What is a good statistical math package for .Net?

Question

I am looking for a library that does advanced math, statistics, statistical distribution, etc..

Currently I am looking for something that does binomial and poisson distribution.

Solution 1

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.

Solution 2

.NET Framework languages C#, F# and VB.NET

ILNumerics.Net high performance, typesafe numerical array classes and functions for general math, FFT and linear algebra, aims .NET/mono, 32&64 bit, script-like syntax in C#, 2D & 3D plot controls, efficient memory management

IMSL Numerical Libraries for .NET is a set of mathematical, statistical, data mining, financial and charting classes written in C#.

Measurement Studio is an integrated suite UI controls and class libraries for use in developing test and measurement applications. The analysis class libraries provide various digital signal processing, signal filtering, signal generation, peak detection, and other general mathematical functionality.

NMath by CenterSpace Software: numerical component libraries for the .NET platform, including signal processing (FFT) classes, a linear algebra (LAPACK & BLAS) framework, and a statistics package.

suanshu.net by Numerical Method Inc.: is a large collection of numerical algorithms including linear algebra, (advanced) optimization, interpolation, Markov model, principal component analysis, time series analysis, hypothesis testing, regressions, statistics, ordinary and partial differential equation solvers, and suanshu. NLinear is a generic linear algebra toolkit in C# compatible with Silverlight.

Solution 3

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.

Solution 4

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

Solution 5

See this SO question, or try R + rcom.

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