Stochastic Differential Equations
Fortran/Matlab program by Andrea Barreiro to integrate SDE's using Euler's method.
STSPAC
Fortran 77 code for statistics by Charlie Reeve, covering probability distributions, random number generation, least-squares calculations, and other topics.
Studies of Random Numbers
Fortran 77 codes by Ilpo Vattulainen.
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.
Time Series Analysis and Forecasting Techniques
By Hossein Arsham.
Time-Varying Autoregression (TVAR)
Software by Raquel Prado and Mike West for fitting, analysis and exploration of time series using classes of TVAR's.
Tobit and Adjusted Maximum Likelihood Estimation
Fortran 77 code and documentation by Tim Cohn.
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.
Uniform and Normal Random Number Generators
By Richard P. Brent, in Fortran 77.
University of California, Berkeley, Econometrics Laboratory Fortran Software
Econometrics codes.
VPLX: Variance Estimation for Complex Samples
Program from the U.S. Census Bureau for the calculation of variances for complex sample designs through replication.
Wes' programs page
Fortran 77 codes by W. J. Metzger to construct a minimum spanning tree and calculate a confidence level for the hypothesis that two sets of points are from the same distribution.
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.
Z-transformed Discrete Correlation Function algorithm (ZDCF)
By Tal Alexander.
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