[ATTN: needs to be updated with R code for Spectral Series regression, Spectral Series CDE, FlexCode (see links from published papers for now); R and Python code for photo-z estimation (upcoming)]
code in Matlab.
code (not optimized) in Matlab.
code by Di Liu.
For details on the algorithm, see the Annals of Applied Statistics, Vol 2,
No 2, 2008. [pdf]