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 Computers » Programming » Languages » Fortran » Source Code » Statistics and Econometrics


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Fortran 77 and RATFOR code to fit smoothing splines using generalized cross-validation.

http://www.netlib.org/gcv/index.html

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Fortran 77 codes by Ilpo Vattulainen.

http://www.helsinki.fi/~vattulai/rngs.html

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Fortran 90 code by Kelley Pace.

http://www.spatial-statistics.com/software_index.htm

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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

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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

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Fortran 77 statistical library by James Filliben.

http://www.itl.nist.gov/div898/software/datapac/homepage.htm

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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

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

http://www.netlib.org/dierckx/index.html

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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/

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Fortran 90 code by Paul N. Somerville, appearing in the Journal of Statistical Software volume 3.

http://www.jstatsoft.org/v06/i08/

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