A
(toc software)
A+ ,
ACML ,
ADMB ,
AIMMS ,
ALOGIT ,
Alyuda ,
AMOS ,
AMPL ,
APL ,
Apophenia ,
Arc ,
AREMOS ,
AutoBox ,
Autometrics ,
AutoSignal
 A+ 4.22 [US]
(2008)
 GNU version of APL, APL partly replaced by J
 ACML 5.0 [US]
(2011)
 What's new in 5.0:tuned for AMD Family 15h processors, updated FFTs, RNGs
 What's new in 4.4: Performance improvements.
 What's new in 4.3: Support for the Open64 compilers.
 AMD Core Math library (ACML) for AMD processors.
 User Guide.
 Includes LAPACK, FFT, BLAS. For AMD processors. Gnu: Windows and Linux.
For FORTRAN: GFORTRAN, G77 and Intel Fortran.
 What's new in 4.0: optimizers for AMD Opteron processors.
 What's new in 3.6.1: multithreading.
 Automatic Differentiation Model Builder (ADMB) [AU]
(2009)
 Free from the ADMB foundation
 By Otter Research. Specialising in statistical fishing and forestry applications.
 ADMBRE ADMBRandom Effects for nonGaussian hierarchical models.
 ADE4 for R [FR]
 Slow link Sep 2008.
 ADE4TkGUI
Graphical User Interface (R) for ADE 4 (2009)
 Free program for multivariate (inc. spatial) analysis and graphical display.
 Ecological Data Analysis : Exploratory and Euclidean methods in Environmental sciences
 ADE4 old standalone for Mac and Wintel, not updated after 2004.
 By D. Chessel, A.B. Dufour, and J. Thioulouse , U. Lyon 1.
 ADE Mailing list
 AIMMS 3.10 [NL] (Paragon Decision Technology)
(2010)
 What's new in 3.9
 The Advanced Integrated Multidimensional Modeling Software for building large scale optimizationbased decision support applications, advanced planning systems, or optimizationbased components.
 Includes solvers for LP/MIP/QP/NLP/QCP/MINLP
 ALOGIT 4.2 and 4.2 EC [NL]
(2007)
 Alyuda Forecaster 1.5 [US] (Neo Digital Inc.)
(2008)
 Forecasting, credit scoring neural network software
 (IBM SPSS) AMOS 17.0 [US]
(2008)
 What's new in AMOS 7 (2007) estimation with orderedcategorical and censored data, Posterior Predictive distributions.
 What's new in AMOS 6 (2005) Bayesian MCMC estimates of model parameters, Impute missing values or latent factor scores
 What's new in AMOS 5 : Exploratory Specification search, Improved output, programming environment.
 Analysis of Moment Structures. Graphical structural equation modeling, measurement errors, advanced likelihood based methods and bootstrap analysis. Not for categorical data.
 Part of IBM SPSS
 AMPL 2.0 [US]
(2009)
 Modelling language around several optimizers like, (ILOG) CPLEX, MINOS,
MOSEK
 By AMPL Optimization LLC, since 2004.
 APL 12 (Dyalog) [UK]
(2009)
 APLX 5 [UK] by MicroAPL
(2009)
 What's new in 5: Performance Profiling, New external class interface: R Statistical Software
 Advanced implementation of IBMs APL2 for PCs. High level programming language used in acturial sciences.
 What's new in 4.0: OO programming.
 Apophenia 0.99 [US]
(2011)
 Arc 1.06 [US]
(2004)
 AREMOS 5.3 [US], [DK] (2003)
 Econometric and timeseries modelling and automatic report generation for business from IHS Global Insight formerly DRIWEFA,
(formerly Wharton Econometric Forecasting Associates, founded by Lawrence Klein)
 A Global Insight, Inc (GII) Company since Mar 2001. (DRI formerly part of McGraw Hill)
 IHS acquires Global Insight (2008)
 Autobox 6.0 [US]
(2007).
 By David Reilly
 Automatic Robust Box Jenkins Modeling and forecasting. From Automatic Forecasting Systems, AFS.
 Autometrics is part of PcGive 13.3 [UK]
(2012)
 By Jurgen Doornik and David Hendry
 AutoSignal 1.7 [US] Sigmaplot (2002)
 Windows time series program (Spectral analysis, wavelets) By Clecom, formerly from SPSS Science (UK).
 Axum 7
 Discontinued in 2003.
 Mathcad's (Statistical) Graphics program for dataanalysis. (stripped down SPLUS).
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B34S ,
BACC ,
BATS ,
BETA ,
BIOGEME ,
BMDP ,
Brodgar ,
BUGS ,
BV4
 B34S(r) 8.11F [US]
(2011)
 By Houston H. Stokes
 What's new in 8.11F
(2011):
 What's new in 8.11D (2008): wavelet capability, lowess models and fixed effectwavelet capability, lowess models and fixed effect
 (Nonlinear) Data analysis and econometric analysis in conjunction with
book that also discusses MARS.
 SCA page B34s
 BACC 2003 [US]
(2003)
 Bayesian Analysis, Computation and Communication. Free high quality generic software developed for different operating systems (Windows, Unix) and different frontends. Specific model procedures as well. Supported by the US NSF. Developed by Bill McCausland under the supervision of John Geweke.
 Part of Geweke (2005) textbook with BACC (2003) code.
 By John Geweke and William McCausland
 Linux versions and Windowsversion for SPlus next to Matlab 6.5
 Extensive Review of BACC by Gary Koop. Even more extensive example in JAE (1999, 14, 677689).
 BATS [US]
 Free (Windows exe) software for applied Bayesian Analysis of Time Series by Mike West, book by Pole, West and Harrison (1994). See also TVAR
 Betahat 6.0 [US]
(2005)
 By Paul Calvert.
 Models in betahat 6.0
 Windows based general purpose econometric program with simulation capabilities and X11, by Paul Calvert. Laissez Faire Software.
 Scales well.
 BIOGEME 2.0 [CH]
(2010)
 Bierlaire's Optimization Toolbox for Generalised Extreme Value Model Estimation, by Michel Bierlaire

Multinomial Logit models,
Nested logit models,
CrossNested logit models,
NetworkGEV models,
Continuous and discrete mixtures of GEV models,
Panel data: individualspecific random parameters,
No scaling issues, Nonlinear utility functions.
 What's new in 1.1  1.8? Discrete mixture models, graphical user interface,
Corrections for selection bias, CrossNested Logit models.
 Free for Windows, Mac OS X and Linux.
 Tutorial by Michel Bierlaire (2008)
 Some versions require Cversion of FSQP.
 User group
 BMDP 2007 (2007)
 Well tested comprehensive library of statistical routines from simple data description to advanced multivariate analysis. Survival analysis.
 Programs translated for use under Windows XP:
1D, 2D, 3D, 5D, 6D, 7D, 8D, LE, 4F, 1L, 2L, 4M, 7M, AM, 1R, 2R, 3R, 9R, AR, LR, 2V, and 5V.
 At Statistical Solutions Software [IE]
 Brodgar 2.5.6 [UK] ,
[UK] (2007)
 ChangeLog
 What's new in 2.5: GLS
 What's new in 2.4 Power analysis.
 R interface available.
 Package for multivariate time series analysis of (large) (environmental) data sets. By Alain Zuur. Highland Statistics Ltd.
 Lattice (Trellis) plots, Multidimensional Scaling, Regression Trees, Hierarchical clustering, Dynamic Factor Analysis, min/max autocorrelation factor analysis (MAFA), Chronological clustering.
 By Alain Zuur.
 BUGS, OpenBUGS 3.0 [FI}
(2008)
 BUGS, WinBUGS 1.4.3 [UK] (2007)
 Bayesian inference Using Gibbs Sampling (MCMC: Markov Chain Monte Carlo)
 OpenBugs by Andrew Thomas
 WinBUGS By Lunn, D.J., Thomas, A., Best, N., and Spiegelhalter, D
 What's new in 1.4.1: Scripting facilities and bug fixes.
 At Biostatistics unit Medical Research Council, Cambridge (UK). Free demo available. Use BUGS programming language to specify model and generate MCMC program to make inference about the model. Special attention for
monitoring MCMC convergence. Based on Adaptive Rejection sampling (ARS), developed by Wally Gilks.
 See MCMC page (back at Cambridge) for more software on this topic.
 BUGS active mailing list at jiscmail
 BV4, Berliner Verfahren 4 [DE] (2004)
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 (Visual) C(++)
 CalculationCenter 3 (2005)
 Data analysis.
 Discontinued 2009.
 Userfriendly product from the producers of Mathematica
 CART 6.0 (Salford Systems) [US]
(2008)
 Census X12
 CaterpillarSSA 3.30 [RU] (2006)
 (IBM ILOG) CPLEX (STUDIO) 12.3 [US] (2011)
 IBM acquires ILOG (2009)
 What's new in 12: Connector to IBM SPSS Modeler. integrated modeling environment for prescriptive and predictive analytics Linux® on Intel® compatible processors IDE on this platform.support for solving very large models (> 2 billion nonzero elements),
quadratic programs with nonconvex objective functions, scheduling problems with nonconvex objectives and constraint programs with multiple objective functions.
 What's new in 11: enhanced Mixed Integer Programming
 What's new in 10: Indicator constraints. MIP Starts. (use initial solutions in mixed integer problems)
 What's new in 9: Quadratically constrained programs (QCP). Infeasibility analysis tool.
 What's new in 8: Mixed Integer Quadratic programming (MIQP)
 Advanced optimization tools for large and difficult problems, taken over by ILOG
 Division of ILOG 19972009
 cplex optimization studio
C++ objects to use CPLEX in C++ optimization applications
 Confort 2.0 [ES] (2006)
 CVar Expert 1.7 [US] (2007)
 Software for minimum Conditional ValueatRisk portfolio optimisation. By
Rhoworks.
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DataDesk ,
Dataplore ,
Dataplot ,
DATAVIEW ,
DEASolver ,
DEMETRA ,
Draco ,
DYALOG ,
DYNARE ,
,
 Data Desk 6.2 [US] (2007)
 What's new in 6.2: version for Mac.
 Exploratory Data Analysis (EDA) package by Paul Velleman. Interactive multivariate graphics.
 Dataplore 2.2 [DE] (2005)
 Systems analysis and (nonlinear) time series analysis (by ixellence GmbH)
 Strong in filtering, wavelets,
 Formerly known as SANTIS (Signal ANalysis and Time Series processing)
 Multiplatform GUI based on wxWindows
 Dataplot (2006)
 News (July 2009)
 Free, publicdomain, multiplatform (Unix, Linux, PCDOS, Windows NT,
etc.) software system for scientific visualization, statistical analysis, and nonlinear
modeling. Command driven.
 Authors: James J. Filliben and
Alan Heckert Statistical Engineering Division, Information Technology Laboratory,
National Institute of Standards and Technology (NIST), with tcl/tk GUI interface by Robert R.
Lipman
 DATAVIEW [US] (modler.com) (2007)
 Permits the management, display and detailed analysis of timerelated data.
 Part of Modler software.
 DB2 10 Data WareHouse Edition Data Mining (IBM, USA) (2009)
 Replaces DB2 Intelligent Miner (2006)
 Market segmentation, store profiling, and buyingbehavior patterns using Demographic and Kohonen clustering. propensity to buy, projected spending level, and the likelihood of attrition within a period of time all using Tree classification.
Forecasting using Transform regression, a patented algorithm from IBM Research,
supports data mining models in the
Predictive Modeling Markup Language (PMML).
 DEASolver 7.1 Pro (Saitechinc)[US] (2010)
 DEMETRA+ 2.1 [LU] (2009)
 Draco 1.4 (Approximatrix) [US]
(2009)
,
 What's new in Draco 1.4: Interoperation with Excel and MATLAB.
 Draco is a (2008) free (GNU) opensource econometrics program
with a javabased platform independent (spreadsheet) user interface.
 Plots (Openchart2) and commercial support from Approximatrix.
 Download
 User forum
 DYALOG APL [UK]
 DYNARE 4.1
(2010)
 What's new in Dynare 4.1: Third order approximation of stochastic models, missing observations, model output in LateX, 64bit support, Windows, Mac OS, Linux.
 A Program for the Resolution and Simulation of Dynamic Models with Forward Variables Through the Use of a Relaxation Algorithm.
 Computes kth order approximations of dynamic stochastic general equilibrium (DSGE) models.
 Also allows Bayesian Estimation of DSGEs
 Free standalone version and Routines for MATLAB and SciLab
 Original by Michel Juillard. Also developed by S. Adjemian, H. Bastani, F. Mihoubi, G. Perendia, M. Ratto and S. Villemot.
 User guide (20072008) by Tommaso Mancini Griffoli.
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EasyFit
,
EasyReg ,
EcoWin ,
ECTS ,
EQS ,
Eviews
,
Excel ,
EXPO ,
 EasyFit 3.1 [US] (2007)
 Supports simple common 2 and 3 parameter model fitting and testing.
 By Mathwave with graphs for Windows.
 EasyReg International 2011 [US]
(2011)
 Reuters EcoWin Pro 4.52 [SE] (2005)
 EcoWin Pro is a dynamic charting and reporting tool that allows for a comprehensive range of analytical possibilities.
EcoWin databases.
 A Reuters firm since 2005.
 ECTS 3.3 [FR] (1999)
 EQS 6.1 [US] (2006)
 Eviews 7.2 , (Sep 2011)
 Download Eviews 7.21 upgrade
 Eviews taken over by IHS for USD 40,000,000. IHS: USD 3,300,000,000
IHS Global Insight, former DRIWEFA, also owns AREMOS.
(May 2010) . (MS NASDAQ:IHS)
 Eviews 7 Enterprise Edition (Quantitative Micro Software) [US] (2009)
 By David Lilien and (former) colleagues, Robert Hall, Robert Engle.
 New in 7.1: Addins using Eviews interface for e.g. R or
MATLAB code.
 What's new in Eviews 7:
Multiprocessor support, EViews Interface, Autoupdates, highfrequency (Intraday) data support, new string objects,
Excel 2007 support,
interaction with R and MATLAB, Limited Information Maximum Likelihood (LIML),
Single equation tests for cointegration, Generalized linear models.
 EViews7UsersGuideII
 Eviews 6 Student version (Jan 2008)
 What's new in Eviews 6: (Mar 2007)
New features:
Multivariate GARCH estimation,
Cointegration tests for panel data and in pools,
Expanded heteroskedasticity testing,
Breakpoint test,
Quantile regression,
Covariance analysis,
Principal components analysis,
Factor analysis,
Stepwise regression,
IGARCH and target variance ARCH estimation.
 What's new in Eviews 5.1: Graph customization. EcoWin data support.
 What's new in 5:
, Draganddrop support for data, Panel data workfile structures, Bandpass filters, categorical data, export to postscript.
 What's new in Eviews version 4.1: ``Automatic'' univariate AR and MA unit root tests.
 What's new in version 4: automatic derivatives, significant updates state space procedures, seasonal adjustment procedures and graphics.
 Eviews Illustrated for version 7 (2009), by Richard Startz
 Eviews Illustrated for version 6
 Introduction to Eviews 5 by Marius Ooms (VU Amsterdam, 2005)
 Eviews 5 Command and programming reference (.pdf) (2004)
Sergi JiménezMartÃn (UPF, Barcelona)
 Guide to Eviews with Using Econometrics: A practical guide, by Robert Johnson .
Part of Studenmund (2001) textbook website.
 Eviews manuel en franÃ§ais par JeanChristian Lambelet,
Swiss link: Didacticiel Eviews
 Eviews in Spanish in AnÃ¡lisis EconomÃ©trico con EViews con EViews by
CARRASCAL,U. GONZALEZ,Y. RODRIGUEZ,B. (2001)
 Introdução ao Eviews 4.1/5.1 (2005) by
Cláudio D. Shikida, IBMEC, Belo Horizonte, Brazil.
 EViewsã®ä½¿ã„æ–¹ï¼šå®Ÿè·µç·¨ Free introduction in Japanese
 Model Explorer for EViews, shareware, Model Selection tool.
 Eviews course by Bertram Schäfer, in German Germany (2010)

