO223/SIO223.html - cached


Group Sequential Tests
Programs from book by Christopher Jennison.
people.bath.ac.uk/mascj/book/programs/general - published: Aug 24 1999 - cached


ISMLIB Software
Institute of Statistical Mathematics Software and Data Library.
Search in Category: Science: Math: Statistics: Education: Academic Departments: Asia
www.ism.ac.jp/ismlib/soft_e.html - published: Nov 24 2005 - cached


James MacKinnon
Fortran codes for cointegration tests and other time series topics.
Search in Category: Science: Social Sciences: Economics: Econometrics: People
Search in Category: Reference: Education: Colleges and Universities: North America: Canada: Ontario: Queen's University: Departments and Programs
Search in Category: Science: Social Sciences: Economics: Academic Departments: North America: Canada
qed.econ.queensu.ca/pub/faculty/mackinnon - cached


Monahan statistics code
Fortran 95 code for the book Numerical Methods of Statistics, by John Monahan
www4.stat.ncsu.edu/~monahan/aug00/toc.htm - cached


Multivariate Analyses
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.
www.esg.montana.edu/eguchi/multivariate - published: Mar 15 2002 - cached


Multivariate Data Analysis
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.
astro.u-strasbg.fr/~fmurtagh/mda-sw - published: Feb 01 2001 - cached


Multivariate normal or t-probabilities
Fortran and SAS/IML programs by Frank Bretz.
www.biostat.uni-hannover.de/staff/bretz - cached


Neural Network Freeware
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.
www.mensch.org/neural - published: Oct 10 2008 - cached


Numerical Methods for Estimation and Inference in Bayesian VAR-models
Fortran 77 code for paper by K. Rao Kadiyala and Sune Karlsson.
Search in Category: Reference: Education: Colleges and Universities: North America: Canada: Ontario: Queen's University: Departments and Programs
Search in Category: Science: Social Sciences: Economics: Academic Departments: North America: Canada
qed.econ.queensu.ca/jae/1997-v12.2/kadiyala-karlsson - published: Feb 12 1997 - cached


Quality Control and Engineering Statistics code
For a course, authored by Karen Jensen, F. F. Gan, Stephen Crowder, Thomas
Lorenzen, Keith Crawford, Andy Chiang, and Brandon L. Paris.
www.public.iastate.edu/~vardeman/stat531/531software.html - published: Jan 12 2001 - cached


Quantiles of the Multivariate Studentized Range Procedure
By Otto Schwalb.
www.stat.rice.edu/~schwalb - published: Apr 15 1999 - cached


Random Number Generator
KISS RNG by George Marsaglia
Search in Category: Computers: Programming: Languages: Fortran
www.fortran.com/kiss.f90


RRGIBBS
Fortran 95 codes by Karin Meyer: RRGIBBS does simple random regression analyses via
Gibbs sampling, and PDMATRIX makes matrices positive definite.
Search in Category: Regional: Oceania: Australia: New South Wales: Business and Economy: Animals: Cattle
Search in Category: Science: Biology: Genetics: Eukaryotic: Animal
agbu.une.edu.au/~kmeyer/rrgibbs.html - published: Jun 13 2007 - cached


Smoothing Splines
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.
Search in Category: Reference: Education: Colleges and Universities: North America: United States: Indiana: Purdue University
Search in Category: Science: Math: Statistics: Education: Academic Departments: North America: United States
www.stat.purdue.edu/~chong/software.html - cached


Software for Stochastic Simulation Input Modeling
Fortran 77 code and Windows executables for fitting Johnson distributions, Poisson
processes, and other topics. By James R. Wilson.
Search in Category: Reference: Education: Colleges and Universities: North America: United States: North Carolina: North Carolina State University: Departments and Colleges
www.ise.ncsu.edu/jwilson/page3.html - published: Jul 22 2005 - cached


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.
astrostatistics.psu.edu/statcodes - cached


Churd's work page
This page contains various bits and bobs related to my work life - mainly computer
software, data sets, lecture notes from presentations and short courses, and
publications. Most of my research is in the area of stochastic processes and time
series, with specific applications in hydrology and climate modelling. Our research
group produces quite a lot of software, mostly relating to fitting and simulation
of stochastic rainfall models. A few of our modules may be of more general interest,
and ...
www.homepages.ucl.ac.uk/~ucakarc/work - modified: 1 month ago - cached


