There are several links that contain codes for statistical application. Ones use Matlab, R, C and others.

1. Bayesian Analysis for Population Ecology

code :http://www.ncse.org.uk/books/bayesian

2. Monte Carlo Statistical Methods 2nd edition

Authors: Christian Robert and George Casella

code: www.ceremade.dauphine.fr/~xian/MCSM2/Rprogs/

3. Bayesian Core: A Practical Approach to Computational Bayesian Statistics

Authors:Jean-Michel Marin and Christian P. Robert

code: www.ceremade.dauphine.fr/~xian/BCS/index.html#Slides

4. Structural Equation Modelling: A Bayesian Approach

Author: Sik-Yum Lee

http://www.wiley.com/legacy/wileychi/lee_structural/material.html

5. Basic and Advanced Bayesian Structural Equation Modeling: With Applications in the Medical and Behavioral Sciences

Authors: Sik-Yum Lee and Xin-Yuang Song

Download code

6. Computational Statistics Handbook With MATLAB 2nd Ed.

Authors: Angel Martinez and Wendy Martinez

Download code

7. Exploratory Data Analysis with MATLAB

Authors: Wendy L. Martinez, Angel R. Martinez, Jefrey L. Solka

Download Code

8. Markov Chain Monte Carlo:Stochastic Simulation for Bayesian Inference

Authors : Dani Gamerman and Hedibert Freitas Lopes

9. Graphics and GUIs with Matlab

Authors :O. Thomas Holland, Patrick Marchand

10. Data Mining: Practical Machine Learning Tools and Techniques

Authors : Ian H. Witten, Eibe Frank, Nark A. Hall

Download Weka Software

10. Pattern Recognition 4th Ed

Authors. Sergios Theodoridis, Konstantinos Koutroumbas

11. Introduction to Pattern Recognition: A Matlab Approach

Authors. Sergios Theodoridis, Konstantinos Koutroumbas,Pikrakis,Cavouras

Download Code

12. Bayesian Modelling Using Winbugs

Authors: Ioannis Ntzoufras

Download Code

13. Applied Multivariate Statistical Analysis

Authors: Wolfgang Karl Härdle, Léopold Simar

Download Code

14. Quantnet Book

15. Congdon’s Books

16 Bayesian Methods for Nonlinear Classification and Regression

Authors: David G. T. Denison, Christopher C. Holmes, Bani K. Mallick, Adrian F. M. Smith

Download Code

17. Monte Carlo Methods in Bayesian Computation

Authors: Ming-Hui Chen, Qi-Man Shao, and Joseph G. Ibrahim

http://www.stat.uconn.edu/~mhchen/mcbook/

18.  Bayesian Survival Analysis

Authors: Joseph G. Ibrahim, Ming-Hui Chen, and Debajyoti Sinha

http://www.stat.uconn.edu/~mhchen/survbook/

19. Bayesian Multivariate Time Series Methods for Empirical Macroeconomics

Authors: Gary Koop and Dimitris Korobilis

http://personal.strath.ac.uk/gary.koop/bayes_matlab_code_by_koop_and_korobilis.html

20. Flexible Imputation of Missing Data

Author:Stef van Buuren

Code

21. The BUGS book

code

22. Subset Selection in Regression

Authors:Alan Miller

Fortran code