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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. |
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Fair-Parke Program - http://fairmodel.econ.yale.edu/fp/fp.htm
Allows one to estimate and analyze dynamic, nonlinear, simultaneous equations models. The models can be rational expectations models, and they can have autoregressive errors of any order. The estimation techniques include OLS, 2SLS, 3SLS, FIML, LAD, 2SLAD, and some versions of Hansen's method of moments estimator. |
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Ensemble Kalman Filter (EnKF) - http://enkf.nersc.no/
Fortran 90 code by Geir Evensen. |
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Bayesian Analysis, Computation and Communication (BACC) - http://www2.cirano.qc.ca/~bacc/bacc98/index.html
By John Geweke. |
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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). |
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Fast Statistical Methods - http://www.lanl.gov/DLDSTP/fast/
Fortran 90 and 77 codes by W.H. Press and G.B. Rybicki, for fast inversion matrices of an exponential form arising from autocorrelation functions of Ornstein-Uhlenbeck processes. |
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Clusfind - http://www.stats.ox.ac.uk/~ripley/PRbook/clusfind
Complete code of six stand-alone Fortran programs for cluster analysis, described and illustrated in L. Kaufman and P.J. Rousseeuw (1990), "Finding Groups in Data: an Introduction to Cluster Analysis", Wiley. |
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Dolph Schluter's Software - http://www.zoology.ubc.ca/~schluter/software.html
Includes a Fortran 77 program for univariate and multivariate cubic spline regression. |
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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. |
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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. |
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James MacKinnon - http://qed.econ.queensu.ca/pub/faculty/mackinnon/
Fortran codes for cointegration tests and other time series topics. |
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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. |
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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. |
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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. |
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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. |
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http://www.itl.nist.gov/div898/software/datapac/homepage.htm - http://www.itl.nist.gov/div898/software/datapac/homepage.htm
Fortran 77 statistical library by James Filliben. |
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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. |
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http://www.netlib.org/dierckx/index.html - http://www.netlib.org/dierckx/index.html
Fortran subroutines for calculating smoothing splines for various kinds of data and geometries, with automatic knot selection. |
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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). |
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Multivariate Normal and Multivariate t Integrals Over Convex Regions - http://www.jstatsoft.org/v06/i08/
Fortran 90 code by Paul N. Somerville, appearing in the Journal of Statistical Software volume 3. |
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http://www.jstatsoft.org/v02/i04/ - 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. |
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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. |
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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. |
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Fortran Library - http://www.johnny-lin.com/flib.html#math
Fortran 90 program by Johnny Lin to calculate the time-dependent exponent (lambda) and logarithmic displacement curves of a time series. |
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http://www.uic.edu/classes/idsc/ids594/ISOPAC/home.htm - http://www.uic.edu/classes/idsc/ids594/ISOPAC/home.htm
CLUSPAC for cluster analysis, TSPAC for time-series segmentation, and IMPAC for segmenting digital images, by Stanley L. Sclove. |
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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. |
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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. |
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Fractal Analysis Programs of the National Simulation Resource - 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. |
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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. |
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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. |
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Data Analysis - http://www.desy.de/~blobel/
Fortran 77 codes by Volker Blobel for sorting, linear algebra, random number generation, least squares fitting with constraints and with many variables, and unfolding of measured distributions. |
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Demo Fortran90 Multilayer Perceptron Backprop Code - http://www.philbrierley.com/main.html?code/fortran.html&code/codeleft.html
By Phil Brierley. A genetic algorithm code is at http://www.philbrierley.com/main.html&code/gafortran.html&code/codeleft.html . |
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Gaussian Random Number Generator - http://www.fortran.com/fm_gauss.html
Code to generate autocorrelated Gaussian variates by S. Tim Hatamian. |
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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. |
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Random Number Generator - http://www.fortran.com/kiss.f90
KISS RNG by George Marsaglia |
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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. |
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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] |
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DECORANA and TWINSPAN - http://cc.oulu.fi/~jarioksa/softhelp/ceprog.html
Fortran 77 programs for correspondence analysis, by Jari Oksanen. |
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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. |
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Computer Intensive Statistical Methods - http://www.math.chalmers.se/~hjorth/cism.html
Fortran 77 programs from book by Urban Hjorth: cross validation of forward selection, forward validation, and bootstrapping. |
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Flexible Least Squares (FLS) - http://www.econ.iastate.edu/tesfatsi/fls.htm
Developed by Robert E. Kalaba and Leigh Tesfatsion, implements the flexible least squares (FLS) approach to time-varying linear regression proposed by Kalaba and Tesfatsion in "Time-Varying Linear Regression Via Flexible Least Squares," Computers and Mathematics With Applications 17 (1989), 1215-1245. The FLS program has been incorporated into the statistical packages SHAZAM (Version 8.0) and GAUSS (TSM version 1.2). |
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Filtering with Marked Point Process Observations: Application to the Econometrics of Ultra-High Frequency Data - http://mendota.umkc.edu/paper-tick.html
Fortran 77 programs by Yong Zeng. |
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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). |
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Neural Network Freeware - http://mensch.org/neural/
Fortran 90 code using the backpropagation algorithm to fit a neural network to pairs of input vectors and target vectors. Numerical Recipes code is used for singular value decomposition. |
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Cloud Slice - http://code916.gsfc.nasa.gov/Data_services/cloud_slice/regress.html
Fortran 77 and IDL codes for time series regression and detrending. |
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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. |
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Mersenne Twister - http://homepage.esoterica.pt/~jrfsousa/fortran.html
Random number generators in F (Fortran 95 subset) by Jose Rui Faustino de Sousa. |
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Group Sequential Tests - http://people.bath.ac.uk/mascj/book/programs/general
Programs from book by Christopher Jennison. |
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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. |
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Garland B. Durham - http://leeds-faculty.colorado.edu/durhamg/
Fortran 95 code to estimate of continuous-time diffusion processes, including stochastic volatility models. |
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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. |
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NONPAR: Nonparametric Estimation Program - 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. |
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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. |
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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. |
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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. |
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Bayesian estimation of affine models - http://finance.eller.arizona.edu/lam/rsrch/expdfap.txt
Fortran 77 code by Chris Lamoureux. |
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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. |
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http://www.maths.uq.edu.au/~gjm/emmix/EMMIX.f - http://www.maths.uq.edu.au/~gjm/emmix/EMMIX.f
Fits a mixture model of multivariate normal or t-distributions to a user supplied data set via the EM algorithm. By Geoff McLachlan. |
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GARCH Estimates: Analytic Derivatives - http://qed.econ.queensu.ca/jae/1996-v11.4/fiorentini-calzolari-panattoni/fcp-progs.zip
By Gabriele Fiorentini, Giorgio Calzolari, and Lorenzo Panattoni, for a 1996 paper in the Journal of Applied Econometrics. |
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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. |