What is a good statistical math package for .Net? [closed]

Answer 1

You can try

• 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.

Other links

Recommend an Open Source .NET Statistics Library

Answer 2

Take a look at suanshu.net. It is free. It is probably the most comprehensive stat library available for C# math.

Answer 3

MathDotNet should have the functions you are looking for, although it may be a bit of overkill depending on how much functionality you need. It offers:

• Bernoulli
• Beta
• Binomial
• Categorical
• Cauchy
• Chi
• Chi Square
• Continuous Uniform
• Conway Maxwell Poisson
• Dirichlet
• Discrete Uniform
• Erlang
• Exponential
• etc.... (about 3x more on the list)

For a complete list see this page.

Answer 4

You should look at CenterSpace Software's .NET stats package. We have binomial and poisson distributions, their CDF, and inverses (which can be a pain to accurately calculate.).

The Stats package offers high performance classes for:

1. Clustering / K-Means clustering
2. A wide variety of probability distributions and CDF's and inverse CDF's - including specifically binomial and poisson.
3. Hypothesis Testing.
4. Non-negative matrix factorization.
5. Partial Least Squares.
6. Regression (Linear, Anova, QR, SVD, and more).
7. Principle Component Analysis.

Paul

CenterSpace Software

Answer 5

Math.NET Numerics is a pretty good open source library for .NET. According to its site:

Numerics is the numerical foundation of the Math.NET project, aiming to provide methods and algorithms for numerical computations in science, engineering and every day use. Covered topics include special functions, linear algebra, probability models, random numbers, interpolation, integral transforms and more.

If commercial library is an acceptable choice for you there are several of them I can recommend.

1. NMath Stats from CenterSpace Software is a good choice. This library is specially designed for statistical computing and it is promised to be very efficient.
2. FinMath is rather new but promising library. It contains a lot of statistical distributions, routines for computing descriptive statistics, a few variants of least squares data fitting algorithms (OLS, GLS etc.), PCA, ICA and other implementations of various algorithms and techniques.

Answer 6

See this SO question, or try R + rcom.