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Extreme Optimization, The Extreme Optimization Numerical Libraries for .NET are a collection of general-purpose mathematical and statistical classes built for the Microsoft .NET framework.
FoundaStat (exist a free version) , is a statistical library for Microsoft .NET platform. FoundaStat provides statistical computation capabilities to all .NET software products. It includes classes that provide capabilities to interface with the various data format, calculating descriptive statistics, correlation analysis, statistical inferences, ANOVA, and multiple regression analysis.
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Recommend an Open Source .NET Statistics Library