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

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

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 ...

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

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

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.

Fortran and C codes by H. Joe to accompany paper.

Fortran and SAS/IML programs by Frank Bretz.

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

Code for principal components, partitioning, clustering, discriminant analysis, multidimensional scaling, Kohonen self-organizing map, sorting, errors-in-variable regression, minimal spanning trees, and GMDH, by Fionn Murtagh.