Financial support from the NSF under grants SBR-9996023, SBR-0111140, SBR-0350772, DMS-0532370 and SES-0850533 is gratefully acknowledged.

• Current version: July 19, 2018: new models added.

• Read First: User's Guide, including the list of models currently implemented.

• Matlab Code. This code requires Matlab version 7 (R14), or later.

• Slides describing the method, and references.

• Please send me email if you wish to receive the likelihood expansions for a model not yet implemented. Your email should include the specification of your model as in the following example. Comments and bug reports are also welcome!

• Run this code on your data series in a web-based interface at RunMyCode.org

• R Code written by Yoon Dong Lee.