EMMIX
Fits a mixture model of multivariate normal or t-distributions to a user supplied
data set via the EM algorithm. By Geoff McLachlan.
Search in Category: Science: Math: Academic Departments: Oceania: Australia
www.maths.uq.edu.au/~gjm/emmix/EMMIX.f


Robust Statistics
Code for regression and covariance matrix estimation, from the Antwerp Group On
Robust and Applied Statistics.
www.agoras.ua.ac.be/Robustn.htm - cached


Rule Learning
Code estimates the population rule learning model on experimental data.
Search in Category: Science: Social Sciences: Economics: Academic Departments: North America: United States: Texas
www.eco.utexas.edu/Homepages/Graduate/Haruvy/experimental/rlindx.htm


SNP: A Program for Nonparametric Time Series Analysis
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.
Search in Category: Reference: Education: Colleges and Universities: North America: United States: North Carolina: Duke University: Academics and Research: Arts and Sciences and Trinity College
Search in Category: Science: Social Sciences: Economics: Academic Departments: North America: United States: North Carolina
www.econ.duke.edu/~get/snp.html - cached


Statistics
Code by Laurie Davies for modality of spectral densities, ANOVA, and nonparametric
regression: runs, taut strings, and local extremes.
wwwstat.mathematik.uni-essen.de/~davies - cached


Stochastic Differential Equations
Fortran/Matlab program by Andrea Barreiro to integrate SDE's using Euler's method.
Search in Category: Science: Math: Academic Departments: North America: United States
math.nyu.edu/phd_students/barreiro/projects.html


TULSIM
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.
ftp.aset.psu.edu/pub/ger/fortran/tulsim.zip


BACC -- Bayesian Analysis, Computation and Communication
Please install a browser that supports frames or email us at bacc@econ.umn.edu for
more information or assistance ...
www2.cirano.qc.ca/~bacc/bacc98 - cached


Adaptive Logistic Basis Function Regression (ALB)
Fortran 77 code by Peter M. Hooper.
www.stat.ualberta.ca/~hooper/research/alb_software - published: Aug 24 2002 - cached


AR and ARFIMA models
Tests for AR(1) Parameter in Regression Models with Autocorrelated Errors.
Univariate and multivariate Bayesian ARFIMA. By Nalini Ravishanker and coworkers.
merlot.stat.uconn.edu/~nalini/programs.html - cached


Autoregressive to Anything (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.
users.iems.northwestern.edu/~nelsonb/ARTA - published: May 30 1996 - cached


Computer Intensive Statistical Methods
Fortran 77 programs from book by Urban Hjorth: cross validation of forward
selection, forward validation, and bootstrapping.
www.math.chalmers.se/~hjorth/cism.html


DECORANA and TWINSPAN
Fortran 77 programs for correspondence analysis, by Jari Oksanen.
cc.oulu.fi/~jarioksa/softhelp/ceprog.html - cached


Mersenne Twister
Random number generators in F (Fortran 95 subset) by Jose Rui Faustino de Sousa.
homepage.esoterica.pt/~jrfsousa/fortran.html - cached


Non-Negative Least Squares (NNLS)
Codes in Fortran 77, 90, C, IDL, and Matlab.
hesperia.gsfc.nasa.gov/~schmahl/nnls - published: Feb 06 2002 - cached


Option Pricing
Program by Ruey Tsay to calculate the price of a European option using a simple
jump diffusion model.
faculty.chicagogsb.edu/ruey.tsay/teaching/fts/kou.f


Permutation Methods: A Distance Function Approach
Code for book by Paul W. Mielke Jr. and Kenneth J. Berry.
Search in Category: Science: Math: Statistics: Education: Academic Departments: North America: United States
www.stat.colostate.edu/~mielke/permute.html - published: Dec 18 2008 - cached


Research Tools Developed by the Mann Group
Fortran 77 code for the Mann and Lees Multi-Taper Method (MTM) and Mann and Park
MTM-SVD Multivariate Signal Analysis.
holocene.meteo.psu.edu/Mann/tools/tools.html - cached


Simulation of Multinomial Probit Probabilities and Imputation
By Steven Stern.
www.people.virginia.edu/~sns5r/resint/imputstf/fortran.html - cached


Simultaneous Nonparametric Regression
By Laurie Davies.
wwwstat.mathematik.uni-essen.de/~davies/cmprnprg.html - cached


