I'm working mostly in Visual Studio, but other libraries or code
snippets are welcome. It would nice just to call the function
NormalDist or whatever.
Where can I find good, fast approximations to such Statistical
functions as are commonly found in spreadsheets. I am mostly
interested in rounding points for integer or rational approximations,
but the floating point equivalents will do well.
It is not clear what you want.
Do you want to perform calculations like standard deviation on a vector
of data points?
If you want to do normal distribution calculations, then the Cephes
collection will do what you want. If so, then poke around here a bit:
http://www.moshier.net/
There are fancy-pants packages that will do every statistical
calculation you can imagine.
There is R, and S, Pari/GP, bc, scilab, magma, octave, etc.
Here are some folders of various math packages I have collected:
[aafft] [agg-2.5]
[aks] [alfont]
[alglib] [algoview]
[algsamp] [amaths]
[amlpp-0.1.0] [angel]
[Apecs] [apfloat]
[api] [arageli]
[aribas] [aribas-1.62]
[armadillo-0.4.0] [armadillo-0.6.8]
[arprec] [arprec-2.1.100]
[arprec-2.1.101] [arprec-2.1.103-windll]
[arprec-2.1.99-win] [arprec-2.2.0-pre2-windll]
[arprec-2.2.1-windll] [arprec-2.2.2]
[ASA] [astronomy]
[asymptote] [ATLAS]
[axelvogt] [axiom]
[axon] [Basigra]
[bbigfloatmod1] [bbnum-080717]
[bc-1.06] [benchfft-3.1]
[benchmark] [bigdigits]
[bigint-2-0-src] [BigMath-20080428-1]
[bigmul] [BigNumVB]
[bnc-0.6b] [bond]
[Bootstrap] [Burkard]
[Burkardt] [c-graph]
[c2vcg-1.0b3] [CALC]
[calc-2.12.4.0] [calendar]
[cbignum] [ccc]
[ccmath-2.2.1] [cdg0egv]
[cdg0gv] [Central]
[cfft] [chassaing]
[CHOLMOD] [CImg-1.3.0]
[CLAPACK-3.1.1-VisualStudio] [clippoly-pl11]
[cln-1.1.13] [cln-1.2.2]
[cml-1_0_0] [cola.interop]
[compare] [Complex]
[complexbessel] [ComplexDelphi]
[ComputationalGeometry] [core_v1.8]
[cost_of_geometric_computing] [cpg]
[cppad-20080605] [cpp_stat]
[crbond] [crlibm-1.0beta1]
[crlibm-1.0beta2] [Cryptopp]
[csd] [csharpbigint]
[CVector-1.0.1] [cxsc]
[cxsc-src] [dae]
[DASPK] [daspk3p1p1]
[dassl] [decimal]
[decNumber] [decNumberClass]
[dectest] [dectest0]
[deintegrate] [Dependencies]
[devflow] [dfpal]
[dft] [dieharder]
[diffeq] [dist]
[dlib-17.15] [dlib-17.18]
[doc] [double_exponential_quadrature]
[dSFMT-src-1.2.1] [dynamics]
[dysii-1.4.0] [dysii-doublewell-1.0.0]
[dysii-toy-1.0.0] [ecm-6.0.1]
[ecm-6.2.1] [ecm-6.2.2]
[ecm-6.2.3] [edmonds-alg-1.1.0]
[EGlib] [endlos]
[eppstein] [etc]
[examples5_0] [exflib-src-20060801]
[extnum] [factor]
[factoring] [fad]
[faif] [fastalg]
[fci] [fdr]
[fermilab] [FewDigits]
[FFFF323-src] [Fflas_Ffpack]
[fft] [fftdemo]
[FFTGraf] [fftw-3.1.2]
[fftw-3.1.3] [fftw-3.2]
[fftw-3.2.1] [fftw-3.2alpha3]
[filibpp] [filibsrc]
[fityk-0.8.6] [fixedbiginteger]
[fi_lib] [FLENS-RC1]
[flint-1.1] [flint-1.2]
