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.

Code in C and Fortran for the analysis of time series with methods based on the theory of nonlinear deterministic dynamical systems (chaos).

Codes in Fortran 77, 90, C, IDL, and Matlab.

Calculates nonparametric estimates of percentiles, associated confidence intervals, and tolerance limits of the percentiles from a data set. Also calculates the order statistics needed for any sample size to create the same estimates. Includes source ...

Fortran 77 code for paper by K. Rao Kadiyala and Sune Karlsson.

Program by Ruey Tsay to calculate the price of a European option using a simple jump diffusion model.

Fortran 90 for a classification algorithm.

Code for book by Paul W. Mielke Jr. and Kenneth J. Berry.

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.

TLNise: Two-Level Normal independent sampling estimation. Rcwish generates random draws from the Wishart and related distributions.