Clusfind
Complete code of six stand-alone Fortran programs for cluster analysis, described and illustrated in L. Kaufman and P.J. Rousseeuw (1990), "Finding Groups in Data: an Introduction to Cluster Analysis", Wiley.
Cluster Analysis
Cluster generation, hierarchical clustering with influence detection, and K-Means clustering with influence detection, by Glenn Milligan.
Clustering
Fortran 90 codes.
Computer Assisted Analysis of Mixtures (C.A.MAN)
Program designed to analyse mixtures of densities from the exponential family.
Computer Intensive Statistical Methods
Fortran 77 programs from book by Urban Hjorth: cross validation of forward selection, forward validation, and bootstrapping.
COVAR
Computer Program for Multifactor Relative Risks and Tests of Hypotheses Using a Variance-Covariance Matrix from Linear and Log-Linear Regression, by Leif E. Peterson, Journal of Statistical Software v2 (1997).
cSVM
Fortran 95 program for the training and model selection of a Support Vector Machine for binary classification tasks.
Cubic Splines
Univariate and multivariate spline regression, by Dolph Schluter.
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.
DATAPAC
Fortran 77 statistical library by James Filliben.
DECORANA and TWINSPAN
Fortran 77 programs for correspondence analysis, by Jari Oksanen.
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 .
Department of Biomathematics, University of Texas M. D. Anderson Hospital
Random numbers, distributions, and many more (dcflib, ranlib, ...)
Department of Economics Data & Software
Programs for estimating univariate and multivariate GARCH models in Fortran 77 and Gauss.
DFREML
Suite of programs to estimate (co)variance components or covariance functions, and the resulting genetic parameters, by Restricted Maximum Likelihood fitting an animal model, by K. Meyer.
DIERCKX
Fortran subroutines for calculating smoothing splines for various kinds of data and geometries, with automatic knot selection.
Econometrics
Code for Bayesian analysis of long memory and persistence using ARFIMA models, benchmark priors for Bayesian model averaging, estimation of demand systems through consumption efficiency, model uncertainty in cross-country growth regressions, and Bayesian modelling of catch in a Northwest Atlantic Fishery, by Mark Steel.
Econometrics
Fortran 95 codes by Karin Meyer: RRGIBBS does simple random regression analyses via Gibbs sampling, and PDMATRIX makes matrices positive definite.
EMMIX
Fits a mixture model of multivariate normal or t-distributions to a user supplied data set via the EM algorithm. By Geoff McLachlan.
Ensemble Kalman Filter (EnKF)
Fortran 90 code by Geir Evensen.
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