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 estimat
- http://www.manfredmudelsee.com

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

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

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.
- http://xpress.isds.duke.edu:8080/softwarelinks/tvar.html

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.
- http://www.jstatsoft.org/v06/i08/

Stochastic Differential Equation Software
- Fortran 77 code for numerical solution of stochastic differential equations such as those which arise in Black-Scholes theory and its generalizations.
- http://www.isalgorithms.ca/examples.html

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.
- http://www.ise.ncsu.edu/jwilson/page3.html

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

RedFit
- 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

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

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.
- http://www.stat.osu.edu/~tjs/

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.
- http://astrostatistics.psu.edu/statcodes/

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

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

Group Sequential Tests
- Programs from book by Christopher Jennison.
- http://people.bath.ac.uk/mascj/book/programs/general

Smoothing splines
- 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

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

Option Pricing
- 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

StatLib---Software and extensions for the S (Splus) language
- Links to many packages with Fortran source.
- http://lib.stat.cmu.edu/S/

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

Bayesian estimation of affine models
- Fortran 77 code by Chris Lamoureux.
- http://finance.eller.arizona.edu/lam/rsrch/expdfap.txt

ISOPAC
- 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

Rule Learning
- Code estimates the population rule learning model on experimental data.
- http://www.eco.utexas.edu/Homepages/Graduate/Haruvy/experimental/rlindx.htm

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 fro
- http://archives.math.utk.edu/software/msdos/numerical.analysis/spectr21/.html

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 te
- http://shkim.myweb.uga.edu/epm99.htm

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

Parallel Random Forests (PARF)
- Fortran 90 for a classification algorithm.
- http://www.irb.hr/en/research/projects/it/2004/2004-111/

Ensemble Kalman Filter (EnKF)
- Fortran 90 code by Geir Evensen.
- http://enkf.nersc.no/

ISMLIB Software
- Institute of Statistical Mathematics Software & Data Library.
- http://www.ism.ac.jp/ismlib/soft_e.html

Tobit and Adjusted Maximum Likelihood Estimation
- Fortran 77 code and documentation by Tim Cohn.
- http://www159.pair.com/cohns/TimCohn/TAC_Software/Tobit/

Uniform and Normal Random Number Generators
- By Richard P. Brent, in Fortran 77.
- http://web.comlab.ox.ac.uk/oucl/work/richard.brent/random.html

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.
- http://users.iems.northwestern.edu/~nelsonb/ARTA/

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

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.
- http://www.stats.bris.ac.uk/~peter/

Fractal Analysis Programs of the National Simulation Resource
- Programs available for (1) the generation of synthetic 1-dimensional signals that are simple fractional Brownian noise, and (2) analysis programs for determining the fractal dimension D (or the Hurst coefficient H, H = E + 1 - D, where E is the Euclidean
- http://nsr.bioeng.washington.edu/Software/NSR_SW_fractal.html

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

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.
- http://www.lanl.gov/DLDSTP/fast/

GCV
- Fortran 77 and RATFOR code to fit smoothing splines using generalized cross-validation.
- http://www.netlib.org/gcv/index.html

DIERCKX
- Fortran subroutines for calculating smoothing splines for various kinds of data and geometries, with automatic knot selection.
- http://www.netlib.org/dierckx/index.html

Stochastic Differential Equations
- Fortran/Matlab program by Andrea Barreiro to integrate SDE's using Euler's method.
- http://math.nyu.edu/phd_students/barreiro/projects.html

Fortran Library
- 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

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

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

Software for the Analysis of Binary Recurrent Events (SABRE)
- Fortran 77 code.
- http://www.cas.lancs.ac.uk/software/sabre3.1/sabre.html

STSPAC
- 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

DATAPAC
- Fortran 77 statistical library by James Filliben.
- http://www.itl.nist.gov/div898/software/datapac/homepage.htm

cSVM
- Fortran 95 program for the training and model selection of a Support Vector Machine for binary classification tasks.
- http://www.smartlab.dibe.unige.it//smartlab/software/software.shtml

