Statistics and Econometrics

ARMA and Kalman Filter model estimation

stat.tamu.edu

By J. Newton

390 visits Dec 30, 2024 Details

Autoregressive to Anything (ARTA)

users.iems.northwestern.edu

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.

361 visits Jan 31, 2025 Details

CANOCO

microcomputerpower.com

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

165 visits Jul 6, 2025 Details

Cloud Slice

code916.gsfc.nasa.gov

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

363 visits Nov 3, 2024 Details

Clusfind

stats.ox.ac.uk

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 …

404 visits Jan 26, 2024 Details

COVAR

jstatsoft.org

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 St…

254 visits Jun 5, 2024 Details

DATAPAC

itl.nist.gov

Fortran 77 statistical library by James Filliben.

310 visits Feb 4, 2024 Details

Demo Fortran90 Multilayer Perceptron Backprop Code

philbrierley.com

By Phil Brierley. A genetic algorithm code is at http://www.philbrierley.com/main.html&code/gafortran.html&code/codeleft.html .

218 visits Feb 2, 2024 Details

DIERCKX

netlib.org

Fortran subroutines for calculating smoothing splines for various kinds of data and geometries, with automatic knot selection.

57 visits Jan 16, 2025 Details

EMMIX

maths.uq.edu.au

Fits a mixture model of multivariate normal or t-distributions to a user supplied data set via the EM algorithm. By Geoff McLachlan.

38 visits Jun 26, 2024 Details

Ensemble Kalman Filter (EnKF)

enkf.nersc.no

Fortran 90 code by Geir Evensen.

370 visits Jan 4, 2026 Details

Flexible Least Squares (FLS)

econ.iastate.edu

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 "Tim…

191 visits Apr 24, 2026 Details