 Commercial Eviews courses by East Asia Training and Consultancy
(2010)
 (Commercial) Eviews courses by John T. Cuddington, Boulder CO, USA (2010)
 Guia Eviews: Modelos EconomÃ©tricos
, by
Antonio Pulido San Román and
Julián Peréz García
 Excel 2010 (MS NASDAQ:MSFT)
,
 What's new in 2010 new Slicer functionality, Search Filter, PowerPivot for large datasets (on 64bit systems), integration with SharePoint Server, Excel Web App, Excel Mobile App
 What's new in 2007: A resultsoriented user interface , 1 million rows by 16,000 columns,
Chart Formatting tools, professional charts, professional tables,
increased security, SQL support,
Support for PDF and XML Paper Specification, Office XML Formats,
 Widely used. For the true basics: LINEST, TREND, LOGEST, and GROWTH regression. Excel 2003: collinearity detection, calculations of sum of squared deviations, normal distributions, and continuous probability distribution functions
 Connection with VBA (Visual Basic for Applications) for simple Finance models and as an interface for data
 ASSUME mailing list Association of Statistics Specialists Using Microsoft Excel, with links page. (pretty inactive in 2010).
 Analyseit 2.22 (2010)
statistical Addins for Excel
Version 2.22 compatible with Excel 2010
What's new in 2.2 (2009) : support for large worksheets
 Oracle Crystal Ball 11.1
Services [CA],
(2008)
for Monte Carlo Simulations. (``Think in ranges'');
 DataDesk/XL ,
Statistics package for Excel, with results you can trust.
 Essential Regression, (2006)
Free Add in for Experimental Design and Regression for Chemists and Engineers (ER) (19982006), by David D. Steppan, Joachim Werner, Robert P. Yeater.
 ForecastX Wizard 6.0 [US] (JohnGalt)
`(2008)
Addin for econometric modeling including Regression and Box Jenkins (ARIMA modeling).
 Introductory Econometrics Addins
For Barreto Howloand (2005) textbook.
 Pace XL 2 (2004)
for simple statistics and data analysis, also known as SWStat+, comes with
Anderson, Sweeney and Williams (2008).
 PeerForecaster (Delphus)
(2004)
By Hans Levenbach.
for damped trend forecasting using single source of error state space models. From delphus.com
Fee trial version.
 Lumenaut 3.6.4
(2010).
Inexpensive Exceladdin for Basic Business Statitics and Decision Analysis.
What's new in 3.6.4: Windows 7 and Excel 2007 compliant
 NumXL 2.0 (Spider Financial)
(2010)
Excel Addin for Econometric Time Series Analysis, ARMA, GARCH, EGARCH, by
Mohamad ElBawab.
 web:reg [DE] (2008)
By Kurt Annen
Examples of free econometric Addins (time series: ADF, HodrickPrescott,ARIMA, GARCH).
Google groups Archive last update 2008.
 Sagata Regression Pro 2004 [US] (2003)
 Solver 11.0 [US] (Frontline systems)
(2011)
 Optimization tools for Excel (and other packages) also separate DLLs
 What's new in 11.0(2011): Solver SDK Software development Kit Pro
 What's new in 10.0(2010): support for Excel 2010, multi core simulation and optimization
 What's new in 9.0(2009)
Solver Engine V9.0, based on Gurobi Solver 2.0
solving linear mixedinteger (LP/MIP) problems. builtin parallelized algorithms
to take advantage of multicore processors.
 What's new in 8.0 (2007), support for Excel 2007. Simulation optimization tools. Multiple solutions.
 StatTools 5.7 (Palisade) [UK]
(2011)
 What's best for simple mathematical programming.

XLSTAT 2011 [FR] ,
(2011)
What's newpage
Data analysis and Statistics. Modules for marketing research, biometrics.
 EXPO 4.0 (lmtech) [US] (2001)
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FAME ,
ForecastPro ,
Fortran ,
FreeFore ,
FSQP ,
 FAME 10 (MARKETMAP Analytic platform) (Sungard) [US} (2009)
 Historical economic, financial and energy time series database management program, used by large firms and institutions
 FAME futures
 What's new in FAME 10 (2009)
 Integrated with MARKETMAP Analytic platform (2010)
fronttoback market data and historical database solution for storing and managing realtime and highvolume timeseries data as well as tools for application hosting, cross symbology services and analytic modeling.
 MARKETMAP CROSS SYMBOLOGY SERVICES
use a single identifier to request content from multiple sources for use with any backoffice, order management or risk system
 Forecast Pro TRAC [US] (BFS)
(2009)
 What's new in TRAC? (2009): Multiple Units of Measure, â€œShufflingâ€ (onthefly hierarchy changes, Exception Reporting, Accuracy Tracking, Team Forecasting.
 What's new in 5 ? (2006): New, intuitive interface for large
data sets and multilevel product hierarchies. New graphing and reporting capabilities
 What's new in 4.4? (2005): enhanced forecast override.
 Widely applied econometric time series ("dynamic regression") forecasting program
 FORTRAN compilers and code
 FreeFore 6 [US]
 FSQP 3.7 [Scilab version] (2000)
 Feasible sequential quadratic programming. Tandem of sophisticated software suites for nonlinear constrained optimization, started by
André Tits
 Fortran: FFSQP. C: CFSQP.
 Formerly distributed by AEM design.
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GAMS ,
G@RCH ,
GAUSS ,
GAUSSX ,
GiveWin ,
Gempack ,
GeoDa ,
Genstat ,
GLIM ,
GLIMMIX ,
GQOPT ,
graphpad ,
Gnuplot ,
GSL ,
GRETL ,
 GAMS Distribution 23.3 [US],
[DE]
(2009)
 G@RCH 6.1 (2010)
 What's new in 6.1 (2010): cDCC model of Gian Piero Aielli (2009). Bug fixes.
 What's
new in G@RCH 6 (2009): module RE@LIZED: procedures for nonparametric estimation of the
quadratic variation, integrated volatility and jumps and associated tests using intraday data.
Button to generate Ox code for each important item of the packages.
 What's new in 5.1 (07/08).
Support for Mac OS and Linux. New long memory tests and new
MGARCH model: DECO (Dynamic EquiCOrrelation) model of Engle and Kelly (2007)
 What's new in 5 (10/07):
simulation capabilities, VaR forecasts can be stored, Lee and Mykland (2006) jump test, multivariate GARCH models are available including the scalar BEKK, diagonal BEKK, RiskMetrics, CCC, DCC, OGARCH and GOGARCH models,
Ox code can be generated.
 User friendly advanced interactive GARCH package in
the OxMetrics environment.
Estimation, simulation, forecasting and risk management
Available models are e.g. ARCH, GARCH, EGARCH, GJR, APARCH, IGARCH, FIGARCH, FIEGARCH, FIAPARCH and HYGARCH.
 G@RCH Console 6 (2010)
Free version for academic use, with compiled code for Ox allows replication of all
numerical functions for univariate procedures in G@RCH Professional.
What's new in 4.2: (08/06):
Realized volatility, realized bipower variation, continuous volatility, realized jumps, deseasonalize intraday returns,
insample and outofsample ValueatRisk forecasts.
 Examples using OxGauss provided to check against GAUSS programs without a GAUSS program.
 Several functions are made available in RMetrics, free for academic use with Ox and R.
 By Sébastien Laurent and JeanPhilippe Peters
 G@RCH Professional 5 is also part of OxMetrics Enterprise Edition
 GAUSS 11.0 (Aptech) [US]
(2011)
Free GAUSS code by Author
.
 GAUSSX 9.0 (Econontron) [CA]
`(2008)
 by Jon Breslaw.
 What's new in 9.0: Panel estimation, Extended Survival analysis (2008)
 What's new in 8.0: Nway analysis, Survival analysis, Whittle estimation, Count data, batch mode (2006)
 What's new in 7.0: # Partial Least Squares
# Response Surface Methodology,
# Murphy Topel two step estimation for all ML and/or NLS models,
# Global optimization ,
# Bayesian estimation of Poisson, SURE and MNP models,
# Bayesian convergence diagnostics,
# Cubic Interpolation,
# GAUSSPlot support.
 New in 6.0. Automatic differentiation.
 Census X12 Seasonal Adjustment

