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.
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.
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