Statistical Packages
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Department of Finance
and
Graduate Statistical Assistant Program,
FMRC
Description of the Main Statistical Packages
Information is provided for the following statistical packages:
C
C Programminig
Resources by Dave Marshall
C++
Official web site
Fortran
Official web site
Fortran Library
Free Fortan code Extensive
Matlab
Official web site
Jim LeSage's MATLAB
Function Library
and
Documentation
(pdf)
SStream MATLAB links
, by Richard Johnson
Free
Financial Engineering Toolbox
v. 2.0 by
Rafal Weron
GAUSS
Official web site
Resorces by Alan G. Isaac
Try GAUSS directly
via WWW
John Cochrane's
Programs for finance, macro, monetary economics and time series analysis
Mathematica
Official web site
Free algebraic
integrator
operated through the web
Stata
Official web site
Excellent web-based
Stata tutorial
, courtesy of UCLA
SAS
Official web site
On-line
Manual
(through BC)
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Updated: November 2001 , GSA.