StatLib---General Archive
This collection contains a variety of software written in Fortran, C and Lisp, some complete
statistical systems and other odds and ends.
To contribute software to this archive, please obtain a copy of the submission instructions:
send mail to statlib and ask send submissions from general The software is not warranteed in
any way. Unless otherwise stated the software is exactly what is provided by the
submitters. All questions and comments should be directed to the submitter.
Some of the entries are shar archives. If you don't know how to deal with a shar archive,
send the message send shar from generalfor instructions.
--------------------------------------------------------------------------------------------
The general archive currently contains:
submissions
The instructions for how to submit software to statlib. [1/May/89] (1673 bytes)
accflf
See utexas below. Program to fit very general accelerated failure model with log-F
error to possibly censored data.
ace
Brieman and Friedman's ACE algorithm (in fortran). Estimates optimal
transformations for multiple regression [10/Oct/89][5/Jan/94] (38 kbytes)
adj_ptsl.tar.gz
SAS code which estimates the median survival of the standard therapy database
adjusted for the patient distribution observed in the phase II study using the
booststrap resampling technique. A gzipped tar archive. Submitted by David Verbel
(verbeld@biost.mskcc.org) [25/Feb/00] (2394 bytes)
ajay
C functions for cholesky decomposition, and multivariate normal generation. (Ajay
Shah, ajayshah@rand.org) [23/Sept/91] (7194 bytes)
analyst
Fortran programs and datasets from Analyst 114, 1693-1702 (1989) for robust
statistics in analytical chemistry. Submitted by Brian Ripley (ripley@stats.ox.ac.uk)
[31/Mar/91](24419 bytes)
assoc
Fortran program using the scoring algorithm for association analysis described in
the Gilula and Haberman 1986 paper, "Canonical Analysis of Contingency Tables by
Maximum Likelihood," in Journal of the American Statistical Association, 81,
780-788. See also dassoc. Shelby Haberman (shelby@fisher.stats.nwu.edu) [17/Mar/94] (24
k)
autologit
C++ code for the implementation of the autologistic model with covariates. A shar
archive. Submitted by Greg Young (young@stat.colostate.edu) [9/Apr/01] (393 Kbytes)
baysyn
Bayesian synthesis method for bowhead whale population dynamics model (Raftery,
Givens, Zeh 1995 JASA). Fortran. Also see bergs. Submitted by Geof Givens
(geof@lamar.ColoState.EDU) [1/Mar/95] (266 kbytes)
baysub
This SAS program implements Bayesian Subset Analysis according to "Bayesian Subset
Analysis" D O Dixon and R Simon (Biometrics 91) Submitted by
BORIS_FREIDLIN_at_EMMES@emmes.com [28/Aug/95](18 kbytes)
bcv.sas
SAS Macro Subroutine in order to Calculate the Akaikes Information Criterion
(AIC), Mallows Cp, PRESS (Prediction Sum of Squares), an approximation for PRESS, a
Bootstrap-based extension to AIC (called EIC), a Bootstrap-smoothed likelihood
cross-validation (BCV) and its modification (632CV). Submitted by Paul Johnson
(p.johnson@prodigy.net). [21/Jan/00][2/Jan/01] (10 kbytes)
bergs
Reweighting sensitivity analysis for Bayesian synthesis bowhead whale
pop. assessment (Raftery, Givens, Zeh 1995 JASA). Fortran. See baysyn. Submitted by
Geof Givens (geof@stat.ColoState.EDU) Available only via WWW or email. [1/Mar/95] (2.46
Mbytes)
bhpd1
A FORTRAN program to calculate sample sizes based on highest posterior density
intervals in the context of a binomial experiment using three different Bayesian
approaches. Submitted by Lawrence Joseph (joseph@binky.epi.mcgill.ca), David Wolfson
and Roxane du Berger. [23/Jan/95](107k)
bioq.sas
SAS Macro: Modified large sample upper bound for the Bioequivalence
Ratio. Submitted by Paul Johnson (P.Johnson@prodigy.net) [2/Jan/01] (8k)
bkd
A link to Bayesian Knowledge Discoverer, a program designed to extract Bayesian
Belief Networks (BBNs) from (possibly incomplete) databases. It is based on a new
estimation method called Bound and Collapse and its extensions to model
selection. Paola Sebastiani (P.Sebastiani@city.ac.uk)
bmds
FORTRAN program to implement the methods described in "Bayesian Multidimensional
Scaling and Choice of Dimension" by M-S. Oh and A. Raftery, JASA 2001,
vol. 96. Submitted by Man-Suk Oh (msoh@mm.ewha.ac.kr). [27/Aug/01] (11332 bytes)
bootcox
SAS Macro Using the Bootstrap to Estimate the Survival Function (Cox
Regression). Paul Johnson (EZ006244@EUCLID.UCDVIS.EDU) [5/Jun/96] (6k)
bootkm
SAS Macro for the Kaplan-Meier Bootstrap Estimate of the Survival Function Paul
Johnson (EZ006244@EUCLID.UCDVIS.EDU) [5/Jun/96] (6k)
bootlogit
SAS Macro to Calculate Bootstrap Estimates of Probabilities in Logistic Regression
Paul Johnson (EZ006244@EUCLID.UCDVIS.EDU) [2/Aug/96] (6k)
bootnet
A Unix shell script for distributing bootstrap computations across a network. Arny
Stromberg (astro11@ukcc.uky.edu) [1/Jun/95] (6 kbytes)
Bmw.sas
SAS Macro: The Breiman and Meisal Assessment of Lack of Fit in Linear
Regression. Submitted by Paul Johnson (P.Johnson@prodigy.net) [22/Feb/00][2/Jan/01] (7
kbytes)
bvls
A FORTRAN program to solve linear least-squares problems with upper and lower
bounds on the variables, using an active set strategy. It is documented in the J. of
Computational Statistics, and can be used iteratively to solve minimum l-1, l-2 and
l-infinity fitting problems. Robert L. Parker and Philip B. Stark,
(stark@gandalf.Berkeley.EDU) [1/Mar/95] (20k)
bystub
A FORTRAN program for Bayesian analysis of tube dilution data Published in
B.Roussanov, D.M.Hawkins and S.R.Tatini (1996). Estimating Bacterial Density from Tube
Dilution Data by a Bayesian Method. Food Microbiology 13, 341-363. Submitted by Doug
Hawkins, doug@stat.umn.edu [28/Feb/96] (8k)
ccount
A package for market research data cleaning, manipulation, cross tabulation and
data analysis. Similar to, and uses the same syntax as, SPSS-MR "Quantum", a well known
commercial package for processing market research data. Submitted by Volker Hoffmann
(vhoff@pan-data.dyndns.org) [14/Oct/03] (237k)
cdflib
Fortran routines cumulative distribution functions, their inverses, and their
parameters for Beta, Binomial, Noncentral Chi-square, Noncentral F, Gamma, Negative
Binomial, Normal, Poisson, Student's t. (Barry Brown, bwb@odin.mda.uth.tmc.edu)
[20/Aug/93]
cdflib.shar
Shar file for cdflib. Its big (360k). Please FTP or WWW if possible.
