Code for Bayesian analysis of long memory and persistence using ARFIMA models, benchmark priors for Bayesian model averaging, estimation of demand systems through consumption efficiency, model uncertainty in cross-country growth regressions, and Bayes...

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

Mixture modelling by Minimum Message Length (MML).

Fortran 77 code by Peter M. Hooper.

Solves unsymmetric equations, linear least squares, and damped least squares for a left-hand-side matrix that is large and sparse.

Fortran 77 code by Chris Lamoureux.

Fortran 77 programs and Windows binaries by M. T. Boswell to generate random numbers and compute the cumulative and inverse cumulative distribution functions for several statistical distributions.

Fits a mixture model of multivariate normal or t-distributions to a user supplied data set via the EM algorithm. By Geoff McLachlan.

By Gabriele Fiorentini, Giorgio Calzolari, and Lorenzo Panattoni, for a 1996 paper in the Journal of Applied Econometrics.

Analogue data is collected and digitized with an A/D converter. Having then a collection of digitized time series which reside in the computer, this program calculate amplitude density, autospectral (power) density and cross-spectral density functions...