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 77 code to accompany book by Ming-Hui Chen, Qi-Man Shao, and Joseph G. Ibrahim.

Fortran 95 code for the book Numerical Methods of Statistics, by John Monahan

Model-based clustering, discriminant analysis, and density estimation including hierarchical clustering and EM for parameterized Gaussian mixtures + Poisson noise. Written in Fortran and interfaced to the S-PLUS commercial software package and the R l...

Random number generators in Fortran.

Random number generators in F (Fortran 95 subset) by Jose Rui Faustino de Sousa.

Fortran 77 code for paper by Ronald Gallant.

In Fortran 77, by Ingo Ruczinski and Charles Kooperberg. Also incorporated into packages for R and S-PLUS.

By E. Prescott.

Fortran codes for cointegration tests and other time series topics.