GiveWin 2.4
 GEMPACK 10 [AU]
(2008)
 For very large systems of nonlinear equations.
 From the Centre of Policy Studies, Monash University, Melbourne, Australia
 Genstat 12 [UK]
(2009)
 What's new in 12 (2009) quantile regression, confindence intervals,
 What's new in 11 (2008):
CochranArmitage trend test, multinomial regression models, fractional factorial design, Redundancy analysis,
Universal kriging for irregular grid data, New spreadsheet facilities.
 Multipurpose statistical package for Windows and Unix. Includes
Generalized linear models, Geostatistics and Survival analysis. Part of NAG until 2004.
 Distributed by VSN International since 2004, daughter of
and Rothamsted Research.
 GeoDa 0.9.5i [US] (2006)
 Free Exploratory spatial data analysis (ESDA) on lattice data (points and polygons) for Windows (and Mac).
 User friendly and graphical interface to SDA, spatial autocorrelations, spatial regressions.
 From the Spatial Analysis Lab, University of Illinois, formerly supervised by Luc Anselin.
 See CSISS Spatial Tools and AIGEOSTAT's (Arc/Info Geostatistics) Soft FAQ for descriptions and alternative programs.
 Discontinued package (2007). Generalized linear modeling. No longer distributed by NAG.
 GLIMMIX 3.0[NL] (2005)

 Distributed by Scienceplus.nl
 Mixture regression methods for simultaneous segmentation and estimation of regression models for Windows.
 By Michel Wedel
 Graphpad [US] (2007)
 Prism 5 specializing in curvefitting (nonlinear regression) and graphs (from experimental biology)
 Instat 3 with online interpretation of tests
 Gnuplot 4.5
(2011)
 What's new in 4.4/4.5
 What's new in 4.2: new input from binaries, new plot elements, new string handlers, new terminal drivers,
 What's new in version 4.0: Mouse and hotkey support in interactive terminals.
 Portable free commandline driven interactive datafile (text or binary) and function plotting utility for many platforms.
 Used by econometric software: Shazam, GnuDraw for Ox and GRETL.
 GNU Scientific Library (GSL) 1.11
(2008)
 Initiated by Mark Galassi, Brian Gough et al.
GNU free numerical library for C and C++ programmers.
 also for MS Windows VC++.
 Also part of standard Redhat linux and SUSE linux.
 Includes: Complex Numbers, Roots of Polynomials, Special Functions
Vectors and Matrices, Linear Algebra Eigensystems,
Fast Fourier Transforms, Quadrature, Random Numbers
Statistics, Monte Carlo Integration, Simulated Annealing, Interpolation
Numerical Differentiation, Chebyshev Approximation,RootFinding, Minimization
LeastSquares Fitting, IEEE FloatingPoint
 helpgsl archives
 buggsl archives
 Used in the Apophenia library.
 An R binding is available
 GRETL 1.9.7 (Gnu Regression, Econometric and Time Series Library)
(2012)
 What's new in 1.9: New duration models and count data models
(May 2010)
 What's new in 1.8: Many new options and bug fixes. Gretl TÃ¼rkÃ§e
(Jan 2009)
 What's new in 1.7: Heckit, various GUI and function fixes, improved time series functions, Version (11/07)
 What's new in 1.6.2: Various GUI and API fixes. Version (03/07)
 What's new in 1.6.1: ArellanoBond DPD, nonlinear GMM estimation, ordered logit/probit. Version (02/07)
 What's new in 1.6: EML for ARMA using Kalman filter, revamp panel data models, update QML, bug fixes, data import JMulti and PcGive format, missing observations in Tobit. Version (09/06)
 What's new in 1.5: VECM, SARIMA, ML, QML, Store data in R, Octave, and .csv format. Read data from Stata and Eviews format. Version (12/05).
 By Allin Cottrell and
Riccardo Lucchetti.
For any platform with ANSI C compiler. Freeware, open source. All basic estimators and tests. Binaries for Wintel.
 Versions in Español,
Português,
Italiano,
polska, Deutsch, Turkish.
 Based on code for ESL (formerly ECSLIB) for Ramanathan's Introductory Econometrics with applications textbook.
 GRETL datasets for Wooldridge (2002) textbook.
 Using gretl for Principles of Econometrics, 3rd edition (2008) ,
by Lee Adkins accompanying
Hill, Griffiths and Lim (2008).
 Online gretl interface via Hughes Bennett Education
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HLM 6.06 [US]
(2008)
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ICRFSPlus ,
ILOG ,
IDAMS ,
IMSL ,
INSTAT ,
ITSM

ICRFSPLUS 10.2 [US]
(2008)
 Interactive Claims reserving Forecasting System (insureware.com) [US]
 New in 10: Setting ub databases, COM automation, Model building wizard.
 Actuarial software for probabilistic loss reserving and premium rating with statistical modelling framework
 Triangle data (developments, accidents and payments, loss development arrays)
 ILOG [US]
 WinIDAMS 1.3 [US]
(2008)
 What's new in version 1.2 (2004) Improved user interface.
 Free Windows package from the UNESCO in
English, French and Spanish.
WinIDAMS is a general statistical package, it includes
treatment of missing data, a powerful recoding language,
geat flexibility for data management and
many advanced multivariate statical methods.
Interactive modules allow graphical exploration of data
(not unlike ViSta), Construction of Multidimensional Tables (Cube)
and Time Series Analysis.
 By JeanClaude Dauphin.

IMSL 7.0 F90 MP, FNL, CNL, JNL, JMS, PyIMSL: (Visual Numerics Rogue Wave Software') [US]
(2010)
 INSTAT+ 3.36 [UK] (2011)
 INSTAT, Interactive Statistics Package for PCs from the Statistical Services Centre, University of Reading. Instat+ for Windows.
Special features for climatic data. free version available
 ITSM 7 [US]
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J ,
JMP ,
JMulti ,
JStatCom
,
JWAVE
 J 602 (2007)
 Array based language with actuarial applications, based on former APL, invented by Kenneth Iverson.
 Roger W.W. Hui and Kenneth E. Iverson.
 Standard version free.
 Jmetrics
 Discontinued Jan 2001. Open source java GNU project by Marcus Cuda and Selva Demiralp
, (Former) owner of econometrics.org and jmetrics.com
 JMP 9 (SAS) [US] (2010)
 JmulTi 4.23
(2008)
 What's new in 4.2: works with Windows Vista and GRTE 8.0 (Jul 2007)
 Multivariate time series program of Markus Krätzig, started by Alexander Benkwitz.
 VAR, VECM, Structural VAR, Smooth Transition Regression (STR) models, Nonparametric Nonlinear AR, Java interface. Automatic order selections. Estimation. Diagnostics.
 The numerical procedures and graphs used by JMulTi are mainly programmed in GAUSS.
New procedures can either be done in GAUSS or Java.
 Citation: Lütkepohl and Krätzig (2004) Applied Time Series Econometrics textbook uses Jmulti.
 JMulti Discussion Forum
 JStatCom 2.5
(2008)
 JWAVE 3.5 (Rogue Wave Visual Numerics) [US] (2007)
 PVWAVE (9.0) Web Development Environment for networkbased visual data analysis applications
 What's new in 3.5 advanced graphics features,
support for Java Server Pages (JSP).
 Webbased open system software. Analysis and Visualization routines that run on the server.
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 KNITRO 5.2 (Ziena) (2007)
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 Latent Gold, see under (IBM) SPSS
 LIMDEP Version 10 [US] and NLOGIT 5 (2012)
 By William Greene
 What's new in 10 (2012) Interactions and Nonlinearities,
Partial effects,
Model Simulation and Oaxaca Decomposition,
Multiple Imputation,
New Models for count data,
Stochastic frontier models,
Fractional response model for panel data.
 What's new in 9.0 (May 2007) endogenous explanatory variables, ordered choice, propensity score methods, quantile regression, random effect extensions.
Limited dependent Panel data models. Multilevel models.
 What's new in 8.0: (May 2002) Count data models, stochastic frontier models, panel data models and time series.
 EA (Econometric Analysis) 5th edition,
EA (Econometric Analysis) LIMDEP v 2.0, free download version
 By William Greene
 Limdep tutorial (Feb 2004)
by
Chan (Min) Ahn (Arizona State University)
 Nlogit 5 Powerful Nested (Multinomial) Logit program for discrete choice analysis.
 LINDO 6.1 and LINGO 13.0 [US]
(2011)
 LISREL 8.8 [US] (2006)
 What's new in 8.8 (Jul 2006) i.a. Generalized linear models (GLIMs) for multilevel data: MAPGLIM. Factor analysis of ordinal variables.
 What's new in 8.7: i.a. GLIM link functions and error distributions.
 Karl Jöreskog's Structural Equation Modelling. Include
Structural Equation Modeling with incomplete data: Efficient Full Information Maximum Likelihood (FIML) for incomplete data that are missing at random.
multilevel analysis, twostage leastsquares estimation, principal
component analysis, exploratory factor analysis
 Distributor: Scientific Software International, Inc. (SSI) Also distributes HLM
 LiveMath Maker 3.5 [US] (2003)
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MacAnova ,
Maple ,
Mendeley ,
MARS ,
Mathcad ,
Mathematica,
MathPlayer ,
MathML ,
MathType ,
MATLAB ,
Matrixer ,
M@ximize ,
MetrixND ,
MHTS ,
Microfit ,
MiKTeX ,
Minitab ,
,
MINOS ,
MIXOR ,
MLE ,
MLwiN ,
Modeleasy ,
ModelQED ,
Modler ,
MOSEK ,
Mplus ,
Modula ,
MuPAD ,
Mx .
 MacAnova 5.03 [US] (2005)
 Macsyma 2.4/422 [US]
 Discontinued (Jan 2001). Former owner of macsyma.com. Product PDEase 2D still marketed.
 Maple 15 (Waterloo Maple) [CA] (2011)
 What's new in 15: parallelism, CUDA support
 What's new in 13 (2009): Flythrough animations.
 What's new in 12 (2008): Clickable Math.
 What's new in 11 (Jan 2007): Smart documents, Improved plotting with math notation, Improved computation engine, multithreaded computations, Connectivity with MATLAB
 What's new in 10 (2006):
Revamped User Interface. New Statistics Package, fitting linear and nonlinear models, regression analysis,
likelihood functions, maximum likelihood estimation, kernel density estimation, bootstrapping,
2D Math Editing, Symbol Palettes.
 Calling MATLAB from Maple
 What's new in 9.5 : Exact solutions new ODEs and PDEs, formatting, graphics, new tools and packages.
 Global Optimization Toolbox
 Database Integration Toolbox discontinued 2010
 What's new in 9: Matrix editor, Graphical Debugger, profiling subpackage, ODEs, Student subpackage Linear Algebra
 Supports MathML
 Includes 100 NAG matrix computation functions. New features for debugging and profiling.
 MARS [US] (2009)
 Multivariate Adaptive Recursive Splines for Windows
 Automated variable search, Automated interaction searches, Builtin model validation, Simplified Model deployment, Missing value handling
 By Salford Systems, based on algorithm by Jerome H. Friedman who also publishes free Fortran and SPlus codes for more recent predictive data mining techniques like MART (Multiple Additive Regression Trees) . See also CART.
 Free MARS code for R
 Mathcad 15 (PTC) [US]
(2011)
,
 What's new in Mathcad 15 Design of Experiment (DoE), Knovel Math,data import wizard and the Excel Addin with Excel 2007
Windows 7 support
 What's new in Mathcad 14 Global language support: English, German, French, Italian, Spanish, Japanese, Traditional and Simplified Chinese, Korean.
 What's new in Mathcad 13
 What's new in Mathcad 11: PDEs
 Increased numerical precision. Includes more financial/business and statistical functions, 2D and 3D plotting.
 Supports MathML
 PTC ( Nasdaq: PMTC) takes over MathSoft for 63 million dollar (2006)
 The Engineering and Education Products Division of MathSoft, Inc.,
authors of the Mathcad and StudyWorks product lines, became a standalone private company known
as MathSoft Engineering & Education, Inc., following the successful completion of a managementled buyout.
 MATCOM (Mathtools), taken over by Mathworks, i.e. MATLAB
 Mathematica 8 [US]
(2011)
 New in 8.0 freeform linguistic input, 500 additional functions and 7 application areas,
Import all your data using a wider array of import/export formats, the broad statistics and data visualization capabilities.
 New in 7.0 Statistical Models in Mathematica (Generalized linear models), visualisation, parallel computing, discrete calculus, historical and online weather data access 17,000 weather stations
 New in 6.0: i.a. Exploratory data analysis
''The most important advance in the 20year history of Mathematica''.
Dynamic Interactivity, Statistical analysis and Language for data integration, symbolic interface construction, automated theorem proving.
 Statistics functions in 6
 Other new Features in 6. Many graphics functions. MA filters, Exponential Smoothing
 New in 5.2: Vectorization, 64 bit computing.
 New in 5: Performance enhancements for numerical calculations. Sparse matrices. 64 bit platform support.
 New features 4.2 for optimization and statistics
 MathStatica 2.5 [AU]
(2011)
Computer algebra for Mathematical Statistics using Mathematica.
What's new in 2.5: Mathematica 8 compatible, Parallel Processing Engine, New live ebook version Rose and Smith (2011), Mathematical Statistics with Mathematica and
What's new in 2.0: Rebuilt for Mathematica 7 look and feel
What's new in 1.2: new distributions, new kernels, speed improvements.
What's new in 1.5: adds full support for Mathematica 5.
by Colin Rose and Murray D. Smith.
 Free algebraic integrator operated through the web
 Now also fit for numerical computations (10 times faster than version 3). Statistical computations speed increase in version 4.1.