cdh
Tests of composite distributional hypotheses for the analysis of biological and
environmental data This library contains FORTRAN subroutines for testing the hypothesis
of normality or the hypothesis of exponentiality. Paul Johnson
(EZ006244@alcor.ucdavis.edu) [11/Mar/94] (48k)
cis94
This is the latest version of usrguide.txt, the ASCII text form of the User Guide
to the 1994 Edition of the Current Index of Statistics Extended Database. It is the
same as the version distributed in the DOS and MAC directories of the CD-ROM, but
supersedes the version distributed in the UNIX directory of the CD-ROM and on the
diskettes. It differs from the older version by being better suited for viewing at the
terminal and by having appendices describing the abbreviation files and the subject
index. Michael Wichura (wichura@galton.uchicago.edu). [23/Jan/95] (161 k)
cissearch
A shar archive of software for using the on-line data base for the Current Index
to Statistics. Updated for the 1994 version. (see also cis-software in the asascs
collection). Submitted by Michael Wichura (wichura@galton.uchicago.edu). [4/Sept/92]
[23/Jan/95](245751 bytes)
clusfind
A set of six stand-alone Fortran programs for cluster analysis. The programs are
described and illustrated in the book "Finding Groups in Data" by L. Kaufman and
P.J. Rousseeuw, New York: John Wiley. Includes all data sets from the book. Submitted
by Peter Rousseeuw (rousse@wins.uia.ac.be). [23/Jan/95] (254 kbytes)
concor
CONCOR method analyses the links of a set with several sets (concor,
concoreg,concorcano) or analyses the links of a multiset with another multiset
(concorgm,concorgmreg,concorgmcano). For calculating a set of simultaneous solutions
another algorithm is necessary (concors, concorsreg, concorscano). This method is based
on a SVD notion extended to a partitioned matrix (svdcp, svdbip or svdbip2, and
svdbips). The associated papers run from 1997 to today, with the following
authors. Cazes Pierre, Ceremade, Univ. Dauphine, Paris 9, France Kissita Gabriel,
Univ. Marien N'Gouagi, Brazzaville, Congo Hanafi Mohamed, ENITIAA, Nantes, France
Lafosse Roger, Univ. Sabatier, Toulouse, France Ten Berge, Heymans Inst., Groningen,
Netherlands The functions written in R langage may be loaded by
source("concorR"). [6/Jul/04] (7.3kbytes)
conhull
Planar convex hull code in Fortran. Submitted by Bill Eddy (bill@stat.cmu.edu)
[4/May/92] (11584 bytes).
corbin
"A Fortran 77 function to generate correlated binary data (using the algorithm of
Ahn & Chen). Requires IMSL. Notes in postscript format. Submitted by Dario Gregori
(gredar@univ.trieste.it), Loredana DiConsiglio, Gaetano Carmeci" [2/Oct/95] (126k)
cmsbd
Collection of S functions with interface to Fortran and C, that calculate
properties of continuously monitored stopping boundaries for clinical trials. A
compressed tar file. Submitted by Emmanuel Lazaridis (lazarien@moffitt.usf.edu). For
more information see http://www.moffitt.usf.edu/biostat/lazaridis/design [3/Jun/98]
(354 kbytes)
count
A pointer to a stand-alone DOS program for running event count and duration
regression models, developed by and/or discussed in a series of journal articles by
Gary King. [4/Jan/93]
cutoff
A FORTRAN program for establishing optimal cutpoints for screening and diagnostic
tests, including documentation. Submitted by Dean McKenzie
(MPY148Y@vaxc.cc.monash.edu.au) [5/Feb/1993] (13kb)
dassoc
Fortran program using the modified Newton-Raphson algorithm for association models
described in the Haberman 1994 paper, "Computation of Maximum-Likelihood Estimates in
Association Models." This paper has been submitted for publication. See also
assoc. Shelby Haberman (shelby@fisher.stats.nwu.edu) [17/Mar/94] (25 k)
days85.for
Interactive FORTRAN program for case-control design sample size required to detect
a given odds-ratio value. Same as daysmith.for except for 85% and 95% power
levels. Contact author for alternative power levels Windows executable in
days85.exe. Submitted by Michael Edwardes (michael.edwardes@clinepi.mcgill.ca)
[2/Nov/01][4/Dec/01] (8k)
daysmith.for
Interactive FORTRAN program for case-control design sample size required to detect
a given odds-ratio value at 80% and 90% power. Adjusts for a given confounder, and for
effect modification . Documentation currently at
http://www.biomedcentral/1471-2288. Windows executable in daysmith.exe. See
design.for. Submitted by Michael Edwardes (michael.edwardes@clinepi.mcgill.ca)
[3/Jun/98][23/Jul/01][2/Nov/01][4/Dec/01] (8k)
delaunay
A suite of ratfor subroutines and a driver (which must be edited to conform to a
particular data set) with which to calculate the Dirichlet or Voronoi tesselation and
the Delaunay triangulation of a planar point set. [13/Dec/96] (67k) See also the S
version delaunay in the S collection.
