» A Bounded Influence Estimation and Outlier Detection for ARCH/GARCH Models With an Application to Foreign Exchange Rates    By Chihwa Kao.    http://www.maxwell.syr.edu/maxpages/faculty/cdkao/working/program.zip

» ALSCAL    Fortran code by Forrest W. Young for multidimensional scaling.    http://forrest.psych.unc.edu/research/alscal.html

» 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.    http://merlot.stat.uconn.edu/~nalini/programs.html

» ARMA and Kalman Filter model estimation    By J. Newton    http://www.stat.tamu.edu/ftp/pub/jnewton/load.f

» Autoregressive model estimation    Originally by H. Akaike, modified by T. Morikawa, M. Sigemori, and T. Wada.    http://www.uinet.or.jp/~ishiyasu/wada/Airc.f

» 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.    http://users.iems.northwestern.edu/~nelsonb/ARTA/

» Bayesian Analysis, Computation and Communication (BACC)    By John Geweke.    http://www2.cirano.qc.ca/~bacc/bacc98/index.html

» Bayesian estimation of affine models    Fortran 77 code by Chris Lamoureux.    http://finance.eller.arizona.edu/lam/rsrch/expdfap.txt

» Bispectrum Test    Code for bispectrum test of Melvin Hinich.    http://econwpa.wustl.edu/eprints/prog/papers/9603/9603001.abs

» CANOCO    Program for canonical community ordination by [partial] [detrended] [canonical] correspondence analysis, principal components analysis and redundancy analysis. [Commercial]    http://www.microcomputerpower.com/catalog/canoco.html

» 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 te    http://shkim.myweb.uga.edu/epm99.htm

» Cloud Slice    Fortran 77 and IDL codes for time series regression and detrending.    http://code916.gsfc.nasa.gov/Data_services/cloud_slice/regress.html

» 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.    http://www.stats.ox.ac.uk/~ripley/PRbook/clusfind

» Cluster Analysis    Cluster generation, hierarchical clustering with influence detection, and K-Means clustering with influence detection, by Glenn Milligan.    http://www.pitt.edu/~csna/Milligan/readme.html

» Clustering    Fortran 90 codes.    http://www.sissa.it/dataclustering/bretton_woods.html

» Computer Intensive Statistical Methods    Fortran 77 programs from book by Urban Hjorth: cross validation of forward selection, forward validation, and bootstrapping.    http://www.math.chalmers.se/~hjorth/cism.html

» DATAPAC    Fortran 77 statistical library by James Filliben.    http://www.itl.nist.gov/div898/software/datapac/homepage.htm

» DECORANA and TWINSPAN    Fortran 77 programs for correspondence analysis, by Jari Oksanen.    http://cc.oulu.fi/~jarioksa/softhelp/ceprog.html

» 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.    http://agbu.une.edu.au/~kmeyer/dfreml.html

» DIERCKX    Fortran subroutines for calculating smoothing splines for various kinds of data and geometries, with automatic knot selection.    http://www.netlib.org/dierckx/index.html

» 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.    http://www.desy.de/~blobel/

» 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 .    http://www.philbrierley.com/main.html?code/fortran.html&code/codeleft.html

» Department of Biomathematics, University of Texas M. D. Anderson Hospital    Random numbers, distributions, and many more (dcflib, ranlib, ...)    http://odin.mdacc.tmc.edu/biomath/anonftp/

» Department of Economics Data & Software    Programs for estimating univariate and multivariate GARCH models in Fortran 77 and Gauss.    http://econ.ucsd.edu/publications/ARCH.shtml

» EMMIX    Fits a mixture model of multivariate normal or t-distributions to a user supplied data set via the EM algorithm. By Geoff McLachlan.    http://www.maths.uq.edu.au/~gjm/emmix/EMMIX.f

» 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    http://www.kent.ac.uk/ims/personal/mfs/software.html

» Ensemble Kalman Filter (EnKF)    Fortran 90 code by Geir Evensen.    http://enkf.nersc.no/