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.
- http://mensch.org/neural/

Gaussian Random Number Generator
- Code to generate autocorrelated Gaussian variates by S. Tim Hatamian.
- http://www.fortran.com/fm_gauss.html

Richard Chandler's software
- 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

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 .
- http://www.philbrierley.com/main.html?code/fortran.html&code/codeleft.html

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.
- http://www.aavso.org/data/software/wwztsfort.shtml

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.
- http://www.desy.de/~blobel/

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.
- http://ftp.aset.psu.edu/pub/ger/fortran/tulsim.zip

Quantiles of the Multivariate Studentized Range Procedure
- By Otto Schwalb.
- http://www.stat.rice.edu/~schwalb/

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

Clustering
- Fortran 90 codes.
- http://www.sissa.it/dataclustering/bretton_woods.html

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

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

CANOCO
- 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

ALSCAL
- Fortran code by Forrest W. Young for multidimensional scaling.
- http://forrest.psych.unc.edu/research/alscal.html

Numerical Methods for Estimation and Inference in Bayesian VAR-models
- Fortran 77 code for paper by K. Rao Kadiyala and Sune Karlsson.
- http://qed.econ.queensu.ca/jae/1997-v12.2/kadiyala-karlsson/

Bispectrum Test
- Code for bispectrum test of Melvin Hinich.
- http://econwpa.wustl.edu/eprints/prog/papers/9603/9603001.abs

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
- http://fairmodel.econ.yale.edu/fp/fp.htm

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

ODRPACK: Software for Orthogonal Distance Regression
- Solves the Orthogonal Distance Regresson (ODR) problem, that is, 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.
- http://www.boulder.nist.gov/mcsd/Staff/JRogers/odrpack.html

Exact Confidence Bounds on a Normal Distribution Coefficient of Variation
- 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

Nonparametric Estimation
- Calculates nonparametric estimates of percentiles, associated confidence intervals, and tolerance limits of the percentiles from a data set. It can also give the order statistics needed for any sample size to create the same estimates.
- http://www1.fpl.fs.fed.us/nonpar.html

Tight T
- 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.
- http://www1.fpl.fs.fed.us/papers.html#Tight_T

Predictor Sort Confidence Interval Simulation
- Program by Steve Verrill that performs a simulation to test how well corrected confidence intervals based on blocked and unblocked ANOVAs perform in a predictor sort sampling ANOVA. It also estimates coverages for confidence intervals based on an analysis
- http://www1.fpl.fs.fed.us/psconf.html

Raw General Linear Model (GLM)
- Code to accompany paper "Rolling Your Own: Linear Model Hypothesis Testing and Power Calculations via the Singular Value Decomposition".
- http://www1.fpl.fs.fed.us/glm.html

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.
- http://www.gslib.com/

Phil Everson research
- TLNise: Two-Level Normal independent sampling estimation. Rcwish generates random draws from the Wishart and related distributions.
- http://www.swarthmore.edu/NatSci/peverso1

Mersenne Twister in Fortran
- Random number generators in Fortran.
- http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/VERSIONS/FORTRAN/fortran.html

Bayesian Analysis, Computation and Communication (BACC)
- By John Geweke.
- http://www2.cirano.qc.ca/~bacc/bacc98/index.html

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.
- http://www.econ.duke.edu/~get/snp.html

James MacKinnon
- Fortran codes for cointegration tests and other time series topics.
- http://qed.econ.queensu.ca/pub/faculty/mackinnon/

Statistical Computing
- Fortran 90 and Matlab codes for course by Lynne Seymour.
- http://www.stat.uga.edu/~seymour/8060/course.html

Permutation Methods: A Distance Function Approach
- Code for book by Paul W. Mielke Jr. and Kenneth J. Berry.
- http://www.stat.colostate.edu/~mielke/permute.html

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

University of California, Berkeley, Econometrics Laboratory Fortran Software
- Econometrics codes.
- http://elsa.berkeley.edu/fortran_progs.shtml