design.for
Interactive FORTRAN program for case-control design sample size required to detect
a given odds-ratio value. Adjusts for a given confounder. daysmith.for does the same
task with different input. Documentation currently at
http://www.biomedcentral/1471-2288. Windows executable in design.exe Submitted by
Michael Edwardes (michael.edwardes@clinepi.mcgill.ca) [3/Jun/98]
[23/Jul/01][2/Nov/01][4/Dec/01](10k)
designv1
A FORTRAN program for finding locally and Bayesian optimal designs for binary
dose-response models with various link functions. Submitted by David Smith
(d.smith@icrf.icnet.uk) [4/Dec/98][3/Feb/99][2/Jun/99][24/May/00] (137k)
designv2
A FORTRAN program for calculating the optimal designs for the log(potency) of
comparative binary dose-response models with no control mortality and alternative link
functions. It also evaluates these designs using General Equivalence Theorem results. A
related article is to be published in the Journal of Statistical Planning & Inference
in 2002/3. Submitted by David Smith (davismith@mail.mcg.edu) [1/Nov/02] (176k)
distrib
An addin package for ASEASYAS, a LOTUS clone spreadsheets. It calculates values
for central and noncentral distribution functions, and can be used for calculating the
power of standard tests easily. Uuencoded, zip format file. Submitted by Erich Neuwirth
(A4422DAB@AWIUNI11.BITNET) [19/Nov/91] (29301 bytes)
dysect
Clustering algorithm based on dynamic altering of hierarchies. Suitable for large
data sets. Submitted by (oconnor@isor.vuw.ac.nz) [19/Sep/94] ( 438k)
dyn.dec
Dynamic programming and related programs for Bayesian Decision Analysis used in:
"Decision Making During a Phase III Randomized Controlled Trial", CONT CLIN TR. Mark
C. Wolff (mcw2c@brain.neuro.virginia.edu). [20/Dec/93] (15 k)
eff_var
SAS Macro: Testing whether variances differ and, if they differ, the form of the
difference. Submitted by Paul Johnson (P.Johnson@prodigy.net) [21/Jul/99][2/Jan/01]
(9k)
eha
Discrete time event history analysis, written for World Fertility Survey data, but
nearly all of the subroutines are more generally applicable. Steven M. Lewis
(slewis@stat.washington.edu) [1/Mar/95] (347 k)
elicit-normlin
This program is designed to elicit the hyperparameters of the prior distribution
for the normal linear model, based on the 1980 JASA paper by Kadane et. al. Submitted
by Lara Wolfson (lara@stat.cmu.edu). [8/Aug/94][3/Jun/98] (60 k)
elicit-diric
Fortran program for Elicitation of concentration parameter of Dirichlet Process
Priors Submitted by Ram Gopalan (rmg@hooked.net) [13/Dec/96] (5k)
em_covar
A SAS/IML macro for estimating a covariance matrix and mean vector via the
expectation maximization (EM) algorithm. Bootstrap estimates are also
available. Submitted by Steve Gregorich (Gregorich@psg.ucsf.edu) [5/May/99] (42k)
esc.errata
Corrections and clarifications to Elements of Statistical Computing: Numerical
Computation, by Ronald Thisted (thisted@galton.uchicago.edu) (34
kbytes)[12/Nov/89][28/Jun/93]
ESS
Emacs Speaks Statistics(ESS): A multi-platform, multi-package intelligent
environment for statistical analysis. ESS extends the emacs text editing system (both
GNU Emacs and XEmacs are supported). ESS streamlines statistical analysis and the
creation of statistical software with interfaces to packages like S-PLUS, R, SAS, BUGS,
Stata and XLispStat under the Unix, Microsoft Windows, and Apple Mac operating
systems. Mirror of http://ess.r-project.org/downloads/ess/ [17/Feb/02]
exact
FORTRAN program for exact, unconditional tests for 2X2 binomial and multinomial
contingency tables. 1- and 2-sided tests and three test statistics are supported. Roger
L. Berger (berger@stat.ncsu.edu) (54k) [13/Dec/96]
extlms
A set of Fortran subroutines and calling programs for computing the exact least
median of squares regression estimator under either a serial or distributed computing
architecture. Submitted by Doug Hawkins (doug@stat.umn.edu), Jeff Simonoff
(jsimonoff@stern.nyu.edu) and Arny Stromberg (astro11@ukcc.uky.edu). [20/Dec/93]
[25/Jul/94] (66 kbytes)
fact
The source code for Wei-Yin Loh's FACT, classification and regression program. A
stand alone program. The interface to S is no longer supported. UUencoded, compressed,
tar file. [10/Oct/89] (241338 bytes)
fls1.tar.gz
The dataset contains data on catches per species for a number of vessels collected
by the EU in the context of the NAFO. The f77 code implements the MC^3
algorithm. [C.Fernandez, E.Ley and M.F.J. Steel (1998) "Bayesian Modeling of Catch in a
NW Atlantic Fishery']. Gzipped tar file. Submitted by Eduardo Ley
(ELEY@IMF.ORG). [22/Jul/98] (128433 bytes)
fracdiff
Maximum likelihood estimation of the parameters of a fractionally-differenced
ARIMA (p,d,q) model (Haslett and Raftery, Applied Statistics 1989). Fortran source code
in a shar archive. See also fracdiff in the S collection of StatLib. Submitted by Chris
Fraley, (fraley@stat.washington.edu) [7/Oct/91] [24/Mar/91]. [4/Nov/91] [15/Sept/92]
[22/Feb/93] [11/Mar/94] [4/May/94](220 kbytes)
fsa
A package of 5 FORTRAN routines using the feasible solution algorithms for high
breakdown regression and multivariate location/scatter estimation. "Douglas M. Hawkins"
(doug@umnstat.stat.umn.edu) [22/Dec/93] [17/Oct/94] (140 kbytes)
gamfit
FORTRAN program for fitting generalized additive models. Written by T. Hastie and
R. Tibshirani. Submitted by R. Tibshirani (tibs@utstat.toronto.edu). [1/Jan/91]
[14/July/91] (280221 bytes)
gaut.c
C versions of routines to calculate tail probabilities for t, gaussian, and
bivariate gaussian distributions. Submitted by Ajay Shah (ajayshah@usc.edu) [12/May/91]
(7848 bytes).