» Fair-Parke Program    Allows one to estimate and analyze dynamic, nonlinear, simultaneous equations models. The models can be rational expectations models, and they can have autoregressive errors of any order. The estimation techniques include OLS, 2SLS, 3SLS, FIML, LAD, 2SLAD    http://fairmodel.econ.yale.edu/fp/fp.htm

» Fast Statistical Methods    Fortran 90 and 77 codes by W.H. Press and G.B. Rybicki, for fast inversion matrices of an exponential form arising from autocorrelation functions of Ornstein-Uhlenbeck processes.    http://www.lanl.gov/DLDSTP/fast/

» Filtering with Marked Point Process Observations: Application to the Econometrics of Ultra-High Frequency Data    Fortran 77 programs by Yong Zeng.    http://mendota.umkc.edu/paper-tick.html

» Flexible Least Squares (FLS)    Developed by Robert E. Kalaba and Leigh Tesfatsion, implements the flexible least squares (FLS) approach to time-varying linear regression proposed by Kalaba and Tesfatsion in "Time-Varying Linear Regression Via Flexible Least Squares," Computer    http://www.econ.iastate.edu/tesfatsi/fls.htm

» Fortran Library    Fortran 90 program by Johnny Lin to calculate the time-dependent exponent (lambda) and logarithmic displacement curves of a time series.    http://www.johnny-lin.com/flib.html#math

» Fractal Analysis Programs of the National Simulation Resource    Programs available for (1) the generation of synthetic 1-dimensional signals that are simple fractional Brownian noise, and (2) analysis programs for determining the fractal dimension D (or the Hurst coefficient H, H = E + 1 - D, where E is the Euclidean    http://nsr.bioeng.washington.edu/Software/NSR_SW_fractal.html

» GARCH Estimates: Analytic Derivatives    By Gabriele Fiorentini, Giorgio Calzolari, and Lorenzo Panattoni, for a 1996 paper in the Journal of Applied Econometrics.    http://qed.econ.queensu.ca/jae/1996-v11.4/fiorentini-calzolari-panattoni/fcp-progs.zip

» GCV    Fortran 77 and RATFOR code to fit smoothing splines using generalized cross-validation.    http://www.netlib.org/gcv/index.html

» Garland B. Durham    Fortran 95 code to estimate of continuous-time diffusion processes, including stochastic volatility models.    http://leeds-faculty.colorado.edu/durhamg/

» Gaussian Random Number Generator    Code to generate autocorrelated Gaussian variates by S. Tim Hatamian.    http://www.fortran.com/fm_gauss.html

» Generalized Maximum Entropy Leuven Estimator (MEL) under Severe Multicollinearity Conditions : A Computer Program    Fortran 77 code to compute the estimators of multiple regression parameters by a family of Maximum Entropy Leuven Estimators under severe multicollinearity.    http://www.freewebs.com/nehu_economics/nmel.html

» Geophysical Data Analysis    Fortran 77 codes to estimate cross and power spectra by sine multitapers and to plot x-y data.    http://mahi.ucsd.edu/cathy/Classes/SIO223/SIO223.html

» Geostatistical Software LIBrary (GSLIB)    Codes in Fortran 90 and 77. Accompanies the book "GSLIB: Geostatistical Software Library and User's Guide" by Clayton Deutsch and André Journel.    http://www.gslib.com/

» Group Sequential Tests    Programs from book by Christopher Jennison.    http://people.bath.ac.uk/mascj/book/programs/general

» Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator    By Wouter J. Denhaan.    http://econ.ucsd.edu/~wdenhaan/varhac.html

» Hypothesis Testing using Shape-Restricted Regression    Code for convex and monotone regression, by Mary C. Meyer.    http://www.stat.uga.edu/~mmeyer/codehyp.html

» I-NoLLS Least-Squares Fitting Program    Fits the parameters of physical models to (experimental) data using an Interactive Non-Linear Least Squares procedure. The code, by Mark M. Law and Jeremy M. Hutson, is designed to be highly modular.    http://www.abdn.ac.uk/~che194/research/inolls/index.html

» ISMLIB Software    Institute of Statistical Mathematics Software and Data Library.    http://www.ism.ac.jp/ismlib/soft_e.html

