Statistics and Econometrics |
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Fortran 95 code for the book Numerical Methods of Statistics, by John Monahan
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.
Fortran 90 code by Paul N. Somerville, appearing in the Journal of Statistical Software volume 3.
Local polynomial regression fitting with ridging, kernel regression fitting with local and global bandwidth optimization, and kernel density estimation with global bandwidth selection.
Poisson Iteratively Reweighted Least Squares Program for Additive, Multiplicative, Power, and Non-linear Models, by Leif E. Peterson, Journal of Statistical Software v2 (1997).
For a course, authored by Karen Jensen, F. F. Gan, Stephen Crowder, Thomas Lorenzen, Keith Crawford, Andy Chiang, and Brandon L. Paris.
By T. Beers, K. Flynn, and K. Gebhardt.
Code for regression and covariance matrix estimation, from the Antwerp Group On Robust & Applied Statistics.
Fortran 90 code by Kelley Pace.
Fortran 77 code for times series and least-squares regression including nonlinear regression.
Computers /
Algorithms /
Pseudorandom_Numbers
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