GeneticEpi
A link to the Human Genetic Analysis Resource, an NIH supported research
project. From this research, we have developed the Statistical Analysis for Genetic
Epidemiology (S.A.G.E.) software package. Submitted by Paul Gerwe
(gerwe@darwin.mhmc.cwru.edu) [14/Oct/97]
gibbsit
Determines the number of iterations required to achieve a specified accuracy level
in the Gibbs sampler. A Fortran program. (Adrian Raftery, raftery@stat.washington.edu)
[13/Sept/91] [1/Mar/95] (114 kbytes)
gkslib
A toolbox of statistical routines for MATLAB, including ordinal logistic
regression, Poisson regression, nonlinear regression with sums of exponentials,
probability distributions, quadrature, matrix exponentials and some other associated
special functions and matrix operations. A tar file. Submitted by Gordon K Smyth,
(gks@maths.uq.oz.au) [1/Dec/95] [3/Jun/98] [7/Jun/99](112 kbytes)
GMTD
Software for computing the Mixture Transition Distribution model (MTD) for the
modeling of high-order Markov chains. Submitted by Andre Berchtold
(Andre.Berchtold@themes.unige.ch). Also available in a PC version.[1/Jun/99]
GOF.zip
SAS macro (and sample SAS dataset) to perform goodness-of-fit test for logistic
regression model as published in Pulkstenis E, Robinson T 'Two goodness-of-fit tests
for logistic regression with continuous covariates' Statistics in Medicine 2002;
21:79-93. bodytext: This software can be freely used for non-commercial purposes and
can be freely distributed. The author is willing to provide assistance where
required. Submitted by Erik_Pulkstenis@hgsi.com. [23/Apr/03] (11kbytes)
GOF_ordinal.zip
This program implements goodness-of-fit procedures for ordinal response regression
modeling corresponding to the following Reference: Pulkstenis E, Robinson
T. Goodness-of-fit tests for ordinal response regression models. Statistics in Medicine
2004; 23:999-1014. The author is willing to provide assistance where
required. Submitted by erik_pulkstenis@hgsi.com [23/Mar/04] (27kbytes)
gpower
(WWW ONLY, material is archived in Germany) GPOWER is a interactive, menu-driven
Pascal-program for IBM-compatible PC's and Apple Macintosh computers. It performs
high-precision statistical power analyses for the most common statistical tests in
behavioral research, that is, t-, F-, and chi-square-tests. [28/Aug/95]
grkpack
A shar archive of Ratfor/Fortran routines for calculating smoothing splines ANOVA
estimates of data from exponential families. It is an extension of the rkpk. LaTeX
document and examples are included. (yuedong@umich.edu) (720421 bytes) [1/Mar/95]
hcfb
Average-linkage hierarchical cluster analysis program. Very easy to use. Better
tree diagrams than SAS. QuickBASIC and FORTRAN versions. John Uebersax
(uebersax@phs.bgsm.wfu.edu) [11/Mar/94] (33k).
hmodel
An X tool that manipulates a collection of hierarchical models. Given a model
optimality criterion threshold it finds all models that are at least as good. Current
implementation is limited to log-linear models for categorical data and includes the
Akaike and Bayes information model optimality criteria. Submitted by George Ostrouchov
(ost@azure.EPM.ORNL.GOV) [3/Dec/91] (175872 bytes)
ibmod
IBMOD applies the internally balanced state space model reduction algorithm of
Crabbe & Young, J. Stat. Comp. Simul., 1989 and 1991. Submitted by Brian Young
(young@agsm.ucla.edu) [1/Oct/91] (239185 bytes).
