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
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
21. The BUGS book
22. Subset Selection in Regression
Authors:Alan Miller