Regression Software
"Laugh at your problems; everybody else does."
 Anonymous
NSO based Regression Software available here
Neural Networks for Regression
lmbnnr 
Hyperparameter free neural networks for regression using limited memory bundle method by N. Karmitsa
(Fortran 2003).

Clusterwise Linear Regression
LMBMCLR 
Limited memory bundle method for clusterwise linear regression by N. Karmitsa (Fortran 95). 
CSVLR 
Clusterwise support vector linear regression by K. Joki
(Fortran 95). 
Piecewise Linear Regression
APWLSVR 
Adaptive piecewise linear support vector regression by N. Karmitsa
(Fortran 2003).

APWLRL1 
Adaptive piecewise linear regression using L1norm by N. Karmitsa
(Python).