judgeit
A pointer to a stand-alone DOS program for analyzing electoral systems and
redistricting plans. This implements numerous statistical procedures described in a
series of articles by Andrew Gelman and Gary King. [4/Jan/93]
kappa
Fortran program to computes the Kappa statistic of interrater reliability for
categorical judgments. Submitted by David Zubrow (zubrow@andrew.cmu.edu) [30/July/91]
(11101 bytes)
kappa2
A SAS Macro for the kappa measure of agreement between two observers. Submitted by
Andrzej Galecki (agalecki@sph.umich.edu) [17/Oct/94] (11 kb)
latent2lv
Fortran program to provide the necessary sample statistics, including intra-class
correlations for the analysis of multilevel data described in "Latent variable modeling
of longitudinal and multilevel data (Muthen, 97 Sociological Methodology)" [2/Jun/98]
Submitted by Booil Jo (booil@alpha.oac.ucla.edu)
laplacpg
Fortran program to calculate the Laplace approximation to the marginal likelihood
for the Poisson-Gamma (negative binomial) model. Susan Rosenkranz
(slr@biostat.washington.edu) [29/Mar/94] (252 kbytes)
linalg
A package of Java translations of high quality public domain linear algebra
routines --- many of the BLAS (basic linear algebra subroutines) and the LINPACK
Cholesky decomposition (dpofa, dposl, and dpodi), QR decomposition (dqrdc and dqrsl),
singular value decomposition (dsvdc), and LU decomposition (dgefa, dgesl, and dgedi)
routines. Further documentation and explanation of the routines can be found at
http://ws13.fpl.fs.fed.us/linear_algebra.html Submitted by Steve Verrill
(steve@ws10.fpl.fs.fed.us). Also available as a self-extracting zip file
here. [10/Jan/01](173 kbytes)
lmoments
Version 3.03 of the L-moments code. A collection of 56 Fortran-77 routines for
statistical analysis using L-moments, and some auxiliary routines used by the L-moment
routines. (submitted by J. R. M. Hosking, hosking@watson.ibm.com) [2/Feb/90]
[13/Dec/96][20/Jun/00] (284 kbytes)
lmoments.ps
Documentation for the lmoments package (submitted by J. R. M. Hosking,
hosking@watson.ibm.com) [13/Dec/96] [20/Jun/00](227 kbytes)
lms
Models age-related reference centiles by the semi-parametric smoothing spline LMS
method of Cole & Green, Statistics in Medicine 1992;11:1305-19. Submitted by Tim Cole,
(tim.cole@mrc-dunn.cam.ac.uk) [21/Mar/96] (80k)
loess
a program for smoothing multivariate scattered data by Cleveland, Grosse, and
Shyu. A pointer to how to get loess from netlib.
logist
gkslib
lowess
see loess
lspassoc and lspcorel
Fortran77 programs for estimating the parameters and their asymtotic covariance
matrix in correlation models (lspcorel) and association models (lspassoc). Submitted by
Anne-Marie MONDOT (mondot@aurore.cict.fr). [7/Feb/00][25/Nov/02] (45k and 40k)
../S/logspline
See logspline in the S collection.
ltprsuv
The program can be applied for the simultaneous regression analysis of hazard rate
and the logit of surviving fraction with time-dependent covariates. Without the use of
time-dependent covariates for the logit regression, the model is identical to the
Heckman-Walker model. Submitted by Kazuo Yamaguchi (yama@spc.uchicago.edu) [7/Jul/98]
(51k)
macanova
An Interactive Program for Statistical Analysis and Matrix Algebra. Mac and DOS
executables are available, as well as source code. Not available via e-mail. Contr. by
Gary W. Oehlert (gary@stat.umn.edu) [2/Mar/95] [mirrored nightly]
macrecur
This is an Apple Mac implementation of the regression recursive analysis
diagnostics set out in Hawkins May 1991 Technometrics. The code features interactive
reordering of the cases and temporary deletions. A binhex'ed Stuffit archive. Contr. by
Doug Hawkins (doug@umnstat.stat.umn.edu) [21/May/91] (119626 bytes)
map.builder
The map() function in S permits a wide range of line and filled area maps to be
drawn for use with map-oriented data analysis. The data underlying these maps is stored
in a "geographical database." The software in this submission implements some of the
ideas described in http://research.att.com/areas/stat/doc/95.2.ps for constructing such
a database. Submitted by Allan R. Wilks (allan@research.att.com) [22/Jun/98] (71
kbytes)
markov.sas
SAS Macro code that performs competing risks analysis, using the Markov chain
approach of Aalen and Johansen. The incidence and Greenwood standard errors are
computed, for any reasonable number of competing risks. Submitted by William Anderson
(William_Anderson@edwards.com) [17/Oct/00] (21 kbytes)
maxlik
A pointer to a set of Gauss programs and datasets (anotated for pedagogical
purposes) to implement many of the likelihood-based models discussed in Gary King
1989. UNIFYING POLITICAL METHODOLOGY, New York: Cambridge University Press. [4/Jan/93]
maxsd.for
Fortran program. Tests toxicity data on dose levels d_1,...,d_k compared with a
zero dose d_0 to determine the estimated maximum safe dose. Submitted by Charles
W. Dunnett (dunnett@mcmail.cis.mcmaster.ca). [18/Apr/01] (44 kbytes)
mcem_map.sas
SAS Macro: The Maximum a posteriori Estimate using the Monte Carlo
Expectation-Maximization Algorithm. Submitted by Paul Johnson (P.Johnson@prodigy.net)
[8/Dec/98][21/Jan/00][2/Jan/01] (5k)
mclust
Model-based Gaussian hierarchical clustering. (Banfield and Raftery,
Tech. Rep. No. 186, Statistics Dept., U. of Washington, Dec. 1989) Fortran source code
in a shar archive. See also mclust in the S collection. Superseded by emclust
. Submitted by Chris Fraley (fraley@stat.washington.edu) [25/Sept/91] [4/Nov/91]
[19/Oct/92] [22/Jan/93][18/May/93] [17/Nov/93] [24/Mar/97] (323 kbytes)
minvol
A fortran program for the minimum volume ellipsoid estimator of multivariate
location and scatter, with robust distances. Submitted by Peter Rousseeuw
(rousse@wins.uia.ac.be) [28/July/91] (30889 bytes)
mischi
A BASIC program for estimating missing cell frequencies in chi square tests for
association. Submitted by Richard Graf, Edward Alf, Jr. and Steve Williams, San Diego
State University (rgraf@sunstroke.sdsu.edu) [25/Oct/96](27k).
