Thursday, April 7, 2011

Curve-fitting & Modeling softwares

EasyReg (Easy Regression Analysis), by Herman J. Bierens. Incredibly powerful and multi-featured program for data manipulation and analysis. Designed for econometrics, but useful in many other disciplines as well. For Win 98/98/NT4.

Compumine Rule Discovery System -- easy to use data mining software for developing high-quality rule based prediction models, such as classification and regression trees, rule sets and ensemble models. This program is licensed under the P3 license model wich means that it is free to use forever for developing rule-based predictive models, and can be freely downloaded here.

gretl -- a cross-platform (Linux, Windows, Mac, etc.) package for econometric analysis. Has an intuitive interface (English, French, Italian & Spanish). Supports a wide variety of least-squares based estimators, including two-stage & nonlinear least squares, augmented Dickey-Fuller test, Chow test for structural stability, Vector Autoregressions, ARMA estimation. Creates output modelss as LaTeX files, in tabular or equation format. Has an integrated scripting language: enter commands either via the gui or via script, command loop structure for Monte Carlo simulations and iterative estimation procedures, GUI controller for fine-tuning Gnuplot graphs, Link to GNU R for further data analysis. Reads own format XML data files, Comma Separated Values files, Excel and Gnumeric worksheets, BOX1 files, own format binary databases (allowing mixed data frequencies and series lengths) and RATS 4 databases. Includes a sample US macro database. See also the gretl data page.

mle - Maximum Likelihood Estimation -- a simple programming language for building and estimating parameters of likelihood models. Originally designed for survival models, but the language has evolved into a general-purpose tool for building and estimating  general likelihood models. Available for Windows and Linux; also provides User Manual, Reference Manual, and Quick Reference Card.

WinSAAM -- Windows implementation of SAAM (System Analysis and Modeling Software). Lets you create mathematical models, design and simulate experiments, and analyze data. Models can contain differential equations, which will be numerically integrated and fit to data. Graphic and tabular output is provided.

Boomer -- Non-linear Regression Program for Analysis of Pharmacokinetic and Pharmacodynamic Data. Includes normal fitting, Bayesian estimation, or simulation-only, with integrated or differential equation models. Allows selection of weighting schemes and methods for numerical integration. Free downloads for Macintosh and Windows; online manual, tutorial, sample data sets.

DEMETRA -- user-friendly interface to TRAMO/SEATS and X-12-ARIMA .

JoinPoint Regression Program (from the National Cancer Institute) -- for the analysis of trends using joinpoint models (where several different lines are connected together at the "joinpoints."). Takes trend data (e.g cancer rates) and fits the simplest joinpoint model that the data allow, using a Monte Carlo Permutation method. Models may incorporate estimated variation for each point (e.g. when the responses are age adjusted rates) or use a Poisson model of variation. In addition, the models may also be linear on the log of the response (e.g. for calculating annual percentage rate change). The software also allows viewing one graph for each joinpoint model, from the model with the minimum number of joinpoints to the model with maximum number of joinpoints.

NeuroSolutions -- applies neural network technology to many situations, including regression. Free evaluation version does everything except print or save networks.

LOCFIT -- a software system for fitting curves and surfaces to data, using the local regression and likelihood methods. (from Bell Labs) Runs on various platforms under R or S statistical systems; also available as a stand-along package for Win95/98/NT.

Origin -- technical graphics and data analysis software for Windows. Includes 3D and contour plotting, FFT filtering; works closely with Excel. 30 evaluation.

CART -- Salford Systems flagship decision-tree software, combines an easy-to-use GUI with advanced features for data mining, data pre-processing and predictive modeling.

CurveExpert -- comprehensive curve fitting system for Windows. Handles linear regression models, nonlinear regression models, interpolation, or splines. Over 30 models built-in; custom user-defined regression models. Full-featured graphing capability. Supports an automated process that compares your data to each model to choose the best curve. 30-day evaluation of shareware package.

DTREG generates classification and regression decision trees. It uses V-fold cross-valication with pruning to generate the optimal size tree, and it uses surrogate splitters to handle missing data. A free demonstration copy is available for download.

NLREG performs general nonlinear regression. NLREG will fit a general function, whose form you specify, to a set of data values. A free demonstration copy is available for download.

Partitionator -- a fast recursive partitioning engine that uses a learning set to generate rules by which a dependent variable can be predicted, by optimally splitting continuous predictors. Free 30-day evaluation.

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