Thomas Cool developed numerous econometric applications in
The Economics Pack [NL]
(2009).
 Hodrick Prescott filter notebook by Johannes Ludsteck (2005)
 Time Series notebook by Majid AlSadoon (2003)
 Expensive, but there is a Second hand market on the net
 Newsgroup: comp.softsys.math.mathematica
 MathML 3.0 [ORG] (2010)
 Extension to XML approved by the World Wide Web Consortium
 Math standard for Web documents (Feb. 2001), supported by 17 programs (free and commercial),
and MathPlayer for IE.
 Mathplayer 2.1b [US] (2007)
 MathType 6.5 and WebEq (Design Science) [US]
(2008)
 What is new in Mathtype 6.5, see also
Software Express article:
Equations Everywhere and Anywhere,
Enter equations in TeX/LaTeX directly in MSWord, toggle between TeX and MathType views, New translators for Maple, Mathematica, Wikipedia .
 Interactive tools for Windows and Macintosh for mathematical notation for word processing, web pages, and for TeX, LaTeX
and MathML documents. Extensions of ("MSOffice")Equation editor by same producer.
 Free download of TeXaide, basic windows equation/matrix editor
to generate Tex/LaTex. (no longer updated by Design Science (2008).
 MATLAB 7.13 [US] (2011)
Free MATLAB code by Author
 Matrixer [RU] 5.1beta (2004)
 New in 5.1: time series models and functions: ARFIMA/FIGARCH. More nonlinear methods. Alternative URL: matrixer.narod.ru. Free econometrics program with Russian Interface by Alexander Tsyplakov
 Download sharewareversion in English here.
 M@ximize 1.0 (2004)
 Allows running Gauss programs that use Gauss functions cml (constrained maximum likelihood), maxlik (maximum likelihood) , optmum (optimization), using
OxGauss, free for academic use.
 Mendeley 1.1 (2011)
 Free, experimental, but powerful academic software for personal fulltext .pdf research paper organisation,
annotation and sharing in the cloud.
 Windows, OS X and Linux.
 Upload/download and annotate documents, bibliographies and references from
all important online collections for econometrics articles and papers
 Compatible with
IDEAS Servicew for RePEc, JSTOR,
WileyInterscience,
Science Direct,
Ingenta,
Google Scholar,
SSRN.
 Warning: automatic documentation by uploading .pdf collections has low success rate.
 Online documentation
 Download
 MetrixND (itron) (2011)
 Taken over by Itron Inc.
 MetrixND, (Energy) Load Forecasting software, formerly from Regional Economic Research (RER, CA) [US]

 Microfit 5 [UK] (2009)
 What's new in 5: to 102 regressors and 5,000,000 observation data points
Enhanced graphic module allows numerous graph types and an unrestricted number of plots per screen .
Multivariate GARCH. Bootstrap results dynamic models.
 By Bahram and M. Hashem Pesaran. Includes DETS (Data Extractor for Time Series), by Brian Holley. Distributed by OUP.
 Seddighi, Lawler and Katos (2000) Econometrics textbook uses Microfit.
 Not to be confused with...
 MicroFit 1.0 [UK] (2001)
 MHTS 1.6 (2006)
 McLeodHipel Time Series PC Package, for MSW98, XP, NT, W2000, W XP. Runs in DOS Box.
 Free student demo version
 By A.I. McLeod
 MiKTeX 2.9 [DE]
(2010)
 By Christian Schenk.
 What's new in 2.9 Windows 8 version
 What's new in 2.8 Windows 7 version, Includes
TeXworks for MikTex
 What's new in 2.7 XeTeX version 0.997 (TeX typesetting engine using Unicode and supporting modern font technologies) has been integrated. Yap now detects changes to the DVI file and immediately shows the new version.
 What's new in 2.6 Windows Vista Compliant.
 What's new in 2.5 Bug fixes, MiKTeX update wizard, Yap previewer update for rotations,
 What's new in 2.4: Automatic package installation.
 MiKTeX is an open source uptodate
implementation of TeX and related programs for Windows (9x/NT/2000/XP/Vista) on x86 systems. Includes LaTeX, viewers, pdf
makers, lots of fonts, viewers and (installation programs for) other utilities: BibTex,
MakeIndex, texindex, pdftex, etc.
 Other useful software for LaTeX application:
 LaTeX Beamer Class 4 beta
(2008) for scientific slide presentations, by Till Tantau.
 LaTeX Prosper 4 beta
(2008)
is another LaTeX class for writing high quality slides, by
Frédéric Goualard and
Peter Møler Neergaard.
It aims at offering an environment for easily creating slides for
both presentations with an overhead projector and a video projector.
Slides prepared for a presentation with a computer and a video projector
may integrate animation effects, incremental display, and such.
 TeXnicCenter 1.0, free integrated documentation environment (IDE) in Windows for TeX
. Code maintained by Tino Weinkauf.
 Hyperref by Sebastian Rahtz
and Heiko Oberdiek. It extends the functionality of all the LATEX crossreferencing commands
(including the table of contents, bibliographies etc) to produce special commands which
a driver can turn into hypertext links; it also provides new commands to allow the user to write
ad hoc hypertext links, including those to external documents and URLs.
 Archive MikTex Mailing list on groups.yahoo.com
 AFPL Ghostscript 9.02, Ghostview, and GSView 4.9
[US]
(2011)
to view postscript (and pdf) documents (also as plugin for Microsoft Internet Explorer and Firefox).
 Cream 0.43
interface for Vim text editor. Features
 TeX4ht
by Eitan M. Gurari provides the latest programs
and links for translating LaTeX to html. Supports MathML.
 David Levine's guide to create .pdf files for Econometrica submissions
(2007)
 Converters from LaTeX to PC Textprocessors (MSWord) vice versa
by Wilfried Hennings,
like LaTeX2rtf, TeX2Word, TexPort, TeX4ht, tex2doc, ltx2word, latex2html, tth, ltoh, HEVEA,
rtf2latex2e, word2tex, Writer2LaTeX and many more.
 TexLips A MiKTeX GUI for NoteTab
(2008) by Anders Warne, with LaTeX links for nonEnglish texts.
 Minitab 16 [US] (2010),
[JP],
[KR].
 MINOS 5.5 [US] (1998)
 Optimization software from
SBSISOL Stanford Business Software Inc SOL (Stanford University Systems Optimization Lab) optimization software
 Solvers can be called from AMPL
 MIXOR/REG/NO/PREG [US] (2001)
 By Don Hedeker and Rob Gibbons.
 Free! For Windows, Powermac and Solaris. For Mixedeffects ordinal regression (MIXOR202), ARregression (MIXREG122), logit regression (MIXPREGNO12) and Poisson regression (MIXPREG12). Advanced likelihood based panel analysis, discrete choice data et al.
 ModelMaker 4 [US], (Modelkinetix) (2003)
 MLE++ 3.0 [CA] (2007)
 MLE library in C++ for cross section models, by Ian Cahill
 Compatible with the now Free MS Visual C++ 2005 Express Edition
 MLwiNn 2.24 (MLn for Windows) [UK] (2011)
 Modeleasy 5.4+ [US]
(2003),
 By Econometric Modeling & Computing Corporation
 What's new in 5.4
 Modern shell for former Bank of Italy macroeconometric programming language
 Developed in Speakeasy
 Data interchange with B34S
 ModelQED 1.0 (marketingQED) [UK] (2007)
 Windows program by John Dawson
 What's new in 1.0 (Jul 2007) : Marketing mix analysis.
 Dynamic regression models with automatic model selection with interface for Marketing mix analysis applications.
 Discontinued 2011
 Modler 11.1 [ US] (2008),
 What's new: SimSet model solution file editing facility
 Windows program by Charles Renfro.
 Statistical Information and Modelling System, Business Analysis and Planning, MODLER BLUE
 Timeseries database management, statistical analysis, product line forecasting, large engineering model simulations,
as well as advanced economic analysis.
 Mplus 6.11 [US] (2011)
 (Critical Mass) Modula3 5.3 [US] (2006)
 MOSEK 5 [DK] (2007)
 What's new in 5 (Jul 2007) * Support for MATLAB R2007A.
Support for Windows x64, Windows Vista , MAC OSX Intel, and Solaris Intel.
 What's new in 3: Mixed integer quadratic and quadratically constrained optimization problems.
 Advanced Optimization routines, also implemented for AMPL and MATLAB
 Free trial versions with unlimited capacity.