mk-florida
Supplemental tables from the paper, "Evaluation of a Reconstruction of the
Adjusted 1990 Census for Florida", by Michael M. Meyer and Joseph B. Kadane, in the
Journal of Official Statistics. Submitted by Mike Meyer (mikem@stat.cmu.edu)
[15/Aug/96] (10k)
mpcpn
A FORTRAN program to analyze multiple-path change-point models for normally
distributed data using a Bayesian approach. Submitted by Lawrence Joseph
(joseph@binky.epi.mcgill.ca), David Wolfson and Roxane du Berger. [1/Mar/95](160k)
mpcpp
A FORTRAN program to analyze multiple-path change-point models for Poisson
distributed data using a Bayesian approach. Submitted by Lawrence Joseph
(joseph@binky.epi.mcgill.ca), David Wolfson and Roxane du Berger. [1/Mar/95](174k)
mtd
Higher order Markov chains: Estimating the MTD (Markov Transition Distribution)
model [calls NAG]. "Adrian E. Raftery" (raftery@stat.washington.edu)
[11/Mar/94][25/Jul/94] (32kbytes)
MulSubSel.sas
A SAS program designed to give the subset of predictors that "best" predict all
dependent variables jointly according to the multivariate version of the Automatic
Search Procedures and All-Possible-Regression Procedures. Submitted by Ali
A. Al-Subaihi (aaast11@pitt.edu). [8/Jun/00] (39k)
mvntest.gz
Multivariate Hypothesis Testing Software for Gaussian Data. C source code that
compiles into a library and several stand-alone programs. A compressed shar
file. Submitted by Tapas Kanungo (tapas@george.ee.washington.edu) [29/Feb/96] (475k)
negmul
A FORTRAN program for negative multinomial regression models for clustered event
counts, plus a data example from Sociological Methodology 1996. Submitted by Guo, Guang
(gguo.ham@mhs.unc.edu) [28/Feb/96] (187k)
nlmdl
Instructions for obtaining, A C++ implementation of statistical methods in
A. Ronald Galant's, "Nonlinear Statistical Models". The source is available in several
parts. (arg@ccvr1.cc.ncsu.edu) [3/Jan/91][13/Jan/91] (3281 bytes)
nlmix
Nlmix: A Program for Maximum Likelihood Estimation of the Nonlinear Mixed Effects
Model with a Smooth Random Effects Density. This source and documentation is
large. This file contains directions and more details. Submitted by Ron Gallant,
(ron_gallant@unc.edu) [17/Nov/91] [28/April/92] [7/Dec/92] [20/Dec/93]
nlmix.shar
The shar file that goes with nlmix. Please obtain the nlmix file first. (428
Kbytes)
npvar
npvar --Nonparametric estimation of semivariogram functions. Contributed by Steve
Cherry (imsgsche@bill.oscs.montana.edu) and Jeff Banfield
(umsfjban@bill.oscs.montana.edu) [6/Feb/94][49 kbytes]
optim
A package of Java translations of public domain optimization routines --- fmin
(1-d minimization), Uncmin (multi-dimensional minimization), and the Minpack lmder and
lmdif routines (nonlinear least squares). A compressed tar archive. Further
documentation and explanation of the routines can be found at
http://ws13.fpl.fs.fed.us/optimization.html Submitted by Steve Verrill
(steve@ws10.fpl.fs.fed.us). Also available as a self-extracting zip file
here. [10/Jan/01](216 kbytes)
pair
FORTRAN program for locating cases or stimuli on a unidimensional scale given
paired-comparison data (in the form of preference ratings, point difference, or a
similar interval- or ratio-level measure). Includes user guide and sample input and
output. Submitted by John Uebersax (jsuebersax@yahoo.com) [16/Dec/98] (54 kbytes)
pgam2
A SAS macro to fit the parametric conditional shared gamma frailty models, using
the ML-EM algorithm described in the Vu, Segal, Knuiman and James 2001 paper,
"Asymptotic and small sample statistical properties for shared gamma frailty models" in
Communications in Statistics: Simulation and Computation, 30(3), 581-591. Submitted by
Hien Thi Van Vu (hien@dph.uwa.edu.au) [9/Oct/01] (163Kbytes)
plcox
FORTRAN program to compute the parametric and nonparametric components of the
relative risk function in the partly linear Cox model. Submitted by Glenn Heller
(heller@biosta.mskcc.org)[13/Oct/00] (12219 bytes)
powersas
A SAS macro to plot a power table for analysis of variance designs with any number
of levels per factor. (N410060@UNIVSCVM.CSD.SCAROLINA.EDU) [31/Oct/91] (3862 bytes)
progress
A Fortran program implementing regression methods able to identify multiple
outliers. Yields least median of squares and reweighted least squares. Includes data
sets. Submitted by Peter Rousseeuw, rousse@wins.uia.ac.be [8/June/90] (178 kbytes)
projpurs
Fortran source for Friedman's projection pursuit algorithm. [10/Oct/89] (29263
bytes)
qprob
Qprob, an algorithm for calculating the upper percentage points of the
distribution of the maximum of several studentized range statistics having independent
numerators and a common denominator. For further description, see Copenhaver and
Holland, Journ. Statist. Comp. Sim., 30, 1988, 1-15. [24/July/91] Sub. by Burt Holland
(V5730E@TEMPLEVM.BITNET) (15984 bytes)
ranlib
See utexas below.
