Velocity Reviews > Direct support for various Statistical functions

# Direct support for various Statistical functions

Michael Angelo Ravera
Guest
Posts: n/a

 12-17-2009
I'm working mostly in Visual Studio, but other libraries or code
snippets are welcome. It would nice just to call the function
NormalDist or whatever.

Where can I find good, fast approximations to such Statistical
functions as are commonly found in spreadsheets. I am mostly
interested in rounding points for integer or rational approximations,
but the floating point equivalents will do well.

Dann Corbit
Guest
Posts: n/a

 12-18-2009
In article <0d25dec8-72b7-453b-8f5a-
http://www.velocityreviews.com/forums/(E-Mail Removed)>, (E-Mail Removed) says...
>
> I'm working mostly in Visual Studio, but other libraries or code
> snippets are welcome. It would nice just to call the function
> NormalDist or whatever.
>
> Where can I find good, fast approximations to such Statistical
> functions as are commonly found in spreadsheets. I am mostly
> interested in rounding points for integer or rational approximations,
> but the floating point equivalents will do well.

It is not clear what you want.

Do you want to perform calculations like standard deviation on a vector
of data points?

If you want to do normal distribution calculations, then the Cephes
collection will do what you want. If so, then poke around here a bit:
http://www.moshier.net/

There are fancy-pants packages that will do every statistical
calculation you can imagine.

There is R, and S, Pari/GP, bc, scilab, magma, octave, etc.