MuPAD 5.3 [DE], now
Symbolic Math Toolbox 5.. (2011)
 Mx 1.55 [US] (2004)
 What's new in 1.55 (2004)
 Free Matrix language and optimization software for Multivariate (Structural) Statistical analysis in Psychology.
Various Platforms.
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 NAG Mark 22 Numerical Libraries
(2009)
,
Genstat, MLP (ML estimation)) [UK]
 NCSS 2007 for Windows [US]
(2007)
 What is new in NCSS 2007: Mixed Models. Circular Data Analysis. Nondetects (censored) variables.
 Number Cruncher Statistical System. Comprehensive general purpose statistical package for scientific calculations. Cross section and (basic) time series models. Linear, univariate and multivariate, and nonlinear (Generalized linear models, survival analysis). Connected with PASS
 Nonlinear Least Squares Curve Fitter [US] (2009)
 Nonlinear Toolkit Version 4.52 [US]
(2004)
 Free software for (bootstrapped) nonlinearity tests (MS operating systems) by Richard Asley
 Numerical Recipes NR 3.01 [US]
(2007)
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Octave ,
OMatrix ,
Omegahat ,
OpenDX ,
Ox ,
OxEdit
OxGauss ,
OxMetrics
,
 Octave 3.4 [US]
(2011)
 OMatrix 6.5 (Harmonic Software) [US]
(2009)
 Omegahat [US]
(2005)
 Omega is a joint project with the goal of providing a variety of opensource software for statistical applications.
 Open source packages for R/SPlus for Statistical Computing
 Includes RPlugin for Firefox
 Open DX 4.2.0 (Data Explorer) by IBM [uS]
(2002)
 Free Data visualization software with intuitive graphical interface
 Ox 6.3
(2012)
 Free Ox code by Package Name
.
 By Jurgen Doornik
 What's new in Ox 6.2 and 6.3 (2012): xlsm can be read as xlsx . Several Fixes.
 What's new in Ox 6.1 (2010): Read and write support for Excel xlsx files. Read (113,114) and write (114) support for Stata 11 .dta files. PDF as new save format for graphics.
 What's new in Ox 6 (2009): Std.Error bands on normal QQplots.
 What's new in Ox 5.1 (2008): Multithreaded version (Ox Professional only) to use multiple cores/processors on a single computer.
 What's new in Ox 5 (2007): Multithreaded version (Ox Professional only) to use multiple cores/processors on a single computer.
 What's new in Ox 4 (2006): Flexible Object oriented programming: public and private function members and data members in class and struct, new Random Number Generator (RNG), new Fast Fourier Transform (FFT), functions for daily and intradaily data: dayofeaster, dayofmonth, timeofday
 Ox Console for Windows, Linux, Mac OS
 Download Ox Console
 Ox Console 5.10 for Windows Vista/XP/2000 (2008)
 32bit: ox5.100.i386.rpm for Linux
 64bit: ox5.100.x86_64.rpm for Linux
 Ox Console 5.10 for Mac OS X
 Ox Console 4.10 for Windows XP/2000/NT/9x (2006)
 32bit: ox4.101.i386.rpm for Linux
 64 and 32bit: ox4.101.x86_64.rpm for Linux
 Ox Console 3.4 for Windows 2000/NT/9x (2004)
 ox3.401.i386.rpm for Linux
 Ox Console 5.1 is a free version for academic research
 Ox Professional 6.0 is an OxMetrics program.
 Ox JAPI, Free Java Application Programming Interface,
Graphical platform independent interface for Ox, by based on JAPI. By Christine Choirat. Hosted by Charles Bos.
and Rafaello Seri.
 OxGauss to use Gauss programs in Ox.
 Ox introduction in Japanese by
Yasuhiro Omori.
 Free Ox packages:
A,
B,
C,
D,
F,
G,
I,
L,
M,
O,
P,
Q,
S,
T.

A (Ox)
 Arfima Pack 1.04 (2006)

Package for estimation, simulation and forecasting of AR(F)(I)MA processes, by
Jurgen Doornik
and Marius Ooms. Several estimation methods, including modified profile likelihood (a higher order asymptotic method reducing finite sample bias,
by David Cox and Nancy Reid).
Also with interactive pointandclick interface using OxPack for OxMetrics. Includes an updated version of the exact ML procedures for Gaussian Arfima by Fallaw Sowell

B (Ox)
 Bootstrap v 3 (2005), by James Davidson
implements bootstrap, double bootstrap and fast double bootstrap and Monte Carlo analysis of bootstrap tests. See oxusers message for
a summary.

C (Ox)
 CellTable (2008) to create tabular data in
spreadheetformat, Cambridge Econometrics Ox_functions_library [UK]

D (Ox)

DB1 class (2008) to store nonstandard variables, Cambridge Econometrics Ox_functions_library
 DCM 2.0
(2010)
 DCM 2.0 (Discrete Choice Models) is a package for estimating advanced discrete choice models
, console version free for academic use.
 By Matias Eklöf and Melvyn Weeks.
 Available models: Conditional and Multinomial Logit, Mixed Logit, Mixed Probit, Nested Logit, Multinomial Probit, Ordered (random coefficient) Probit, Ordered Mixed Probit. Static and Panel data.
 Download DCM 1.1
 DPD 1.24 (2006)
Ox 4 Package for estimating dynamic panel data models with modern estimators, in particular (GMM) estimators by Manuel Arellano and Stephen Bond, next to classical (static) estimators, c.f. Badi Baltagi's (1995) book.
Also available in PcGive in OxMetrics. This version only available in Ox. DPD 98 also available for GAUSS.

F (Ox)
 OxFFI
Foreign Function interface that allows Ox programs to easily call compiled code in dynamic libraries without the need to write and compile wrappers, e.g. from
GNU Scientific Library (GSL). By
John R. Zedlewski. Tested on 32bit x86 Linux.
 Financial Numerical Recipes for Ox 1.01 (2006),
Based on code by Bernt Arne Ødegaard

G (Ox)
 G@RCH package by Sebastien Laurent
and JeanPhilippe Peters. Free console version without source code available. See also G@RCH Professional.
 GnuDraw (2007). for creating GnuPlot graphics. By Charles Bos.

I (Ox)
 IVQR (2006), Instrumental Variable Quantile Regression (IVQR) by Christian Hansen (with Victor Chernozhukov). For measuring Quantile Treatment Effects (QTE) and Structural Quantile Effects (SQE).

L (Ox)
 LaPack for Ox (2006), based on the Linear Algebra Package, LAPack
 Loes package for Ox, (2006) based on the Netlib package for local smoothing of multivariate scattered data

M (Ox)
 MaxSA , for maximisation by
Simulated Annealing (2007), by Charles Bos, based on
code by
Bill Goffe.
JoE 1994.
 Ox MPI
(2007),
Download Ox MPI 1.0
for Message Passing Interface (MPI) to run simulations on multiple processors.
 MULCOM Package for Ox (Multiple Comparisons) 2.0 ( 2010)
, by Peter Hansen and Asger Lunde.
Testing procedures.
MULCOM combines SPA (Superior Predictive Ability) and MCS (Multiple Confidence Sets),
Hansen, Lunde and Nason (2003).
 Multivariate Common Converging Trendcycle Decomposition
by Rob Luginbuhl and Siem Jan Koopman

O (Ox)
 Oxdoc
(2005)
by Yori Zwols. Tool for generating API documentation in HTML format from comments in Ox source code, inspired by Sun Microsystems' Javadoc

P (Ox)
 PcNaive (2007) is an Ox Professional package for designing Monte Carlo experiments of dynamic econometric models.

Q (Ox)
 Free Quantile regression for Ox (1999), by Roger Koenker

S (Ox)
 SPA (Superior Predictive Ability test) software (JAE 2005), by Peter Hansen,
Jungho Kim and Asger Lunde. This tests forecasting ability against LGARCH(P,Q)
IGARCH(p,q)
TSGARCH(p,q)
AGARCH(p,q)
NAGARCH(p,q)
VGARCH(p,q)
THRGARCH(p,q)
GJRGARCH(p,q)
LOGGARCH(p,q)
EGARCH(p,q)
NGARCH(p,q)
APARCH(p,q)
GQARCH(p,q)
HGARCH(p,q)
AUGGARCH(p,q), p,q=1,2.
Manual in .html. Latest version part of
MULCOM Package .
 SsfPack 3.
Article on SsfPack 2.2 in The Econometrics Journal (1999).
For efficient and uptodate State Space modelling,
by Siem Jan Koopman,
Neil Shephard and
Jurgen Doornik.
 ST@T Package 2.01 (2006) by Sébastien Laurent and Pierre Ravez for Ox 4. Interactive package for Statistics 101: Descriptive statistics, hypothesis tests on sets of proportions, means and variances. ANOVA
 STR Pack 2.0 (2001) by Ivar Pettersen for Smooth transition autoregressive modelling, based on cod by Timo Teräsvirta.
 SVPack 2.1(1999) for Stochastic Volatility modelling, by Neil Shephard.
Biometrika,JoE, JRSS B, ReStud

T (Ox)
 Time Series Modelling (TSM) 4.26) (2008)
by James Davidson. Free demo version.
See Time Series Modelling.
 OxEdit 5.1 [UK]
(2008)
 New in 5.1: versions for Mac OS X and Linux.
 Version 5.1 can be used freely. Powerful uptodate program editor, search engine, with an interface for Ox,
MiKTeX, HTML, C, Java, or your own favorite language.
 OxGauss 5.0 , part of Ox.
(2008)
 Download Ox Console and OxGauss
 GAUSS compiler, free console version for academic use from the OxMetrics family
 What is OxGauss?
 M@ximize 1.0 for OxGauss
 By Sébastien Laurent and JeanPierre Urbain.
 Allows running GAUSS programs that use Gauss functions cml (constrained maximum likelihood), maxlik (maximum likelihood) , optmum (optimization), including
(p)graphs using OxGauss,
free for academic use.
Tested on free Gauss programs by James Hamilton, Bruce Hansen,
Luc Bauwens, Kenneth Train, Paul Ruud,
Rolf Tschernig,
ChangJin Kim and many more.
 Download M@ximize
 Part of Ox since version 3.3.
 Ox professional version can be applied in OxMetrics
 Running Gauss programs in Ox, by Philip A. Viton (October 2003)
 OxMetrics 6.2
(2011)
 OxMetrics is the interface and programming environment for OxMetrics.net programs
 Replaced GiveWin since 2006.
 What's new in OxMetrics 6.2 (2011): Chrome/Safari/Opera browser comptible help. .pdf graphs
 What's new in OxMetrics 6.1 (2010): Output handling is faster under Linux, and very much faster under OS X.
 What's new in OxMetrics 6 (2009): Output handling is faster under Linux, and very much faster under OS X.
 What's new in OxMetrics 5.1 (07/08): Support for Mac OS X and Linux.

What's new in OxMetrics 5 (10/07): Ability to generate Ox Code for some modules.
Support for Microsoft Excel 2007 files.
Improved support for Windows Vista.
What's new in OxMetrics 4: Better support for Windows XP, Support for most languages OxMetrics is fully Unicode, Support for other platforms: intial release is Windows only but Linux will be the next target,
Unlimited Undo/Redo for databases and graphs, Modular Structure, Support for daily data.
 OxMetrics Enterprise Edition
is a single product that includes and integrates Ox Professional,
PcGive,
G@RCH, and STAMP.
 The OxMetrics.net family includes
Ox, PcGive, STAMP, G@RCH and TSP
OxGauss.
 OxMetrics Newsletters online
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 Pajek 3.03 [SI]
(2012)
 PASS 11 [US]
(2011)
 What's new in 2011:Analysis of Covariance (ANCOVA)
GroupSequential Tests using Simulation,
Sensitivity and Specificity Tests for One Group,
Control Charts for Process Means and Variation.
 What's new in 2008: Mixed Models
Logrank (Survival) Tests
Logrank NonInferiority Tests
Randomization Lists
Kappa Test, New
Confidence Intervals
Microarray TTests
Trend Tests
Normality Tests
Design of Experiments.
 Inexpensive standalone program for Power Analysis and Simple Size. Design of Experiments. Made by producers of NCSS.
 PASW
(2009)
 PcFiml
 PcGets
 PcGive (Professional) 13.3
(2012)
 By David Hendry and Jurgen Doornik
 What's new in PcGive 13.1/2/3 (2010/2011/2012).
 What's new in PcGive 13 (2009): Regime Switching Models, More Diagnostics test, Robust Standard errors, Many new Autometrics options.
 What's new in PcGive 12.1:(2008): ability use PcGive and Autometrics in Monte Carlo studies, Support for Mac OS X and Linux via OxMetrics 6.1.
 >What's new in PcGive 12: (2007):
Autometrics for SingleEquation Dynamic Modelling. Automatic selection of variables, outliers and breaks.
New in PcGive 11: New Interface: OxMetrics 4, support for most international languages, daily data,
 PcGive is also part of OxMetrics Enterprise Edition
 New in 10.4: Improvements Cointegration, Panel Data, NLS, Forecasting, HCSE, GMM, Garch, Help in Mozilla,
 PcGive is an OxMetrics program by Jurgen Doornik and David F. Hendry
 What's new in PcGive 10: Limited dependent variables, Panel Data, Garch package, Arfima modelling
 Japanese PcGive 11 book by Jurgen Doornik, David Hendry and Ichikawa Hiroya
 PcGive tutorial auf Deutsch von Bernhard Brümmer.