rmcmcs
A gzip'ed tar archive containing a library of routines which facilitate
regenerative MCMC simulation. Examples and documentation are included. Submitted by
Anthony Brockwell (abrock@stat.cmu.edu). [26/Mar/02] (76K)
rkpk
A shar archive of Ratfor/Fortran routines for calculating smoothing splines in
regression. LaTeX document and demo code included. (chong@pop.stat.purdue.edu) (305162
bytes) [21/May/92]
robphreg
This is an update to the ROBPHREG program that accounts for changes made in SAS
Versions 8.0 and higher, but can be used in earlier SAS versions as well. The program
contains a SAS macro that uses the PHREG procedure to fit case-cohort designs and other
proportional hazards regression models with a robust covariance matrix. When this
program was first written, the robust covariance matrix could not be directly estimated
in SAS, but this feature is now available in SAS Versions 8.0 and higher. Paper
reference: Barlow WE, et al. Analysis of case-cohort designs. J Clin Epidemiol. 1999
Dec;52(12):1165-72. Submitted by William Barlow (wbarlow@u.washington.edu), modified by
ichikawa.l@ghc.org. [28/Feb/96][3/Jun/98][6/Feb/04] (62k)
rpart
C routines for recursive partitioning. Shar archive. A toolkit for new methods and
a smattering of old ones. Submitted by Terry Therneau
(therneau@mayo.edu). [5/Feb/91][9/July/93][30/Aug/94][1/Dec/95](263 kbytes)
rmord
RMORD is a FORTRAN program which implements the technique of Stram, Wei, and Ware
(1988, Journal of the American Statistical Association) for regression analysis of
ordered categorical repeated measurements. A shar archive, include HP-UX
executable. Submitted by Daniel Hall (dhall@pmeh.uiowa.edu) [22/Oct/96](484k)
rvbe
The package contains the data and program files in MATLAB used for the example in
the paper "Modelling Exponential Survival Data with Dependent Censoring" by Amit
Bhattacharyya. Submitted by Amit Bhattacharyya-1 (Amit_Bhattacharyya-1@sbphrd.com)
[13/Dec/96]
sapaclisp
collection of Common Lisp functions for the spectral analysis of time series --
See the sapaclisp collection.
sas
The index and usage instructions for the uicstat archive of SAS code. The uicstat
archive is available via e-mail and FTP. [11/Oct/89] [11/Nov/90] (26321 bytes)
sas-mode.el
An Emacs mode for Sas (from SAS itself) [28/Aug/95] (46 kbytes)
simann
A Fortran 77 implementation of simulated annealing for the optimization of
difficult and multi-optima functions. It is useful for difficult likelihood functions
and other statistical methods requiring function optimization for estimation. See
Goffe, Ferrier, and Rogers, Journal of Econometrics, vol. 60, no. 1/2,
Jan./Feb. 1994. "William L. Goffe" (bgoffe@whale.st.usm.edu), [6/Feb/94] (37 kbytes)
semml
Algorithm for the estimation of a simultaneous equation model by maximum
likelihood and optimal B-robust methods. A stacked ascii file. The procedures are
presented and discussed in the paper: Krishnakumar,J. and E. Ronchetti (1994), "Robust
Estimators for Simultaneous Equations Models",to appear in the "Journal of
Econometrics". Submitted by Jaya Krishnakumar, Jaya.Krishnakumar@metri.unige.ch
[1/Dec/95] (23 Kbytes)
sml
Even thoughh SML is fairly small (compiles in a few seconds) it still provides a
wide range of matrix operations including Cholesky, QR, singular value (SVD) and
eigenvalue decompositions. SML is extremely flexible. It can be configured to choose:
matrix element type to be float, double, long double (or even other types if needed);
memory layout to be by-row or by-column; matrix access to be by macros or by function
calls with or without index range checking. SML offers a special storage mode that is
compatible with the Template Numerical Toolkit(http://math.nist.gov/tnt) and the book
Numerical Recipes. Submitted by (qaqish AT bios.unc.edu). [21/Oct/04] (167kbytes)
smoothwb
Smoother's Workbench for studying smoothing methods. An X windows program in
Fortran and C. Lise Manchester (lise@cs.dal.ca) [28/Jun/93] (210 kbytes)
snqn
Fast algorithms for computing two new scale estimators proposed in JASA, 88
(1993), 1273-1283, in O(nlogn) time. File contains a Fortran function for Sn and
another for Qn. Submitted by Peter Rousseeuw (rousse@wins.uia.ac.be) and Kristof Croux
(croux@wins.uia.ac.be). [5/August/94] (20 k)
snp
Instructions for obtaining, Fortran source code and users guide for a
Nonparametric Time Series program by A. Ron Gallant and George E. Tauchen. The source
and user guide are separately available (about 980k). (ron_gallant@unc.edu) [3/Jan/91]
[28/April/92] [20/Dec/93] [1/Mar/95] (2508 bytes)
snp.shar
Shar file to go with snp. Please obtain snp first. (480 kbytes)
snpguide.ps
Postscript documentation to go with snp. Please obtain snp first. (480 kbytes)
spgam1
A SAS macro to fit the semiparametric conditional shared gamma frailty models,
using the ML-EM algorithm described in the Vu, Segal, Knuiman and James 2001 paper,
"Asymptotic and small sample statistical properties for shared gamma frailty models" in
Communications in Statistics: Simulation and Computation, 30(3), 581-591. Submitted by
Hien Thi Van Vu (hien@dph.uwa.edu.au) [9/Oct/01] (157Kbytes)
spgam6
A SAS macro to fit the semiparametric shared gamma frailty models with events
before study entry, using the ML-EM algorithm described in the Vu 2003 paper,
"Parametric and semiparametric conditional shared gamma frailty models with events
before study entry" in Communications in Statistics: Simulation and Computation, 32(4),
1223-1248. Submitted by Hien Thi Van Vu (hienv@unimelb.edu.au) [5/July/04] (34kbytes)
split.sas
SAS macros that implement a binary partitioning algorithm for the case of normally
distributed repeated measures response data and a continuous or ordered prognostic
variable. Submitted by Mohamed Abdolell (abdo@sickkids.ca). [31/Jul/01] (6812 bytes).
