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.

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

bye.

Answer 2

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:

•Discrete Uniform Distribution •Arbitrary Distribution •Bernoulli Distribution •Binomial Distribution •Geometric Distribution •Hypergeometric Distribution •Poisson Distribution •Zipf Distribution

So Binominal and Poisson included (for a complete list see this page)

Answer 3

See this SO question, or try R + rcom.

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