» ISOPAC    CLUSPAC for cluster analysis, TSPAC for time-series segmentation, and IMPAC for segmenting digital images, by Stanley L. Sclove.    http://www.uic.edu/classes/idsc/ids594/ISOPAC/home.htm

» James MacKinnon    Fortran codes for cointegration tests and other time series topics.    http://qed.econ.queensu.ca/pub/faculty/mackinnon/

» Kalman smoothing routine for Hodrick-Prescott filter    By E. Prescott.    http://dge.repec.org/codes/hpfilter.for

» LSQR    Solves unsymmetric equations, linear least squares, and damped least squares for a left-hand-side matrix that is large and sparse.    http://www.stanford.edu/group/SOL/software/lsqr/f77/

» Logic Regression    In Fortran 77, by Ingo Ruczinski and Charles Kooperberg. Also incorporated into packages for R and S-PLUS.    http://bear.fhcrc.org/~ingor/logic/html/program.html

» Lyapunov Exponent of Noisy Nonlinear Systems (LENNS)    Fortran 77 code for paper by Ronald Gallant.    http://econwpa.wustl.edu/eprints/prog/papers/9603/9603002.abs

» Mersenne Twister    Random number generators in F (Fortran 95 subset) by Jose Rui Faustino de Sousa.    http://homepage.esoterica.pt/~jrfsousa/fortran.html

» Mersenne Twister in Fortran    Random number generators in Fortran.    http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/VERSIONS/FORTRAN/fortran.html

» Model-Based Clustering Software (MCLUST/EMCLUST)    Model-based clustering, discriminant analysis, and density estimation including hierarchical clustering and EM for parameterized Gaussian mixtures + Poisson noise. Written in Fortran and interfaced to the S-PLUS commercial software package and the R langu    http://www.stat.washington.edu/fraley/software.html/

» Monahan statistics code    Fortran 95 code for the book Numerical Methods of Statistics, by John Monahan    http://www4.stat.ncsu.edu/~monahan/aug00/toc.htm

» Monte Carlo Methods in Bayesian Computation    Fortran 77 code to accompany book by Ming-Hui Chen, Qi-Man Shao, and Joseph G. Ibrahim.    http://merlot.stat.uconn.edu/~mhchen/mcbook/

» Multivariate Analyses    Fortran 90 codes for univariate and multivariate random number generation, computation of simple statistics, covariance matrices, principal components analysis, multiple regression, and jacknife cross-validation, by Dan Hennen.    http://www.esg.montana.edu/eguchi/multivariate/#Fortran

» Multivariate Data Analysis    Code for principal components, partitioning, clustering, discriminant analysis, multidimensional scaling, Kohonen self-organizing map, sorting, errors-in-variable regression, minimal spanning trees, and GMDH, by Fionn Murtagh.    http://astro.u-strasbg.fr/~fmurtagh/mda-sw/

» Multivariate Normal Rectangle Probabilities    Fortran and C codes by H. Joe to accompany paper.    http://tigger.smu.edu.sg/software/mnp-stuff/stat.ubc.ca/

» Multivariate Normal and Multivariate t Integrals Over Convex Regions    Fortran 90 code by Paul N. Somerville, appearing in the Journal of Statistical Software volume 3.    http://www.jstatsoft.org/v06/i08/

» Multivariate normal or t-probabilities    Fortran and SAS/IML programs by Frank Bretz.    http://www.biostat.uni-hannover.de/staff/bretz/

» Neural Network Freeware    Fortran 90 code using the backpropagation algorithm to fit a neural network to pairs of input vectors and target vectors. Numerical Recipes code is used for singular value decomposition.    http://mensch.org/neural/

» Non-Negative Least Squares (NNLS)    Codes in Fortran 77, 90, C, IDL, and Matlab.    http://hesperia.gsfc.nasa.gov/~schmahl/nnls/

» Nonlinear Time Series Analysis (TISEAN)    Code in C and Fortran for the analysis of time series with methods based on the theory of nonlinear deterministic dynamical systems (chaos).    http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.1/index.html

» Numerical Methods for Estimation and Inference in Bayesian VAR-models    Fortran 77 code for paper by K. Rao Kadiyala and Sune Karlsson.    http://qed.econ.queensu.ca/jae/1997-v12.2/kadiyala-karlsson/