spln7
A SAS macro to fit the semiparametric conditional shared log-normal frailty models
with events before study entry, using the ML-EM algorithm described in the Vu 2004
paper, "Estimation in semiparametric conditional shared frailty models with events
before study entry" in Computational Statistics and Data Analysis, 45(3),
621-637.Submitted by Hien Thi Van Vu (hienv@unimelb.edu.au) [12/July/04] (36kbytes)
SqcOnline
An interactive tool that is aimed at assisting practitioners with the
investigation and implementation of statistical tools in Industry. The software
includes two major components: 1. Online versions of several Military Standards that
are widely used for sampling inspection (a.k.a. "acceptance sampling") and
2. Calculations of various measures that are obtained when implementing techniques that
are based on runs rules. Submitted by Galit Shmueli
(gshmueli@rhsmith.umd.edu). [19/Jul/02]
ssa
A pointer to public information and data available from the U.S. Social Security
Information. (2153 bytes). [12/Nov/91]
stattab
See utexas below.
symstat10.tar.gz
Procedures for SYMLOG (data input, numerical output, plots with PicTeX). Submitted
by Wenzel Matiaske (wenzel_matiaske@notes.uni-paderborn.de) [13/Aug/99](267k)
symstb
Fortran program to compute a fast numerical approximation to the Symmetric Stable
distribution and density functions. (Hu McCulloch, mcculloch.2@osu.edu) [2/Oct/95]
(15k)
sweep.sas
SAS and Gauss algorithms to accompany the paper A Modified Sweep Algorithm for
Interchanging between Overparameterized and Cell Means Linear Models", by Francis Hsuan
and Burt Holland. Burt Holland (V5730E@TEMPLEVM.BITNET) [21/July/93] (22kbytes)
tmcc
The subroutine tmcc computes the upper percentage points of the extended Dunnett's
procedure. [23/Oct/91] Sub. by Burt Holland (V5730E@TEMPLEVM.BITNET) (34384 bytes)
toms717
A routine for evaluating multivariate normal integrals. From TOMS717. [17/Mar/94]
Completely unsupported, use at your own risk. There are better algorithms available
from Alan Genz (4 kbytes)
toms712
A routine for generating normal deviates. From TOMS712. [17/Mar/94] Sub. by Alan
Miller (alan@dmsmelb.mel.dms.CSIRO.AU) (1 kbytes)
tpmc
To compute needed percentage points for the pairwise multiple comparison procedure
in a two-way design b1@sparc2.sta.cuhk.hk (S.H. Cheung) [1/Jun/95] (28 k)
tsa
Software and Data Sets for "Time Series Analysis and Its Applications" by
R.H. Shumway & D.S. Stoffer, Springer, 2000. Submitted by David Stoffer
(stoffer@stat.pitt.edu)[10/Mar/00]
tslogit
Estimates Logan's (AJS 1996) two-sided logit (TSL) model for preferences of
workers and employers, etc. Includes manual, for DEC, Sun, Windows NT. Submitted by
John Allen Logan (logan@ssc.wisc.edu) [17/Jun/98] (692k)
ukeire
A postscript map of the United Kingdom and Eire. The map is mostly x-y pairs, so
the data is useful even if you don't have a postscript printer. (bill@stat.cmu.edu)
[11/May/92] (219445 bytes).
umdhmm
This is a package for Hidden Markov Models. Currently it contains routines for
forward, backward, Viterbi and Buam-Welch estimation algorithms. Few drivers and
generators allow a user to test these routines. Submitted by Tapas Kanungo
(kanungo@cfar.umd.edu) [3/Jun/98] (65 k)
utexas
Instructions and index for Fortran source code and documentation for a variety of
biostatistics applications, including group trials, randomization, and
smoothing/nonparametric regression. Submitted by Barry Brown
(an12354@mdaali.cancer.utexas.edu) (2784 bytes)
validcor
This fortran program creates a 4x4 correlation matrix with valid bounds on the
rest of the entries after selecting r12, r13 and r14, insuring positive
semidefiniteness. Submitted by hoffmalo@mail.armstrong.edu [7/Jun/05] (8kbytes)
wgtreg
The program WGTREG.FOR is a FORTRAN source program for the linear regression with
parametrically weighted covariates, whose use is described by Yamaguchi (2002) in his
article that appeared Sociological Methodology 32. The manual for the use of the
program is described as comments in the beginning of the source program. Submitted by
Kazuo Yamaguchi (kyamagu@midway.uchicago.edu) [3/Jan/03] (86k)
world.map
A complete world political map. Much more detailed (and much larger) than either
world or world.hires. Available only via FTP. Submitted by Becker and
Wilks. [14/May/92]
xgobi
XGobi is an X Window application for interactively exploring data. Current
functionality includes brushing, identification, and the editing of connected lines, as
well as rotation and the grand tour, with several interactive projection pursuit
indices. Several functions can be linked so that actions in one window are promptly
reflected in another. There is an interface to S. Its big!. Not available by e-mail,
look in the subdirectory XGobi . (dfs@research.att.com) and Dianne Cook
(dcook@fisher.rutgers.edu). Mirrored daily from
http://www.research.att.com/areas/stat/xgobi/ [19/Jan/99]
xnavigation
Xnavigation is an interactive navigation program for viewing local structures in
multivariate datasets. Both manual navigation and automatic navigation which searches
for smooth low-dimensional structures are available. This is based on the author's PhD
thesis. Singo Oue, (shingo@stat.cmu.edu) [1/Mar/95] (119k)
xqz.uuen
XQz is an X Window application for interactively exploring time series
data. Current functionality includes DATA, ARMA and FREQ modules which can be
linked. (mcdougal@stat.rutgers.edu) Andrew McDougall. uuencoded, compressed, tar
file. (432 kbytes) [29/Nov/94]
yamltmv.sps
An SPSS program for loglinear latent-trait Markov chain models I-A and I-B in the
Yamaguchi paper that is to appear in the 1996 Sociological Methodology. Kazuo
Yamaguchi, YAMA@CICERO.SPC.UCHICAGO.EDU. [1/Dec/95]
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Credit where credit is due
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Last modified: Tue Jun 7 08:52:49 EDT 2005 By Pantelis Vlachos