Software Products

The creation of new theories and new methods of analysis generally accompany testing procedures, which are often fulfilled through complicated calculations run by elaborate computer programs. The Institute believes that programs and software completed in the course of research should be delivered as quickly as possible to the relevant fields of science and business. Therefore the Center for Development of Statistical Computing is engaged in cataloguing and storing in a library the software products developed at the Institute. Detailed information on the library, named ISMLIB, is available through the Division of Research and Development 1 (e-mail: cdsc, facsimile: +81-3-5421-8796, Internet: http://www.ism.ac.jp/). Some programs in the library can be downloaded from the Internet site.

The following is a partial list of programs developed in the Institute. Most of the programs are coded in Fortran, C, C++, Java, S and R.

TIMSAC (TIMe Series Analysis and Control)

- Main features -

Package of programs for analysis, prediction and control of time series.

- Typical examples of application -

• Analysis of channel records of brain wave
• Analysis of economic data
• Optimal control of plants
• Implementation of ship's autopilot
• Analysis of seismological data

BAYSEA (BAYesian SEasonal Adjustment)

- Main features -

Computer program for realizing a decomposition of a time series into trend, seasonal and irregular components.

- Typical examples of application -

• Seasonal adjustment of economic time series

 

CATDAP (CATegorical Data Analysis) and CATDP for Windows

- Main features -

A program for the selection of variables that explain well the structure of categorical data.

- Typical examples of application -

• Analysis of multi-dimensional contingency tables

NOLLS1 (NonLinear Least Square method 1)

- Main features -

A program for nonlinear least square methods.

- Typical examples of application -

• Analysis of materials for a nuclear reactor
• Design of plats
• Pharmacokinetics for a new drug
• Analysis of the respiratory organ by using sonic echo
• Spectrum analysis in X-ray spectroscopy

QUANT (QUANTification theory)

- Main features -

Programs for the quantification theories of type I, II, III.

- Typical examples of application -

• Survey of behavior of the younger generation
• Analysis of clinical data
• Prediction of elections
• Effect of advertisement
• Data analysis in educational psychology

DALL (DAvidon's algorithm for Log Likelihood maximization)

- Main features -

Davidon's variance algorithm subroutine customized for maximum likelihood.

- Typical examples of application -

• Analysis of medical data
• Analysis of multi-dimensional non-stationary data

ARdock (dock for AR models)

- Main features -

A dialogue system for system analysis.

- Typical examples of application -

• Analysis of industrial plants
• System analysis
• Analysis of chemical processes in human bodies

STATS (STate-space Analysis of Time series)

- Main features -

Programs for time series with various characteristics (non-stationarity, non-Gauss, non-linearity, missing values and outliers, etc. ) with the aid of state space models.

- Typical examples of application -

• Seasonal adjustment of economic data
• Interpolation of missing values
• Estimation of non-stationary spectrum
• Non-Gaussian smoothing

TIMSAC for Windows

- Main features -

TIMSAC programs implemented on MS-Windows.

- Typical examples of application -

• Analysis of brain wave
• Prediction of sales
• Prediction of stock price
• Analysis of seismological data

DLL and Shared Libraries of TIMSAC

- Main features -

TIMSAC programs implemented on MS-Windows.

- Typical examples of application -

• Analysis of brain wave
• Prediction of sales
• Prediction of stock price
• Analysis of seismological data

DECOMP, WebDECOMP, eDECOMP

- Main features -

A program of TIMSAC84 for time series decomposition (seasonal adjustment) . WebDECOMP can be used through our Webpage and eDECOMP is an add-in software for Excel.

- Typical examples of application -

• Seasonal adjustment

Jasp (Java based Statistical Processor)

- Main features -

An experimental statistical analysis system written in the Java language.

- Typical examples of application -

• Explanatory data analysis
• Developing new computational statistical methodology