Projects

Armadillo C++ Library

Armadillo is a C++ linear algebra library (matrix maths) aiming towards a good balance between speed and ease of use. Integer, floating point and complex numbers are supported, as well as a subset of trigonometric and statistics functions. Various matrix decompositions are provided through optional ... [More] integration with LAPACK and ATLAS libraries. A delayed evaluation approach is employed (during compile time) to combine several operations into one and reduce (or eliminate) the need for temporaries. This is accomplished through recursive templates and template meta-programming. This library is useful if C++ has been decided as the language of choice (due to speed and/or integration capabilities), rather than another language like Matlab or Octave. [Less]

Incanter

Incanter is a Clojure-based, R-like statistical computing and graphics platform for the JVM. Incanter can either be used as a standalone, interactive data analysis system or embedded within other analytics systems, as a modular collection of libraries. Incanter leverages both the power of ... [More] Clojure, a dynamically-typed, functional programming language, and the rich set of libraries available on the JVM for accessing, processing, and visualizing data. At its core are the Parallel Colt numerics library, a multithreaded version of Colt, the JFreeChart charting library, the Processing visualization library, as well as several other Java and Clojure libraries. [Less]

Universal Java Matrix Package (UJMP)

The Universal Java Matrix Package (UJMP) is an open source Java library that provides sparse and dense matrix classes, as well as a large number of calculations for linear algebra like matrix multiplication or matrix inverse. Operations like mean, correlation, standard deviation, replacement of ... [More] missing values or mutual information are also supported. Matrices can be imported from and exported to a large number of file formats, also linking to JDBC databases is supported. The Universal Java Matrix Package supports multidimensional matrices as well as generic matrices with a specified object type and can also handle very large matrices even when they do not fit into memory. [Less]

Statistical Extensions to the GSL

Statistical Extensions to the GNU Scientific Library (GSL).

Low Discrepancies Module for Scilab

The goal of this toolbox is to provide a collection of low discrepancy sequences. These random numbers are designed to be used in a Monte-Carlo simulation. For example, low discrepancy sequences provide a higher convergence rate to the Monte-Carlo method when used in numerical integration. The ... [More] toolbox takes into account the dimension of the problem, i.e. generate vectors with arbitrary size. Overview of sequences * The Halton sequence, * The Sobol sequence, * The Faure sequence, * The Reverse Halton sequence of Vandewoestyne and Cools, * The Niederreiter base 2 and arbitrary base sequence. [Less]

PL/R

PL/R is a loadable procedural language that enables you to write PostgreSQL functions and triggers in the R programming language. PL/R offers most (if not all) of the capabilities a function writer has in the R language.