Here are some folders of various math packages I have collected:
[aafft] [agg-2.5]
[aks] [alfont]
[alglib] [algoview]
[algsamp] [amaths]
[amlpp-0.1.0] [angel]
[Apecs] [apfloat]
[api] [arageli]
[aribas] [aribas-1.62]
[arprec] [arprec-2.1.100]
[arprec-2.1.101] [arprec-2.1.103-windll]
[arprec-2.1.99-win] [arprec-2.2.0-pre2-windll]
[arprec-2.2.1-windll] [arprec-2.2.2]
[ASA] [astronomy]
[asymptote] [ATLAS]
[axelvogt] [axiom]
[axon] [Basigra]
[bbigfloatmod1] [bbnum-080717]
[bc-1.06] [benchfft-3.1]
[benchmark] [bigdigits]
[bigint-2-0-src] [BigMath-20080428-1]
[bigmul] [BigNumVB]
[bnc-0.6b] [bond]
[Bootstrap] [Burkard]
[Burkardt] [c-graph]
[c2vcg-1.0b3] [CALC]
[calc-2.12.4.0] [calendar]
[cbignum] [ccc]
[ccmath-2.2.1] [cdg0egv]
[cdg0gv] [Central]
[cfft] [chassaing]
[CHOLMOD] [CImg-1.3.0]
[CLAPACK-3.1.1-VisualStudio] [clippoly-pl11]
[cln-1.1.13] [cln-1.2.2]
[cml-1_0_0] [cola.interop]
[compare] [Complex]
[complexbessel] [ComplexDelphi]
[ComputationalGeometry] [core_v1.8]
[cost_of_geometric_computing] [cpg]
[crbond] [crlibm-1.0beta1]
[crlibm-1.0beta2] [Cryptopp]
[csd] [csharpbigint]
[CVector-1.0.1] [cxsc]
[cxsc-src] [dae]
[DASPK] [daspk3p1p1]
[dassl] [decimal]
[decNumber] [decNumberClass]
[dectest] [dectest0]
[deintegrate] [Dependencies]
[devflow] [dfpal]
[dft] [dieharder]
[diffeq] [dist]
[dlib-17.15] [dlib-17.18]
[dSFMT-src-1.2.1] [dynamics]
[dysii-1.4.0] [dysii-doublewell-1.0.0]
[dysii-toy-1.0.0] [ecm-6.0.1]
[ecm-6.2.1] [ecm-6.2.2]
[ecm-6.2.3] [edmonds-alg-1.1.0]
[EGlib] [endlos]
[eppstein] [etc]
[examples5_0] [exflib-src-20060801]
[extnum] [factor]
[faif] [fastalg]
[fci] [fdr]
[fermilab] [FewDigits]
[FFFF323-src] [Fflas_Ffpack]
[fft] [fftdemo]
[FFTGraf] [fftw-3.1.2]
[fftw-3.1.3] [fftw-3.2]
[fftw-3.2.1] [fftw-3.2alpha3]
[filibpp] [filibsrc]
[fityk-0.8.6] [fixedbiginteger]
[fi_lib] [FLENS-RC1]
[flint-1.1] [flint-1.2]
[flint-1.5.0] [fltk-1.3.x-r6767]
[for] [ford-fulke]
[fortran] [fps-1.1]
[fpverify] [Fractals]
[fractint] [fxt]
[G3D] [gamma]
[GC] [gcwsieve]
[gd-2.0.35] [gdchart0.11.5dev]
[genfft] [genfft-k7]
[genial-2.1.0] [genial-2.1.0-vc9-sse2]
[genial-2.1.0-vc9-sse3] [genial-2.1.0-vc9-sse3-mt]
[genius-1.0.3] [gfft-0.11]
[ggnfs] [giantint]
[gimps] [glucas-2.9.2-20080916]
[gmp] [gmp-4.2.1]
[gmp-4.2.2] [gmp-4.2.4]
[gmp-pi-x86win] [gmpbench-0.1]
[gmpbench-0.2] [gmpfrxx]
[gmtl-0.4.12] [gnfs]
[gnuplot] [gnuplot-4.2.0]
[goblin.2.8b15] [goblin.2.8b27]
[gorgon] [GotoBLAS]
[graphics] [graphlib-1.0]
[graphsource] [gsl-1.11]
[gsl-1.9] [HandyMathLib]
[hfloat] [HIntLib-0.0.13]
[hodgepodge] [hpalib]
[hpgamma] [hyp2f1]
[hyp2f1_simple] [hyperg]
[hypergeometric] [i-sight]
[IDAMS] [igraph-0.3.3]
[ImageLib-0.0.6] [ImageMagick-6.4.1]
[imath-1.11] [imath-1.12]
[imath-1.13] [imath-1.14]
[imkit] [iml]
[intde] [interval]
[intx] [irrlicht-1.5]
[isPrime] [jacobi]
[JAME_6_0_RC3] [jmath]
[jmp] [JTransforms]
[kernel] [kiss_fft_v1_2_8]
[koolplot] [l]
[lapack-3.1.1] [lapackpp-2.5.3]
[LargeInt] [lass-1.2.0]
[lass-1.2.1] [lenstra]
[LerchDistribution] [lerchphi]
[letstat] [libapmath-1.2]
[libbench2] [libcat-1.0]
[libContinuedFraction-0.5.0] [libEasyval-0.8.1]
[libfplll-3.0.7] [libfpx-1.3.0]
[libmcr] [libmetric-2006-03-01]
[libmplite-0.6.1] [libnav-0.2]
[libqalculate-0.9.6] [libRational-0.1.9b]
[libRational-0.3.0] [libSpecialValue-0.5.0]
[libtai-0.60] [libtom]
[libtomcrypt] [libtomcrypt-1.16]
[libtomcrypt-1.17] [libtomfloat-0.02]
[libtommath] [libtommath-0.39]
[libtommath-0.41] [libtomnet-0.06]
[libtompoly-0.04] [lidia-2.2.0]
[linbox-1.1.2] [lmfit]
[loki-0.1.7] [lp]
[lp_solve_5.5] [m4]
[macanova5.05.1] [mailman]
[man-eng-scilab-4.1] [manco]
[ManpWIN] [mapm]
[Mathemagix-0.4] [mathlib]
[mathmp] [matmul]
[Maxima-5.11.0] [maxima-5.13.99rc1]
[maxima-5.18.1] [mcsoftware]
[megapi_v0.2_src] [mehlhorn]
[mers] [mersenne]
[mesch12b] [metaprogramming]
[metis] [metis-4.0]
[mfloat] [Mint]
[mira-2041-i686-Cygwin] [miracl]
[Mlucas_src] [mnt]
[more64bit] [more_digits]
[moto_fft] [mpack-0.0.9]
[mpc] [mpc-0.4.6]
[mpc-0.5] [mpc-0.5.2]
[mpc-0.6] [mpdist]
[mpfi-1.3.4-RC3] [mpfr]
[mpfr-2.2.1] [mpfr-2.3.0]
[mpfr-2.3.2] [mpfr-2.4.1]
[mpfrcpp] [mpfrcpp-1.2.0]
[mpfrcpp-1.4.2] [mpfrcx-0.1]
[mpfrpp] [mpfrstuff]
[mpfs-0.9] [mpi-1.8.6]
[mpigmp] [mpir]
[mpir-1.2] [mpir-1.3.0]
[mpirbench] [mpmath-0.10]
[mpmath-0.9] [mpqs-0.1]
[mpreal] [msieve-1.37]
[msieve-1.39] [msieve-1.41]
[mt] [mtxfx]
[MultiprecisionFP] [multisieve]
[mul_fft-4.2.1.1] [mymath]
[mysql-udf] [na]
[ncieee] [netron]
[newsource] [nist]
[nll-0.05] [nll-0.06]
[novas] [ntpg]
[Numerical Differential] [Numerical Preliminaries]
[numerical _simulations] [numerix-2.0]
[nurbsR2006b] [octave]
[Ode] [ode10joint]
[ofeli] [ogata]
[ogre] [ooura]
[opbdp-1.1.3] [openfgw]
[openpfgw_dev] [openpfgw_dev2a]
[openpfgw_v12] [opentheory]
[opentk-0.9.7] [opsuperlib]
[opt] [optalg]
[orbit] [orthopol]
[oscilib] [pari-2.3.4]
[pari-2.4.0.alpha] [pari-2.4.2.alpha]
[pari-snapshot] [ParkBench]
[pastis] [pate]
[PBLL] [pde]
[pdf] [PEplot-0.3.1-eng]
[phevolo] [PHiPAC]
[pi] [pierre]
[pigale] [piologie]
[PlibC-0.1.4] [ppsiqs]
[preccalc] [precision]
[prime] [prime95]
[primedb-0.6.0.beta1] [PRIMES]
[primetest] [prng]
[prob] [Profil-2.0.6]
[pr_prob] [pspp-0.6.1]
[qd] [qd-2.2.0]
[qd-2.2.4-windll] [qd-2.2.5]
[qd-2.2.6] [qd-2.3.0-pre5-windll]
[qd-2.3.4-windll] [qd-2.3.7]
[qd-win-2.1.19] [QHQ++]
[qs30] [qsieve-3.02]
[R] [R-2.6.1]
[R-2.6.2] [ralice]
[rand] [rb]
[rdft] [Real-Time Toolkit]
[RealLib] [reduce-algebra-20090414]
[reodft] [roberson]
[romberg] [roots]
[rvms] [s-dist]
[sallcode] [Samples]
[sas] [save]
[sba-1.2] [scalapack-1.8.0]
[sci] [SciEng]
[scilab-4.1] [scilab-4.1.2]
[scilab-5.0.3] [scpl]
[scslib-1.4.1] [SDistribution]
[Seldon-2009-02-17] [SFMT-src-1.3.3]
[shaw] [siag]
[sieve] [simd]
[sinc] [sl-5.4.13]
[slfcfd-1.2] [slffea-1.5]
[slfmesh-1.5] [slmath]
[snifflib] [socr]
[SoftFloat-2b] [sol]
[source] [sparselib_1_6]
[specfun] [spexs_0.1.07]
[statlib] [stats]
[stefan] [stems]
[strassen] [sts-2.0]
[SuiteSparse] [sundials-2.3.0]
[SuperLU_3.0] [SuperLU_3.1]
[SuperLU_4.0] [SuperLU_DIST_2.2]
[SuperLU_DIST_2.3] [SuperLU_MT_2.0]
[support] [susa]
[SVDPACK] [swordfish]
[symplectic]
[taoframework-2.1.0] [templateMath]
[tifammy] [time]
[tinymath] [tmp]
[tmv0.62] [toms]
[tomsfastmath-0.10] [tomsfastmath-0.12]
[tools] [trilinos-9.0.1]
[trilinos-9.0.3] [trnicely]
trunk.tar[1] [tsp]
[ttmath-0.8.2] [ttmath-0.8.3]
[ttmath-0.8.4] [ubasic]
[ubasic-0.1] [UMFPACK]
[ump-0.8.6] [units-1.4.17]
[usr] [utils]
[vBigDSP] [vBigNum]
[wallaroo-0.1] [Wcalc-2.3]
[wcalc-2.4] [wedge-0.2.4]
[weeks] [win32]
[winfract] [WinNTL-5_4]
[WinNTL-5_4_1] [WinNTL-5_4_2]
[WinNTL-5_5_1] [wxMaxima]
[wxMaxima-0.7.1] [XaoS-3.2.3]
[xavier] [xblas-1.0.243]
[xblas-1.0.245] [xblas_1.0]
[xmds-1.6.6] [xnumbers]
[xrc-1.2] [xylib-0.3]
[yacas-1.0.63] [zarja-1.1.1]
[zedgraph_source_v515] [zenilib]
[zhu3d-4.2.0] [zmult-0.50]

