Logic Regression
In Fortran 77, by Ingo Ruczinski and Charles Kooperberg. Also incorporated into packages for R and S-PLUS.
LSQR
Solves unsymmetric equations, linear least squares, and damped least squares for a left-hand-side matrix that is large and sparse.
Lyapunov Exponent of Noisy Nonlinear Systems (LENNS)
Fortran 77 code for paper by Ronald Gallant.
Mersenne Twister
Random number generators in F (Fortran 95 subset) by Jose Rui Faustino de Sousa.
Mersenne Twister in Fortran
Random number generators in Fortran.
Mode Testing
By Michael C. Minnotte. Uses a random number generator (RNG) from NAG, but another RNG can be used.
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.
Monahan statistics code
Fortran 95 code for the book Numerical Methods of Statistics, by John Monahan
Monte Carlo Methods in Bayesian Computation
Fortran 77 code to accompany book by Ming-Hui Chen, Qi-Man Shao, and Joseph G. Ibrahim.
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.
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.
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.
Multivariate normal or t-probabilities
Fortran and SAS/IML programs by Frank Bretz.
Multivariate Normal Rectangle Probabilities
Fortran and C codes by H. Joe to accompany paper.
Nearest Point Algorithm (NPA) for Dense Kernels
Fortran 77 code by S. Sathiya Keerthi to accompany paper "A Fast Iterative Nearest Point Algorithm for Support Vector Machine Classifier Design".
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.
Nonlinear Time Series Analysis (TISEAN)
Code in C and Fortran for the analysis of time series with methods based on the theory of nonlinear deterministic dynamical systems (chaos).
Non-Negative Least Squares (NNLS)
Codes in Fortran 77, 90, C, IDL, and Matlab.
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.
Nonparametric Kernel Regression
Code for Monte Carlo simulation with discrete and continuous outcomes, by Tom Mroz.
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