Statistical Computing
Fortran 90 and Matlab codes for course by Lynne Seymour.
Search in Category: Reference: Education: Colleges and Universities: North America: United States: Georgia: University of Georgia: Departments and Programs: Franklin College of Arts and Sciences
Search in Category: Science: Math: Statistics: Education: Academic Departments: North America: United States
www.stat.uga.edu/~seymour/8060/course.html


Time-Varying Autoregression (TVAR) - 404 - 2007.4.1
Software by Raquel Prado and Mike West for fitting, analysis and exploration of
time series using classes of TVAR's.
xpress.isds.duke.edu:8080/softwarelinks/tvar.html


I-NoLLS Least-Squares Fitting Program
A new computer code, I-NoLLS, has been developed for fitting the parameters of
physical models to (experimental) data using an Interactive Non-Linear Least
Squares procedure. The code is designed to be highly modular in order that new and
improved computational methods can be readily incorporated and hence of benefit to
a wide research community. Click here for I-NoLLS applications (with pictures!). A
manuscript describing the I-NoLLS program has been published: Computer Physics
Communications ...
Search in Category: Reference: Education: Colleges and Universities: Europe: United Kingdom: Scotland: University of Aberdeen
www.abdn.ac.uk/~che194/research/inolls - published: Jun 24 2004 - cached


Generalized Maximum Entropy Leuven Estimator (MEL) under Severe Multicollinearity Conditions : A Computer Program
Fortran 77 code to compute the estimators of multiple regression parameters by a
family of Maximum Entropy Leuven Estimators under severe multicollinearity.
www.freewebs.com/nehu_economics/nmel.html - cached


Monte Carlo Methods in Bayesian Computation
Fortran 77 code to accompany book by Ming-Hui Chen, Qi-Man Shao, and Joseph G.
Ibrahim.
merlot.stat.uconn.edu/~mhchen/mcbook - published: Mar 16 2002 - cached


Multivariate Normal Rectangle Probabilities
Fortran and C codes by H. Joe to accompany paper.
tigger.smu.edu.sg/software/mnp-stuff/stat.ubc.ca - published: May 01 1996 - cached


Studies of Random Numbers
Fortran 77 codes by Ilpo Vattulainen.
www.helsinki.fi/~vattulai/rngs.html - cached


Nonlinear Time Series Routines
www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.1 - cached


Autoregressive model estimation
Originally by H. Akaike, modified by T. Morikawa, M. Sigemori, and T. Wada.
www.uinet.or.jp/~ishiyasu/wada/Airc.f


Classical Item Analysis
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.
shkim.myweb.uga.edu/epm99.htm - published: Jun 18 1999 - cached


DFREML
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.
Search in Category: Science: Biology: Genetics: Software: Quantitative Genetics
Search in Category: Regional: Oceania: Australia: New South Wales: Business and Economy: Animals: Cattle
Search in Category: Science: Biology: Genetics: Eukaryotic: Animal
agbu.une.edu.au/~kmeyer/dfreml.html - published: Sep 17 1996 - cached


Garland B. Durham
Fortran 95 code to estimate of continuous-time diffusion processes, including
stochastic volatility models.
leeds-faculty.colorado.edu/durhamg


Logic Regression
In Fortran 77, by Ingo Ruczinski and Charles Kooperberg. Also incorporated into
packages for R and S-PLUS.
bear.fhcrc.org/~ingor/logic/html/program.html


Mersenne Twister in Fortran
Random number generators in Fortran.
Search in Category: Science: Math: Academic Departments: Asia: Japan
www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/VERSIONS/FORTRAN/fortran.html - published: Jan 01 2002 - cached


Progress
Robust regression.
wis.kuleuven.be/stat/Programs/progress.f


Smoothing splines
Fortran 90 routines by Ian Enting for calculating smoothing splines and propagating
data uncertainties to obtain uncertainty ranges for the spline fits.
Search in Category: Reference: Education: Colleges and Universities: Oceania: Australia: Victoria: The University of Melbourne
Search in Category: Reference: Education: Colleges and Universities: Oceania: Australia: Victoria: The University of Melbourne: Faculty of Science
Search in Category: Science: Math: Academic Departments: Oceania: Australia
www.ms.unimelb.edu.au/~enting/spline.html - published: May 29 2006 - cached


Tobit and Adjusted Maximum Likelihood Estimation
Fortran 77 code and documentation by Tim Cohn.
www159.pair.com/cohns/TimCohn/TAC_Software/Tobit - published: Feb 01 2001 - cached




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