and some of those are folders of folders like this one:

Directory of C:\math\stats

[analyzer] [apophenia-0.17]
[ASA] [autoclass-c-win] [bacc] [bali-phy-
1.9.8]
[Bayes++] [bayesass] [bfl-0.4.2] [bpl]
[cleave] [contour-0.9.9] [cppds-4.1.5] [dataplot]
[desire-4.0.1] [gmm] [gplib-0.2] [gretl-
1.6.1]
[gtoolkit-0.9.4] [javastatsoft] [ksegments] [letstat]
[libFoundation] [libham1.0] [lnr]
[macanova5.05.1]
[MasterBayes] [Matching] [mc] [mrbayes-
3.1.2]
[nlmdl] [nnstats] [oncSpectrum] [openepi]
[os4] [plotutils-2.5] [pspp-0.4.0] [qmcalc-
2.3.xp.src]
[R-2.4.1] [R-patched] [r8s1.71]
[salstat.20030911]
[scipy-0.5.2] [scythestat-1.0.1] [set1] [set2]
[set3] [simplestats-1.4.0] [smatr] [smoothSurv]
[source] [starpack] [statfacil] [statist-
1.4.1]
[StatistX-0.4.0] [statlab] t [tangara]
[test] [Tisean_3.0.1] [tmva] [tmvx]
[usode] [x8572_files]

I guess that with google at your disposal, and armed with the exact
information about what it is that you really want to do, you can easily
find a package that fits your needs precisely.

HTH