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ODSOL Premium Web Hosting Directory > others > programming > Languages > Fortran > Source Code > Statistics and Econometrics [+] Express Link Addition/Removal
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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.

Adaptive Logistic Basis Function Regression (ALB)
Fortran 77 code by Peter M. Hooper.

ALSCAL
Fortran code by Forrest W. Young for multidimensional scaling.

Andrew Jeffrey's Fortran 90 routines
Routines for i) the calculation of some linear algebra ii) non-linear minimization, iii) numerical integration and differentiation, iv) random number generation from a Normal distribution with mean zero and variance one, and v) the implementation of the Generalized Method of Moments statistical estimation procedure.

AR and ARFIMA models
Tests for AR(1) Parameter in Regression Models with Autocorrelated Errors. Univariate and multivariate Bayesian ARFIMA. By Nalini Ravishanker and coworkers.

ARMA and Kalman Filter model estimation
By J. Newton

Autoregressive model estimation
Originally by H. Akaike, modified by T. Morikawa, M. Sigemori, and T. Wada.

Autoregressive to Anything (ARTA)
Code by Marne C. Cario and Barry L. Nelson to simulate stationary time series with arbitrary marginal distributions and feasible autocorrelation structure specified through lag p.

Bayesian Analysis, Computation and Communication (BACC)
By John Geweke.

BIO 248 Programs
Fortran and S codes for neural networks and optimization.

Bispectrum Test
Code for bispectrum test of Melvin Hinich.

CANOCO
Program for canonical community ordination by [partial] [detrended] [canonical] correspondence analysis, principal components analysis and redundancy analysis. [Commercial]

Classical Item Analysis
Program by Seock-Ho Kim for classical item analysis for tests that consist of multiple-choice or true-false items. In addition to item statistics for each item response, the program provides summary statistics of the total score, coefficient alpha, and test scoring results. The cross classification of quintile group by item response can be obtained optionally. The program can be obtained from the author.

Cloud Slice
Fortran 77 and IDL codes for time series regression and detrending.

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