» ODRPACK: Software for Orthogonal Distance Regression    Solves the Orthogonal Distance Regresson (ODR) problem, that is, to find parameter estimates that minimize the sum of the squares of the weighted orthogonal distances between each observed data point and the curve described by a nonlinear equation.    http://www.boulder.nist.gov/mcsd/Staff/JRogers/odrpack.html

» Option Pricing    Program by Ruey Tsay to calculate the price of a European option using a simple jump diffusion model.    http://faculty.chicagogsb.edu/ruey.tsay/teaching/fts/kou.f

» PIRLS    Poisson Iteratively Reweighted Least Squares Program for Additive, Multiplicative, Power, and Non-linear Models, by Leif E. Peterson, Journal of Statistical Software v2 (1997).    http://www.jstatsoft.org/v02/i05/

» Parallel Random Forests (PARF)    Fortran 90 for a classification algorithm.    http://www.irb.hr/en/research/projects/it/2004/2004-111/

» Permutation Methods: A Distance Function Approach    Code for book by Paul W. Mielke Jr. and Kenneth J. Berry.    http://www.stat.colostate.edu/~mielke/permute.html

» Peter Green    Links to AutoRJ for reversible jump MCMC, Nmix for Bayesian analysis of univariate normal mixtures by MCMC, Cpt for Bayesian multiple change point analysis for point processes, and Dirichlet tessellation software.    http://www.stats.bris.ac.uk/~peter/

» Phil Everson research    TLNise: Two-Level Normal independent sampling estimation. Rcwish generates random draws from the Wishart and related distributions.    http://www.swarthmore.edu/NatSci/peverso1

» Progress    Robust regression.    http://wis.kuleuven.be/stat/Programs/progress.f

» Quality Control and Engineering Statistics code    For a course, authored by Karen Jensen, F. F. Gan, Stephen Crowder, Thomas Lorenzen, Keith Crawford, Andy Chiang, and Brandon L. Paris.    http://www.public.iastate.edu/~vardeman/stat531/531software.html

» Quantiles of the Multivariate Studentized Range Procedure    By Otto Schwalb.    http://www.stat.rice.edu/~schwalb/

» RRGIBBS    Fortran 95 codes by Karin Meyer: RRGIBBS does simple random regression analyses via Gibbs sampling, and PDMATRIX makes matrices positive definite.    http://agbu.une.edu.au/~kmeyer/rrgibbs.html

» Random Number Generator    KISS RNG by George Marsaglia    http://www.fortran.com/kiss.f90

» Recipe: REGression Confidence Intervals for PErcentiles    Determines one-sided tolerance limits (in particular, A- and B-basis material property values) for regression models in the presence of between-batch variability. By Mark Vangel.    http://www.itl.nist.gov/div898/software/recipe/homepage.html

» RedFit    Fortran 90 code by Michael Schulz and Manfred Mudelsee to estimate red-noise spectra directly from unevenly spaced time series, without requiring interpolation.    http://www.ncdc.noaa.gov/paleo/softlib/redfit/redfit.html

» Research Tools Developed by the Mann Group    Fortran 77 code for the Mann and Lees Multi-Taper Method (MTM) and Mann and Park MTM-SVD Multivariate Signal Analysis.    http://holocene.meteo.psu.edu/Mann/tools/tools.html

» 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).    http://www.homepages.ucl.ac.uk/~ucakarc/work/index.html

» Robust Estimation of Simple Statistics    By T. Beers, K. Flynn, and K. Gebhardt.    http://www.pa.msu.edu/ftp/pub/beers/posts/rostat/rostat.f

» Robust Statistics    Code for regression and covariance matrix estimation, from the Antwerp Group On Robust and Applied Statistics.    http://www.agoras.ua.ac.be/Robustn.htm

» Rule Learning    Code estimates the population rule learning model on experimental data.    http://www.eco.utexas.edu/Homepages/Graduate/Haruvy/experimental/rlindx.htm

» SNOB    Mixture modelling by Minimum Message Length (MML).    ftp://ftp.cs.monash.edu.au/software/snob/Snob.README