PcNaive
 Python 3.2.2 (2011)
 What's new in Python 3...
 Free Open Source Dynamic objectoriented programming language that can be used for many kinds of software development. It offers strong support for integration with other languages and tools, comes with extensive standard libraries.
 For Windows, Linux/Unix, Mac OS X.
 See i.a. SciPy for scientific computing in Python.
 Link with IBM SPSS.
 Roseline Bilina and Steve Lawford (2009)
Python for Unified Research in Econometrics and Statistics
R
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(toc software)
R ,
RATS ,
REGX ,
ReSampling Stats ,
Rlab ,
Rlab+ ,
 R 2.15 (Roasted Marshmallows) [US]
((2012))
, [AT]
, [BR]
, [CH]
, [HU]
, [UK]
, [ZA]
Free R code by Package Name
Freeware version of S (GNU S) for Unix/Linux. Also binaries for Windows 95/98/ME/NT4/2000/XP/Vista/7 32/64 .
 What's new in 2.15 (2012)
 What's new in 2.13 (2011) new features and bug fixes
 What's new in 2.11 (2010) A port to 64bit Windows is now available
 What's new in 2.10 (2010) Update search, help and news engines
 What's new in 2.9 (2009) Maintenance release .
 What's new in 2.8 (2008) improved functions with new arguments, support for support for using ICU (International Components for Unicode) for collation.
 What's new in 2.7 (2008) The default graphics device in noninteractive use is now
pdf() rather than postscript(). grep(), strsplit() and friends with fixed=TRUE or perl=TRUE
work in UTF8. New and updated functions.
 Rinfinance.com Conference Applied Finance with R, April 24/25 2009, Chicago.
 CRAN Taskview for Computational Econometrics (2012) .
, by Achim Zeileis.
Uptodate overview of all (base and contributed) packages on The Comprehensive R Archive Network (CRAN) relevant for econometrics.
 What's new in 2.6 the handling of data with a large number of identical strings should be more memoryefficient
 What's new in 2.5 Character strings which are Latin1 or UTF8 print appropriately
 What's new in 2.4 prediction variances intervals linear model. High precision contour plots.
 What's new in 2.3.1 More efficient/compatible procedures and bug fixes
 What's new in 2.2 conditional density plots and spine plots or spinograms. Traditional Chinese translation, and a much more
extensive Russian translation.
 What's new in 1.7 name space outside base class
 What's new in 1.6 browsing environment. choleski decomposition using lapack. Perl 5 is required for installation.
 What's new in 1.5 Updated ARIMA models and Structural Time Series Modelling functions with options
for missing values, by Brian Ripley using examples from Durbin and Koopman (2001).
 Public domain (GNU) software from rproject.org
 R news: Newsletter of R Project. 3 issues per year.
 R tutorial for Applied Econometrics, U Illinois (2005)
 Online RProject interface via Hughes Bennett Education
 R Wiki
Documentation about R contributed by the R community. Includes:
Getting started
Large guides or smaller tips
Links or books about R
R graph gallery
R packages pages
Users and misc sections
Developers section
Online R documentation (Wiki version of the R online help)
 COMPUTATIONAL STATISTICS & DATA ANALYSIS
Special Issue on STATISTICAL ALGORITHMS AND SOFTWARE IN R , Deadline for submission: January 30, 2012

Some Free R packages for econometrics and time series analysis:
A 
B 
D 
F 
G 
M 
M 
N 
P 
Q 
R 
S 
T 
W
See also CRAN Taskview for Computational Econometrics
 A: (R)
 ASSIST (2002) ASSIST, By Yuedong Wang
and Chunlei Ke.
ssr for nonparametric regression models for independent and correlated Gaussian data, and for independent binomial, Poisson and Gamma data;
slm for semiparametric linear mixedeffects ;
nnr for nonparametric nonlinear regression ;
snr for semiparametric nonlinear regression ;
snm for semiparametric nonlinear mixedeffects models. Extensions of polynomial splines, periodic splines, spherical splines, thinplate splines, lsplines, generalized additive models, smoothing spline ANOVA models, projection pursuit models, multiple index models, varying coefficient models, functional linear models, and selfmodeling nonlinear regression models.
 ast (2002) Ã¨ una libreria di funzioni per R che ho preparato per il corso di Analisi delle Serie Temporali. By Guido Masarotto.
 B: (R)
 bugs.R and R2WinBUGS (2008)
, Interfaces for BUGS by Andrew Gelman, who regularly updated an interesting blog on Statistics, Causal Inference, and Social Science
 Bayesian Core, Example R functions (2007) for JeanMichel Marin and Christian Robert (2007) textbooks for
 D: (R)
 DSE (Dynamic Systems Estimation) (2006) for multivariate statespace and ARMA modeling by Paul Gilbert.
 F: (R)
 Flexmix (2007) for finite Mixture models by Friedrich Leisch finite mixtures of regression models using the EM algorithm.

forecast 2.0 (2009)
package by Rob Hyndman.
forecast methods and graphical tools,
including data from Makridakis, Wheelwright and Hyndman (1998) and all data
from M forecast competitions.
 Fractional Brownian motion (2003), C code suited for R by Ton Dieker.
Simulation using Exact methods by Hosking and Davis and Harte (circulant). Approximate circulant method and Paxson method.
 G: (R)
 GEAR (2006) Econometric Analysis in R. Under construction by Christine Choirat. Wiki.
 GeoR (2009) and
GeoRglm (2009) for (generalised) spatial models, by Paulo Ribeiro, Peter Diggle and Ole F. Christensen.
 L: (R)
 lmtest 0.9 (2009) (Diagnostic) tests for linear model, by Achim Zeileis.
 M: (R)
 mda 0.3 (2009) MDA (mixture and flexible discriminant ananlysis) package, provided=s free version of MARS routines. SOrigininal by Trevor Hastie and Robert Tibshirani.
 mFilter 0.1 (2007)
by Mehmet Balcilar.ChristianoFitzgerald, BaxterKing, HodrickPrescott, Butterworth, and trigonometric regression filters.
 micEcon 0.5 (2009) Microeconomic demand systems and efficiency analysis, R interface for FRONTIER, by Arne Henningsen.
 MNP 2.5 (2008). Bayesian Multionmial probit, by Kosuke Imai.
 MSBVAR 0.4 (2009). By Patrick Brandt. Provides methods for estimating frequentist and Bayesian Vector Autoregression (VAR) models. No Markov Switching yet.
 N: (R)
 np 0.3 (2009)
Nonparametric kernel smoothing methods for mixed datatypes by Tristen Hayfield and Jeff Racine.
Kernel methods to handle mix of continuous, unordered, and ordered factor datatypes
 P: (R)
 pear 1.0 (2008) Periodic Autoregression package by Ian McLeod
 pls 2.0 (2007)
for Partial Least Squares (PLS) (SIMPLS), Principal Components by Ron Wehrens
and BjÃ¸rnHelge Mevik.
See article in JSS (2007)
 Q: (R)
 quantreg 4.38 (2009) Quantile regression for R, by Roger Koenker and Brian Ripley, see also crq for censored models.
 R: (R)
 RMetrics (2011)
Free package for teaching Financial Engineering and Computational Finance to physics students. 1300 functions.
By Diethelm Würtz [CH] and contributors. Many statistical and financial functions for teaching.
Includes fBasics (for data management, like economagicImport() for Economagic data and
yahooImport() for Yahoo Finance data. rSeries (ARMA, GARCH, GLIM, MARS),
fExtremes (GEVdistributions, Extremal Index estimation).
Old versions at CRAN (2007). New versions no longer maitained at CRAN (Sep 2008)
 S: (R)
 SparseM 0.8 (2009) Sparse Matrix package by Roger Koenker and Pin Ng.
 svmpath 0.9 (Support Vector Machine) (2006) by Trevor Hastie R and S software: , LARS: Least Angle Regression software,
also for Lasso and stagewisepath model selection
Smart Prediction. Textbook by Hastie, Tibshirani and Freedman (2003): The Elements of Statistical Learning
Data Mining, Inference, and Prediction (2003).
 spdep 0.4, spatial dependence (2009):
weighting schemes, statistics and models, and spatial econometrics, by Roger Bivand,
Functions for spatial weights matrix objects, spatial simultaneous autoregressive (SAR) lag and error models, CAR spatial regression models, Moran eigenvector spatial filtering, generalized spatial 2SLS models.
 T: (R)
 tseries 0.1 (2009) Time Series (econometric nonlinear, GARCH/ARMA/STAR ADF/KPSS etc., portfolio optimization) package by Adrian Trapletti
 W: (R)
 waveslim (2007) Uptodate wavelet package by Brandon Whitcher
 R mailing list archives
Introductions and textbooks using R:
 Online R course by John Fox Uptodate (2006).
 Introductory Statistics for R (2002) by Dalgaard.
 Data Analysis and Graphics using R  An Introduction (2001) by John Maindonald [AU],
Scripts of book: Data Analysis and Graphics Using R: An ExampleBased Approach (2010) Cambridge University Press
 Practical time Series by Janacek (2000) with Time Series code.
 Using R to teach econometrics (2002)
by Jeff Racine and
Rob Hyndman, Journal of Applied Econometrics.
 Modern Applied Statistics 4th by Venables and Ripley has Online complements for R.
 Statistical Analysis of Financial data (2004) book by R. Carmona
has SPLUS software library 'safd' for time series analysis
(ARMA, GARCH, state space, regression, splines, copulas, projection pursuit, extreme value estimation)
 GAMLSS package. Generalized Additive Models for Location, Scale and Shape. By Bob Rigby and Mikis Stasinopoulos.
 Tutorials in
Spanish español (Notas Sobre R)
and en Français (R pour les débutants), Italiano: (Il linguaggio R)
 Sweave 2.7.1 for mixing R and LaTeX to produce easily Reproducible Research (RR) by Friedrich Leisch
(May 2000)
 RATS 8.1 (Estima) [US]
(2011)
 By Thomas Doan
 What's new in RATS 8.1 (9/11):instrumental variables estimation with fixed or random effects,
clustered standard errors for fixed or random effects estimators, more panel data estimators
 What's new in RATS 8 (12/10):improved manuals, interface, data management, new tests and procedures
 What's new in RATS 7.3 (03/10): support for Excel 2007 xlsx sheets, Stata data
and EViews workbooks. New DLM features.
 What's new in RATS 7.2 (03/09): Speed boosts.
 What's new in RATS 7.1 (07/08):
Box Plots, improved DSGE modeling, Improved SQL support
 What's new in RATS 7 (10/07): New and improved Wizards: pointandclick interfaces.
DSGE instruction: DSGE (for Dynamic Stochastic General Equilibrium models) analyzes linear and nonlinear models with expectational terms.
Simplified Syntax. More GMM/IV Support (SUR in particular).
 What's new in RATS 6.2. Free update. Multivariate GARCH models.
 RATS developed by Tom Doan and coworkers.
 Vector Autoregression packages in RATS:
 Johansen's data and CATS programs
 Archives RATS mailing list
 Free LGARCH, EGARCH, IGARCH, GARCH procedures, Version 6, by Norman Morin (update Nov. 1999)
 RATS databases can also be read by the GNU package GRETL
 Commercial RATS courses by East Asia Training and Consultancy
(2010)
 REGX [UK]
(1996)
 Free interactive econometric package written by Stephen Hall which offers a wide range of econometric techniques including cointegration analysis, spectral analysis, dynamic modelling, Kalman Filtering and GARCHM estimation
 Rlab 2.1.05
(2001)
 Free interpreted Clike matrix language for Unix and Windows by Ian Searle. Followed up
by RlaB2.
 Rlab+ 1.0 (RLaB2)
(2005)
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S+ ,
SAS ,
SCA ,
Scilab ,
SciPy ,
SciViews ,
Sciword ,
SCP ,
Shazam ,
Sigmaplot ,
SIMSTAT ,
SOLAS ,
SOL ,
Soritec ,
SpaceStat ,
SQlite ,
SPAD
,
Speakeasy ,
IBM SPSS ,
SsfPack ,
STAMP ,
Stata ,
StatCrunch ,
Statgraphics,
Statistica ,
Stat/Transfer ,
StatsDirect ,
STL ,
Statview ,
SUDAAN ,
SVAR
,
SYSTAT
,
 Spotfire S+ 8.2 [US] (TIBCO)
(2009)
[JP],
(NASDAQ: TIBX, )
 What's new in Spotfire S+ 8.2: Windows 64 bit, Windows 7, Enhanced R Compatibility
 What's new in Spotfire S+ 8.1:
the first SPLUSÂ® language product release from TIBCO. Compatibility enhancements with the opensource R.
 TIBCO acquires Insightful (2008)
 What's new in SPLUS 8: Debugger, Profiler, new package system. Convert R packages to SPLUS.
 What's new in SPLUS 7: Professional Developer and Enterprise Developer verions.
Generalized Linear Mixed Models (GLMM) and Generalized Estimating Equations (GEE).
New SPLUS Graphlets.
 Snews mailing list with Archives
 B
 Bootstrapping and Resampling with SPlus free code by Angelo Canty to accompany Davison and Hinkley (1997)
 splusbook.com S+Book.com, SPLUS for Windows introduction book by Longhow Lam, free download of .pdf.
 F
 TIBCO S+ FinMetrics 3.0[DE]
(2007) Gras GmbH
What's new in S+FinMetrics 3 : State Space methods for credit risk, High Frequency data analysis, DCC GARCH models.
Econometric analysis tool offering a modern and flexible platform for financial data analysis.
S+FinMetrics Features
State Space Modeling, Long Memory, Extreme Values, VAR, VECM, GARCH, Technical Analysis, Factor Models, Momentum
Includes Modeling Financial Times Series With SPLUS by Eric Zivot, Jiahui Wang, Victor Yohai and Siem Jan Koopman.

