Java Statistics Package? (Markov Chains and advanced distributions)

Question

Hi guys, I'm having trouble searching for a decent Java library that provides Markov chains, and other advanced distributions (as in, statistics).

I've found http://sourceforge.net/projects/hydra-mcmc/ on source forge, and it looks somewhat useable, but does anyone know / use a more up-to-date package? (Haven't really have a trove through this package, but one would assume a more well maintained package would be desirable).

Anyone able to make a suggestion?

Answer 1

It is not a library per say, but it can give you some pointers:

Java-mcmc introduced some sophisticated applets illustrating:

• Common Metropolis-Hastings algorithms
• Coupling constructions for Markov chains

The source code for this web demo of Markov Chain Monte Carlo (MCMC) is available here.

Other similar projects are listed there.

Answer 2

You can try to interface with R (r-project.org) in the same way that http://jgr.markushelbig.org/JGR.html uses Java to access the R-Language.