Statistics: Temporal

Cox Regression

By Thomas Lumley. It fits stratified proportional hazards models with left truncation and right censoring using either the Breslow or Efron approximations for tied failures. Only very limited diagnostics and graphics are as yet available.

event-history.lsp

exp-surv

Survival Analysis package by E. Neely Atkinson.

kalman.lsp

By Jan de Leeuw. Simple and rather stupid implementation of the Kalman filter.

lag.lsp

markov.lsp

By Jason Bond. Demonstrates the stationary distribution of a simple chain graphically.

sapa4xl

sapaclisp is a collection of Common Lisp functions that can be used to carry out many of the computations described in the book "Spectral Analysis for Physical Applications: Multitaper and Conventional Univariate Techniques", by Donald B. Percival and Andrew T. Walden, Cambridge University Press, Cambridge, England, 1993

times

By W. Hatch. Code for digital filtering.