 M
 Multiple imputation
(1999)
by Josef L. Schafer and new robust statistics (i.a. forecasting)
 N
 NLME 3.3.1 for S and SPLUS
(2001)
Free Function library for nonlinear mixedeffects models with Accompanying book by José Pinheiro and Douglas Bates.
 P
 POP portfolio optimizer 1.0
(2005)
for SPLUS and R by Burns Statistics.
Flexible and easy to use, especially for longshort portfolios.
 Q
 Quantile regression for S, free by Roger Koenker. New versions in R.
 S
 SM
(1997)
Adrian Bowmans's software for S_PLUS. Book: Applied smoothing techniques for Data Analysis.
 StatMod
(2004), Statistical Modelling library (free), by Gordon K Smyth. Focus on generalized linear models.
Recent versions in R.
 Formerly: www.statsci.com
 SAS Enterprise Miner 5.3
(2007)
 What's new in 5.3: Gradient Boosting, Support Vector Machines, and Partial Least Squares.
 Online Documentation
 Data mining in five steps â€” sampling, exploration, modification, modeling and assessment.
 Predictive and descriptive modeling tools and algorithms:decision trees, neural networks, autoneural networks, memorybased reasoning, linear and logistic regression, clustering, associations, time series.
 Comparing results of different modeling techniques in business terms and statistical diagnostics (encompassing)
 Supports data mining models in the
Predictive Modeling Markup Language (PMML).
 SAS/ETS 9.1 [US]
(2007)
 SASÂ® Forecast Server
(2007)
 For large scale automatic econometric and time series forecasting. Automatic model selection, events, lags, regressors, holiday effects.
Project setup wizard. Topdown, middleout and bottomup forecast reconciliation. Code generation for batch processing. Automatic outlier detection and
forecast adjustment. Support for Data Mining Group's
Predictive Modeling Markup Language for Time Series Models (PMML).
 SAS/STAT 9.2 [US]
(2008)
 SAS TS722: Marketing Research Methods in SAS (2004)
 Experimental Design, Choice, Conjoint, and Graphical Techniques in SAS 8.2, 9.0, and 9.1. By Warren F. Kuhfeld.
 3rd party Econometric SAS code
 Scientific Computing Associates (SCA) Statistical System 8.1 [US]
(2010)
 Scilab 5.3.3 [FR]

(2011)
 What's new in 5.2?: Tool for external modules
 What's new in 5: New graphics, event handling functions, 53 bit precision under linux, FFT, quadratic programming, genetic algorithms, simulated annealing,
JVM module, localization (translation) of menus and messages, history manager
 What's new in 4.1: Version fo HPUX. Workaround gfortran bug.
 What's new in 4.0: Stepbystep introduction PASAPAS by JacquesDeric Rouault. New graphics
to mimic MATLAB equivalents. MATLAB to Scilab converter. Linux 64 bit version.
 Free Numericallybased programming environment for Linux, Solaris, HPUX and Windows.
 What's new in 3.1: Read Excel files.
Debugging tool in Scipad editor
 What's new in 2.7: Updated Graphs, online help, Lapack,
 Serious Freeware with MATLAB (computing, graphics, engineering) compatibility
 By INRIA, French national institute for research in computer science and control.
 Grocer 1.5
(2011)

