https://e-sygoing.link Latest links in the Statistics and Econometrics category en-us Sun, 24 May 2026 12:17:15 -0400 https://e-sygoing.link/link/5643577-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," Computers and Mathematics With Applications 17 (1989), 1215-1245. The FLS program has been incorporated into the statistical packages SHAZAM (Version 8.0) and GAUSS (TSM version 1.2). Fri, 24 Apr 2026 17:45:43 -0400 https://e-sygoing.link/go/5643577 https://e-sygoing.link/link/5643671-stspac Fortran 77 code for statistics by Charlie Reeve, covering probability distributions, random number generation, least-squares calculations, and other topics. Thu, 09 Apr 2026 19:17:09 -0400 https://e-sygoing.link/go/5643671 https://e-sygoing.link/link/5643628-mersenne-twister-in-fortran Random number generators in Fortran. Tue, 07 Apr 2026 05:39:00 -0400 https://e-sygoing.link/go/5643628 https://e-sygoing.link/link/5643578-monahan-statistics-code Fortran 95 code for the book Numerical Methods of Statistics, by John Monahan Sun, 29 Mar 2026 17:24:56 -0400 https://e-sygoing.link/go/5643578 https://e-sygoing.link/link/5643672-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. Wed, 04 Feb 2026 14:04:33 -0500 https://e-sygoing.link/go/5643672 https://e-sygoing.link/link/5643691-ensemble-kalman-filter-enkf Fortran 90 code by Geir Evensen. Sun, 04 Jan 2026 03:37:06 -0500 https://e-sygoing.link/go/5643691 https://e-sygoing.link/link/5643590-statlib-index See Applied Statistics (algorithms of the Royal Statistical Society) and General Archives for a considerable amount of Fortran code. Fri, 12 Dec 2025 10:31:55 -0500 https://e-sygoing.link/go/5643590 https://e-sygoing.link/link/5643582-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). Sun, 23 Nov 2025 09:15:04 -0500 https://e-sygoing.link/go/5643582 https://e-sygoing.link/link/5643617-time-varying-autoregression-tvar Software by Raquel Prado and Mike West for fitting, analysis and exploration of time series using classes of TVAR's. Fri, 24 Oct 2025 01:52:54 -0400 https://e-sygoing.link/go/5643617 https://e-sygoing.link/link/5643682-simulation-of-multinomial-probit-probabilities-and-imputatio By Steven Stern. Fri, 10 Oct 2025 20:53:30 -0400 https://e-sygoing.link/go/5643682