Curiosity mostly. I developed it to satisfy my own curiosity.
Any utility that you derive from it is merely coincidence.
I would not recommend it for any real use, see disclaimer
But happy analysis nevertheless.
Java Webstart (JRE 1.6, most features will work on 1.5). Download
Warning: depending on the data and parameters chosen, this can be quite memory intensive.
Ken French's data library
My own ugly code (hopefully no one is looking here...):
Additional Java libraries: