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).
Robust Estimation of Simple Statistics
By T. Beers, K. Flynn, and K. Gebhardt.
Robust Statistics
Code for regression and covariance matrix estimation, from the Antwerp Group On Robust & Applied Statistics.
Simulating Rectangle Multivariate Normal Probabilities and Derivatives
By Vassilis Hajivassiliou.
Simulating stationary and non-stationary Gaussian random processes
By Grace Chan.
Simulation of Multinomial Probit Probabilities and Imputation
By Steven Stern.
Simultaneous Nonparametric Regression
By Laurie Davies.
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.
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.
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.
Software for the Analysis of Binary Recurrent Events (SABRE)
Fortran 77 code.
Spatial Statistics
Fortran 90 code by Kelley Pace.
STARPAC - Statistical & Time Series Package
Fortran 77 code for times series and least-squares regression including nonlinear regression.
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.
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.
Statistical Computing
Fortran 90 and Matlab codes for course by Lynne Seymour.
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.
Statistics
Code by Laurie Davies for modality of spectral densities, ANOVA, and nonparametric regression: runs, taut strings, and local extremes.
StatLib Index
See Applied Statistics (algorithms of the Royal Statistical Society) and General Archives for a considerable amount of Fortran code.
Stochastic Differential Equation Software
Software for numerical solution of stochastic differential equations such as those which arise in Black-Scholes theory and its generalizations. Must be linked with Fortran 77 code compiled with g77.
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