Numerical tools
Interesting software tools for numerical analysis
- Econometric Software Links from The Econometrics Journal online
- Links to a large number of useful links gathered by the Econometrics Journal.
- Cuba
- A C library for multidimensional numerical integration (quasi Monte-Carlo and cubature rules)
- Quadrule
- QUADRULE is a library of FORTRAN90 routines, using double precision arithmetic, which set up a variety of quadrature rules, used to approximate the integral of a function over various domains.
- Stroud
- STROUD is a library of FORTRAN90 routines, using double precision arithmetic, which implement multidimensional quadrature rules of Arthur Stroud.