Directory: Top/Computers/Programming/Languages/Fortran/Source_Code/Statistics_and

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AR and ARFIMA models
Tests for AR(1) Parameter in Regression Models with Autocorrelated Errors. Univariate and multivariate Bayesian ARFIMA. By Nalini Ravishanker and coworkers.
http://merlot.stat.uconn.edu/~nalini/programs.html
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ARMA and Kalman Filter model estimation
By J. Newton
http://www.stat.tamu.edu/ftp/pub/jnewton/load.f
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Autoregressive model estimation
Originally by H. Akaike, modified by T. Morikawa, M. Sigemori, and T. Wada.
http://www.uinet.or.jp/~ishiyasu/wada/Airc.f
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Clusfind
Complete code of six stand-alone Fortran programs for cluster analysis, described and illustrated in L. Kaufman and P.J. Rousseeuw (1990), "Finding Groups in Data: an Introduction to Cluster Analysis", Wiley.
http://www.stats.ox.ac.uk/~ripley/PRbook/clusfind
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Cluster Analysis
Cluster generation, hierarchical clustering with influence detection, and K-Means clustering with influence detection, by Glenn Milligan.
http://www.pitt.edu/~csna/Milligan/readme.html
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DECORANA and TWINSPAN
Fortran 77 programs for correspondence analysis, by Jari Oksanen.
http://cc.oulu.fi/~jarioksa/softhelp/ceprog.html
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Flexible Least Squares (FLS)
Developed by Robert E. Kalaba and Leigh Tesfatsion, implements the flexible least squares (FLS) approach to time-varying linear regression proposed by Kalaba and Tesfatsion in "Time-Varying Linear Regression Via Flexible Least Squares," Compute
http://www.econ.iastate.edu/tesfatsi/fls.htm
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Monahan statistics code
Fortran 95 code for the book Numerical Methods of Statistics, by John Monahan
http://www4.stat.ncsu.edu/~monahan/aug00/toc.htm
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Multivariate Analyses
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.
http://www.esg.montana.edu/eguchi/multivariate/#Fortran
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Quality Control and Engineering Statistics code
For a course, authored by Karen Jensen, F. F. Gan, Stephen Crowder, Thomas Lorenzen, Keith Crawford, Andy Chiang, and Brandon L. Paris.
http://www.public.iastate.edu/~vardeman/stat531/531software.html
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