Fortran Standard Library

John Burkardt's Fortran 90 codes and documentation

The NIST DATAPAC package modularized and made available as an fpm(1) package

Fortran code for generating random probability vectors, unitaries, and quantum states

Simulation and estimation of ARCH and GARCH processes, used to model the time-varying standard deviation (volatility) of asset returns, with conditional distributions such as the normal, Laplace, and Student t.

Fit a Student t distribution to univariate data via maximum likelihood