 Scilab page, by Gilberto Urroz.
 SciPy 0.7.0 Scientific Python tools and NumPy 1.3 [US]
(2009)
 SciViews [ORG] 3 Alpha
(2008)
 Scientific Workplace 5.5, Scientific Word 5.5, Scientific Notebook, MathTalk
(2005)
 What's new in 5.5 (2005).
Supports pdfTeX, pdf LaTeX.
Exports as .rtf (to MS Word...) and MathML. LaTeX Beamer support (2006).
 From MacKichan Software, inc. (MSI) With online store.
Scientific Notebook includes LaTex editor/viewer and MuPAD 3.1 interface.
 SCP 4.0 [US]
(2007)
 SHAZAM 10.2.
(2007)
 SigmaPlot 11.0 [US]
(2010)
 SIMSTAT for Windows 2.5 [CA]
(2005)
 What's new in 2.5, includes former Easy Factor Analysis, EFA
 Distributed by Provalis Research
 Userfriendly, powerful, inexpensive statistics program. English, French, Spanish, Dutch.
 Addin: MultiVariate Statistical Package, MVSP
 Related: ORIANA directional data.
 SOL software SBSI [US]
(2006)
 Stanford Business Software Suite of packages for solving linear, quadratic, and nonlinear programs.
 Includes MINOS, SPOPT, GQOPT, NPSOL, LSSOL,
 By Walter Murray and Michael Saunders (Stanford), Philip Gill (UCSD).
 SOLAS 4.0 [IE]
(2006)
 Soritec for Windows 1.0 (Full Information Software) [US]
(2002)
 Not updated after W95/NT. (04/02)
 Owners of econometrics.net.
 SpaceStat 1.91 [US] (for spatial data)
(1995)
 Distributor Biomedware, formerly by Teraseer in Environmental Insight™ software.
 For spatial econometrics. Developed by Luc Anselin.
 Succeeded by GeoDa
 SQLite 3.6.3
(2008)
 SPAD 7 [FR] ,
(2008)
 formerly by decisia.com.
 SPAD ICT (Interactive Clustering Tree)
Typologies et segmentations par arbres de dÃ©cision
 SPAD DQM (Data Quality Management)
Gestion de la qualitÃ© des donnÃ©es
Data Discovery, Standardisation, DÃ©duplication et DÃ©doublonnage
 SPAD Data Analysis la rÃ©fÃ©rence franÃ§aise en statistique, analyse de donnÃ©es, data mining et text mining.
 SPAD IntÃ©gral, Data Mining and Text mining.
 SPAD Scoring: Scoring, Régressions simples et multiples, Analyses de la variance et de la covariance, Analyses discriminantes, Discriminantes neuronales (Perceptron multicouche), Modèle linéaire général, Modèle Loglinéaire.
 SPAD Profiling:
 SPAD Data Mining: Discriminante et régression par arbres de décision, Arbres de décision interactifs (graphiques), Méthodes CHAID (Chisquare Automatic Interaction Detectors Classification), CART et C4.5,
Procédures de validation, Génération des règles au format SQL, Analyse factorielle multiple, Analyse conjointe de tableaux multiples (STATIS)
 Partenariat avec
Isoft (2005), Extract Transform and Load (ETL) software,
 Speakeasy iota [US]
(2007)
 IBM SPSS Statistics 20
(2011)
SPSS taken over by IBM,
(NASDAQ: IBM)
 WHat's new in IBM SPSS Statistics 20
 Download 14 day trial version IBM SPSS Statistics
 What is new in IBM SPSS (formerly PASW Predictive Analytics SoftWare) 20: Bootstrapping,
Direct Marketing,
Statistics Developer.
 >What's new in 17: Improved Research and Reporting, easier programming of interfaces.
 What's new in 15: Improved Graphics and Output, Data and access management, ordinal regression (PLUM), Programmability Extension (Python).
 What's new in 14: Multiple Datasets, SPSS Programming Extension, Read/write Stata files,
 What's new in 13:
SPSS Classification Trees 13.
AIC and BIC for SPSS Regression Models 13.
Improved graphics, output and data management.
 IBM SPSS Forecasting (formerly PASW Forecasting) (SPSS Trends), ARIMA, AREG, EXSMOOTH, SEASON, SPECTRA, Automatic ARIMA model selection.
 Free SPSS tools, spsstools.net: extensive well maintained site by Raynald Levesque
 (Busy unmoderated) Newsgroup: comp.softsys.stat.spss
 Latent GOLD 4.5 (StatisticalInnovations.com)
 By Jeroen Vermunt and Jay Madgison
 Latent class (LC) and finite mixture program for SPSS PASW. Separate modules estimating different 3 model structures.
 LC Cluster models,
 DFactor models
 LC Regression models  which are useful in somewhat different application areas
 LC Segments using CHAID addin
 Segmentation approaches for multiple categorical variables, SICHAID
 IBM SPSS Modeler (formerly PASW Modeler, SPSS Clementine)
(2009)
 Data mining product SPSS for Predictive Analytics.
 What is new in 12.0: Automated modelling, Support Vector Machines, Visualisation, Reporting, Scaling
 What is new in 10.0: anomaly detection algorithm (outliers),
feature selection algorithm (variable selection), preparing timeseries data, parallel processing on multiple CPUs, Linux OS version, Excel data import/export.
 Integrated with IBM DB2 Data WareHouse Edition Data Mining.
 supports data mining models in the
Predictive Modeling Markup Language (PMML).
 SsfPack (Extended) 3.0
 STAMP 8.3 [US]
,
(2010)
 User friendly Structural Time Series Analyser, Modeller and Predictor for unobserved component (UC) models and structural time series models (STSM).
 What's new in STAMP 8.3 (2010) OxBatch code generated with simple keycombination.
 What's new in STAMP 8.1 (2008) forecasting unobserved components.
 What's new in STAMP 8 (2007): Multivariate capabilities with extensions:
select components by equation, select regressors and interventions by equation,
separate dependence structures for each component, wide choice of variance matrices,
higher order multivariate components, missing observations allowed,
exact likelihood computation, automatic outlier and break detection. Interacts with OxMetrics 5.
 What's new in version 7 (2006): new timevarying regression parameter models, missing observations, higher order cycles and trends, weight functions and spectral analysis of model based decompositions and forecasts.
 STAMP 8 is also part of OxMetrics Enterprise Edition
 Version 6 for Windows 95/98/NT/2000/XP interacts with GiveWin.
 By Siem Jan Koopman, Andrew Harvey, Jurgen Doornik and Neil Shephard
 Stata 12.0 [US]
(2011)
 By William Gould (general) and David Drukker (econometrics)
 What's new in Stata 12 (Jul 2011):
o Unobserved components model (UCM),
ARFIMA;
Multivariate GARCH (CCC, DCC, and VCC models; Multivariate t);
Parametric spectral density estimation after ARIMA, ARFIMA, and UCM;
Business calendars;
Timeseries filters
(BaxterKing, Butterworth, ChristianoFitzgerald, and HodrickPrescott);
Structural equation modeling (SEM);
Multilevel mixedeffects models for complex survey data;
Contour plots;
Contrasts and Pairwise comparisons;
Excel import/export;
Margins plots;
ROC analysis that controls for covariates;
Automatic memory management (No more set memory!).
 What's new in Stata 11 (Jun 2009):
Factor (categorical) variables, Marginal means, predictive margins, average marginal effects.
Competingrisks regression. Unitroot tests for panel data. Statespace models. Dynamicfactor models.
Multivariate GARCH. Multiple imputation. New Data Editor. Graphs support multiple fonts and symbols.
 What's new in Stata 10 (Jun 2007). Improved graphics. GMM and Instrumental variables. Nonlinear Multilevel mixed models. Updated discrete choice models.
 Stata/MP
Stata MultiProcessor for dual core machines, fast version of STATA/SE for large data sets.
 What's new in Stata 9. Mata matrix language,
linear mixed models, multinomial probit models, complex Survey design, Probit and tobit with endogenous covariates,
Seasonal ARIMA models,
Rolling windows estimation. Multidimensional scaling.
 What's new in Stata 8: Timeseries update: VAR, SVAR, VECM, estimation and testing.
 New Graphics in Stata 8,
New GUI in Stata 8,
New statistics in Stata 8, New programming in Stata 8, New Data Management in Stata 8
 Stata is strong in GLM, limdep models, quantile regression, panel data and biostatistics and has all standard econometric procedures. Other procedures have been compiled in a RePec Software Archive
by Christopher Baum.
 Stata Journal, indexed in Social Science Citation index
(2010).
 UCLA Stata Portal
 Stata resources at UCLA
 (Active!) Statalist archive and programs Stata Technical Bulletin (STB)
 STATA tutorials for econometrics
 (Commercial) Netcourses available over the internet, e.g. in Maximum Likelihood Estimation.
 (Commercial) Econometrics courses by Sean Holly and Arnab Bhattacharjee, USA, UK (2010)
 Up to date . About 100 Links to Statistical Software Providers provided by Stata, with Recent additions
 Scott Long provides SPOST programs (updated for Stata 9 (2005))
for Regression models for categorical and limited dependent variables
 GLLAMM for Stata(Slow Link, Mar 2008. Generalized Linear Latent And Mixed Models by
SophiaRabe Hesketh. Approximate ML for continuous random effects. Exact ML for discrete random effect.
 StatCrunch 5.0
(2007)
 by Webster West (Integrated Analytics LLC), Department of Statistics, University of South Carolina.
 Formerly: Webstat.
 A Statistical computing environment for the WWW (Java applet). Simple and nice spreadsheet interface.
 subscription is almost free.
 What's new in 5.0 : web features: # Create richer content by providing more information about your items,
# Tag your stuff to make it easier to find,
# Track no. of views
 What's new in 4.0 : # logistic regression,
# Nonparametric procedures,
# Regression diagnostics,
# Calculators for various probability distributions,
# Advanced plotting procedures (MultiPlot).
 STATGRAPHICS Centurion XV [US]
(2007)
 Statistica 10 [UK][US]
[HR],
[NL],
[PL],
[RU],
[SE],
[TW]
(2011)
 New features in 10:
Graphics (new look and interactive features),
Integration I/O (Office 2010,Excel,SharePoint, PI Connector, OLAP)
, Web Data Entry,
Cox Proportional Hazards,
Design of Simulation.
 New features in 9: 64 bit, improved user interface, reports, statistical function, run R (2.8) programs.
 What's new in 8 (2007): Microsoft Office integration (Read Excel). New plots. Save tables in .html.
 What's new in 7:
import or export SAS
JMP, Minitab, and SPSS PASW files. New Data Analysis Modules.
 What's new in 6: use of Visual Basic
 With an extensive modern Electronic Statistics Textbook online with many useful references. See e.g. introductory chapter on time series analysis and X11 Census method II seasonal adjustment
 StatsDirect [UK]
(2000)
 Easy to use Windows package for standard (medical) statistics. Affordable academic price.
 By camcode (UK)
 Stat/Transfer 9.0 (Circle Systems) [US],
(2008)
 What's new in 9.0: support for Stata 10, SAS, MS Vista.
 What's new in 8.0. Improved SAS and Excel.
 Transfers data to and from databases like
Access, Excel, Foxpro, Oracle and statistical programs
like
GAUSS, JMP,
LIMDEP, MATLAB, SAS,
SPLUS, Stata, Statistica,
SYSTAT.
 STL [US]
(1990)
 Free. Seasonal Adjustment.
 Fortran code by Cleveland and Cleveland.
 StatView 5.0.1
 Discontinued on 31 Dec 2002
 Desktop data management, statistical analyses, and presentation tools.
 Succeeded by JMP
 SUDAAN 10 [US]
(2008)
 What's new in 10: WTADUST computes nonresponse and poststratification weight adjustments,HOTDECK imputation.
 Software for clustercorrelated and weighted data. Multinomial LOGIT, Robust variance estimates.
Generalized Estimating Equation (GEE) approach. Survival analysis.
 SAS callable version exists
 From the Research Triangle Institute (rti.org)
 Structural VAR 0.45 (SVAR) [EU]
(2008)
 Free download standalone (Windows) software. Developed using MATLAB.
 Modern and advanced estimation and tests for nonstationary
Structural Vector Autoregressive Models.
 By Anders Warne, based on open source MATLAB code.
 SYSTAT 13 [US]
(2009)
 What's new in 13 ARCH and GARCH, Confirmatory Factor, Best Subsets Regression
 What's new in 12 Robust regression, partial least squares
 What's new in 11: improved interface and (Bayesian) MCMC methods.
 MYSTAT for students (2008)
 Works under Win XP and with BMDP
 Since 2002 separate from SPSS PASW
 Since 2004: developer of SigmaPlot
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Time Series Modelling 4.33 (TSMod)
(2011)
 by James Davidson.
 TSM mailing list (Since Sep 2007)

What's new in 4.064.33 (2009). Drag and drop datafile loading. Panel data. Sample selection by indicators.
Runs under Ox 4. Multivariate GARCH: BEKK (Engle and Kroner 1995), DCC Direct Conditional Correlation (Engle 2002) . SaikkonenStockWatson efficient estimator for cointegrating relations. "supF" tests. Nonlinear error correction mechanisms. Polynomial distributed lags. Improved graph display with GnuDraw 4. Modern Logperiodogram regression.
 Very wide range of univariate and multivariate (non)linear (non)Gaussian time series models upto MarkovSwitching ARFIMAHYGARCH, estimable using Ox under freeware GUI for Windows and Linux.
 Developed under Ox. Free demo verision.

TISEAN 3.0 [DE]
(2007)
 Free software (C and Fortran) for nonlinear deterministic TIme SEries ANalysis ("chaos")
 by Rainer Hegger, Holger Kantz, Thomas Schreiber.
 TRAMO/SEATS [ES]
(2011)
 Free versions for Windows: program TSW.
 Versions for MATLAB (2006), FAME (2004), Linux, Excel 2003, MS/DOS.
 Seasonal Adjustment based on WienerKolmogorov filters by Bank of Spain
 DEMETRA also provides a modern interface for TRAMO/SEATS
 Portable TROLL 1.095 [US]
(1999)
 Timeshared Reactive OnLine Laboratory, started by Edwin Kuh at MIT
 Econometric and Statistical Modelling package for many central banks
 European distribution by HENDYPLAN
 TSE 2.2 [BE] Time Series Expert
(1995)
 TSP 5.1(PCTSP) [US] (TSP International)
(2011)
 tsrf [UK]
(2002)
 Free (GNU) Econometrics (C)shell for distribution dynamics, vector autoregression, and random fields analysis. By Danny Tyson Quah
 Windows version available.
 TVAR [US]
(2000)
 Free Time varying AutoRegression package by Raquel Prado and Mike West for Nonstationary Time Series Analysis and Decomposition
 Available for Fortran90, SPLUS , see also BATS
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 UNISTAT 6 [UK]
(2011)
 Comprehensive standalone statistical package for Windows that can also work as Excel addin.
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 VassarStats [US]
(2008)
 free webbased basic statistical computing, by Richard Lowry, psychology
 ViSta 7.9.2 [US]
(2008)
 Vista 7 and
Vista Textbook (2006) by
Forrest W. Young,
Pedro M. Valero Mora
and Michael Friendly.
 Forrest W. Young passed away in 2006.
 What's new in 6.4: Excel  ViSta, Missing data, improved Help for Windows
 Free "open source", Visual Statistic System for dynamic interactive exploratory data analysis, developed using XLispStat.
 Spinning plots, diamond plots, partial, Multivariate (robust) (weighted) multiple regression, ANOVA, Principal components. Multidimensional scaling. Many influence measures.
 Lots of example data from Biology, Health, sociology, psychology, crime, marketing. Program in its 17th year of development.
 Developers Workshop.
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 Web Decomp 2 [JP]
(2001)
by Seisho Sato of the Institute of Statistical Mathematics (ISM), Tokyo .
 WebStat
 WEKA 3.6.1 [NZ]
(2009)
 Waikato Environment for Knowledge Analysis
 Free java GPL software for numerical and categorical data mining by Eibe Frank, Mark Hall, and Len Trigg.
 Neural nets, regression trees, bagging and boosting, support vector machine (SVM) learning, clustering,
 Visualisation
 (SQL) data preparation
 WinIDAMS
 WINKS 6 [US]
(2007)
 Windows KWIKSTAT. Statistical Data Analysis (SDA) program by TexaSoft.
 Winks 6 Manual
 BASIC (teaching) and PROFESSIONAL (includes ARIMA, ANCOVA, Quality control) version.
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 XploRe 4.8 [DE]
(2008)
 Winsolve 4 [UK]
(2007)
 What's new in 4: (2007): * Production of true fan charts by stochastic simulation
* Automatic linearization and computation of first order perturbation solution using automatic derivatives
* Linearquadratic optimal control
o commitment solution
o timeconsistent Markovperfect solution
* General nonlinear optimal control solutions.
 Free evaluation version for
download.
 Userfriendly solving nonlinear macroeconomic models
 What's new in 3.60
 By Richard Pierse
 (Census) X12ARIMA [US] Version 0.3, Build 192
(2011)
 X12arima for OxMetrics
(2006)
 Developed for OxMetrics
, Flexible Windows interface for statistical and Graphical analysis using Census code for X12arima
 Formerly for GiveWin.
 XLispStat [US]
(1998)
 Free. extensible statistical computing environment for data analysis, statistical instruction and research, with an emphasis on providing a framework for exploring the use of dynamic graphical methods. By Luke Tierney. Not unlike S. Arc is a recent (1999) program developed in XLispStat.
 LispStat resources from Michael Friendly Statistics and Statistical Graphics Resources
 Xtremes 4.1 and X(G)PL [DE]
(2007)
 Discontinued 2010. Written in StatPascal. tatistical Analysis of Extreme Values,
with Applications to Insurance, Finance, Hydrology and Other Fields.
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 Yorick 2.1 [US]
(2007)
 Free interpreted programming language for scientific simulations or calculations, postprocessing or steering large simulation codes, interactive scientific graphics, and reading, writing, or translating large files of numbers. by David Munro.