This paper presents two illustrations of state space modeling in S-PLUS using the SsfPack 3.0 routines implemented in S+FinMetrics 3.0. The state space modeling functions in S+FinMetrics/SsfPack are extremely flexible and powerful and can be used for a wide variety of linear Gaussian state space...

gretl is a general-purpose econometric package, whose most important characteristic is being free software. This ensures that its source code is freely available under the general public license (GPL) and, like most GPL software, that it can be used free of charge. As of version 1.8.1 (released...

The Scythe Statistical Library is an open source C++ library for statistical computation. It includes a suite of matrix manipulation functions, a suite of pseudo-random number generators, and a suite of numerical optimization routines. Programs written using Scythe are generally much faster than...

Matching is an R package which provides functions for multivariate and propensity score matching and for finding optimal covariate balance based on a genetic search algorithm. A variety of univariate and multivariate metrics to determine if balance actually has been obtained are provided. The...

State Space Models (SSM) is a MATLAB toolbox for time series analysis by state space methods. The software features fully interactive construction and combination of models, with support for univariate and multivariate models, complex time-varying (dy- namic) models, non-Gaussian models, and...

This paper presents a software package designed to estimate Poole and Rosenthal W-NOMINATE scores in R. The package uses a logistic regression model to analyze political choice data, usually (though not exclusively) from a legislative setting. In contrast to other scaling methods, W-NOMINATE...

eco is a publicly available R package that implements the Bayesian and likelihood methods proposed in Imai, Lu, and Strauss (2008b) for ecological inference in 2 X 2 tables as well as the method of bounds introduced by (Duncan and Davis'53). The package fits both parametric and nonparametric...

Research and development on atmospheric and topographic correction methods for multispectral satellite data such as Landsat images has far outpaced the availability of those methods in geographic information systems software. As Landsat and other data become more widely available, demand for...

In the paper we present an R package MNM dedicated to multivariate data analysis based on the L_1 norm. The analysis proceeds very much as does a traditional multivariate analysis. The regular L_2 norm is just replaced by different L_1 norms, observation vectors are replaced by their...