» 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.    http://www.econ.duke.edu/~get/snp.html

» SPECTRUM    Analogue data is collected and digitized with an A/D converter. Having then a collection of digitized time series which reside in the computer, this program calculate amplitude density, autospectral (power) density and cross-spectral density functions fro    http://archives.math.utk.edu/software/msdos/numerical.analysis/spectr21/.html

» STARPAC - Statistical & Time Series Package    Fortran 77 code for times series and least-squares regression including nonlinear regression.    http://www.cisl.ucar.edu/softlib/STARPAC.html

» STSPAC    Fortran 77 code for statistics by Charlie Reeve, covering probability distributions, random number generation, least-squares calculations, and other topics.    http://www.itl.nist.gov/div898/software/reeves/homepage.htm

» Simulation of Multinomial Probit Probabilities and Imputation    By Steven Stern.    http://www.people.virginia.edu/~sns5r/resint/imputstf/fortran.html

» Simultaneous Nonparametric Regression    By Laurie Davies.    http://wwwstat.mathematik.uni-essen.de/~davies/cmprnprg.html

» 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.    http://www.stat.purdue.edu/~chong/software.html

» Smoothing splines    Fortran 90 routines by Ian Enting for calculating smoothing splines and propagating data uncertainties to obtain uncertainty ranges for the spline fits.    http://www.ms.unimelb.edu.au/~enting/spline.html

» 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.    http://www.ise.ncsu.edu/jwilson/page3.html

» Spatial Statistics    Fortran 90 code by Kelley Pace.    http://www.spatial-statistics.com/software_index.htm

» 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.    http://astrostatistics.psu.edu/statcodes/

» StatLib Index    See Applied Statistics (algorithms of the Royal Statistical Society) and General Archives for a considerable amount of Fortran code.    http://lib.stat.cmu.edu/

» StatLib---Software and extensions for the S (Splus) language    Links to many packages with Fortran source.    http://lib.stat.cmu.edu/S/

» 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 estimat    http://www.manfredmudelsee.com

» Statistical Computing    Fortran 90 and Matlab codes for course by Lynne Seymour.    http://www.stat.uga.edu/~seymour/8060/course.html

» 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.    http://www.stat.osu.edu/~tjs/

» Statistics    Code by Laurie Davies for modality of spectral densities, ANOVA, and nonparametric regression: runs, taut strings, and local extremes.    http://wwwstat.mathematik.uni-essen.de/~davies/

» Stochastic Differential Equation Software    Fortran 77 code for numerical solution of stochastic differential equations such as those which arise in Black-Scholes theory and its generalizations.    http://www.isalgorithms.ca/examples.html

» Stochastic Differential Equations    Fortran/Matlab program by Andrea Barreiro to integrate SDE's using Euler's method.    http://math.nyu.edu/phd_students/barreiro/projects.html

» Studies of Random Numbers    Fortran 77 codes by Ilpo Vattulainen.    http://www.helsinki.fi/~vattulai/rngs.html

» 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.    http://ftp.aset.psu.edu/pub/ger/fortran/tulsim.zip

» Time-Varying Autoregression (TVAR) - 404 - 2007.4.1    Software by Raquel Prado and Mike West for fitting, analysis and exploration of time series using classes of TVAR's.    http://xpress.isds.duke.edu:8080/softwarelinks/tvar.html

» Tobit and Adjusted Maximum Likelihood Estimation    Fortran 77 code and documentation by Tim Cohn.    http://www159.pair.com/cohns/TimCohn/TAC_Software/Tobit/

» Uniform and Normal Random Number Generators    By Richard P. Brent, in Fortran 77.    http://web.comlab.ox.ac.uk/oucl/work/richard.brent/random.html

» University of California, Berkeley, Econometrics Laboratory Fortran Software    Econometrics codes.    http://elsa.berkeley.edu/fortran_progs.shtml

» VPLX: Variance Estimation for Complex Samples    Program from the U.S. Census Bureau for the calculation of variances for complex sample designs through replication.    http://www.census.gov/sdms/www/vwelcome.html

» 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.    http://www.aavso.org/data/software/wwztsfort.shtml