[flint-1.5.0] [fltk-1.3.x-r6767]
[for] [ford-fulke]
[fortran] [fps-1.1]
[fpverify] [Fractals]
[fractint] [fxt]
[G3D] [gamma]
[GC] [gcwsieve]
[gd-2.0.35] [gdchart0.11.5dev]
[genfft] [genfft-k7]
[genial-2.1.0] [genial-2.1.0-vc9-sse2]
[genial-2.1.0-vc9-sse3] [genial-2.1.0-vc9-sse3-mt]
[genius-1.0.3] [gfft-0.11]
[ggnfs] [giantint]
[gimps] [glucas-2.9.2-20080916]
[gmp] [gmp-4.2.1]
[gmp-4.2.2] [gmp-4.2.4]
[gmp-pi-x86win] [gmpbench-0.1]
[gmpbench-0.2] [gmpfrxx]
[gmtl-0.4.12] [gnfs]
[gnuplot] [gnuplot-4.2.0]
[goblin.2.8b15] [goblin.2.8b27]
[gorgon] [GotoBLAS]
[graphics] [graphlib-1.0]
[graphsource] [gsl-1.11]
[gsl-1.9] [HandyMathLib]
[hfloat] [HIntLib-0.0.13]
[hodgepodge] [hpalib]
[hpgamma] [hyp2f1]
[hyp2f1_simple] [hyperg]
[hypergeometric] [i-sight]
[IDAMS] [igraph-0.3.3]
[ImageLib-0.0.6] [ImageMagick-6.4.1]
[imath-1.11] [imath-1.12]
[imath-1.13] [imath-1.14]
[imkit] [iml]
[intde] [interval]
[intx] [irrlicht-1.5]
[isPrime] [jacobi]
[JAME_6_0_RC3] [jmath]
[jmp] [JTransforms]
[kernel] [kiss_fft_v1_2_8]
[koolplot] [l]
[LADR-Oct-2007] [Lambert]
[lapack-3.1.1] [lapackpp-2.5.3]
[LargeInt] [lass-1.2.0]
[lass-1.2.1] [lenstra]
[LerchDistribution] [lerchphi]
[letstat] [libapmath-1.2]
[libbench2] [libcat-1.0]
[libContinuedFraction-0.5.0] [libEasyval-0.8.1]
[libfplll-3.0.7] [libfpx-1.3.0]
[libmcr] [libmetric-2006-03-01]
[libmplite-0.6.1] [libnav-0.2]
[libqalculate-0.9.6] [libRational-0.1.9b]
[libRational-0.3.0] [libSpecialValue-0.5.0]
[libtai-0.60] [libtom]
[libtomcrypt] [libtomcrypt-1.16]
[libtomcrypt-1.17] [libtomfloat-0.02]
[libtommath] [libtommath-0.39]
[libtommath-0.41] [libtomnet-0.06]
[libtompoly-0.04] [lidia-2.2.0]
[linbox-1.1.2] [lmfit]
[loki-0.1.7] [lp]
[lp_solve_5.5] [m4]
[macanova5.05.1] [mailman]
[man-eng-scilab-4.1] [manco]
[ManpWIN] [mapm]
[Mathemagix-0.4] [mathlib]
[mathmp] [matmul]
[Maxima-5.11.0] [maxima-5.13.99rc1]
[maxima-5.18.1] [mcsoftware]
[megapi_v0.2_src] [mehlhorn]
[mers] [mersenne]
[mesch12b] [metaprogramming]
[metis] [metis-4.0]
[mfloat] [Mint]
[mira-2041-i686-Cygwin] [miracl]
[Mlucas_src] [mnt]
[more64bit] [more_digits]
[moto_fft] [mpack-0.0.9]
[mpc] [mpc-0.4.6]
[mpc-0.5] [mpc-0.5.2]
[mpc-0.6] [mpdist]
[mpfi-1.3.4-RC3] [mpfr]
[mpfr-2.2.1] [mpfr-2.3.0]
[mpfr-2.3.2] [mpfr-2.4.1]
[mpfrcpp] [mpfrcpp-1.2.0]
[mpfrcpp-1.4.2] [mpfrcx-0.1]
[mpfrpp] [mpfrstuff]
[mpfs-0.9] [mpi-1.8.6]
[mpigmp] [mpir]
[mpir-1.2] [mpir-1.3.0]
[mpirbench] [mpmath-0.10]
[mpmath-0.9] [mpqs-0.1]
[mpreal] [msieve-1.37]
[msieve-1.39] [msieve-1.41]
[mt] [mtxfx]
[MultiprecisionFP] [multisieve]
[mul_fft-4.2.1.1] [mymath]
[mysql-udf] [na]
[ncieee] [netron]
[newsource] [nist]
[nll-0.05] [nll-0.06]
[novas] [ntpg]
[Numerical Differential] [Numerical Preliminaries]
[numerical _simulations] [numerix-2.0]
[nurbsR2006b] [octave]
[Ode] [ode10joint]
[ofeli] [ogata]
[ogre] [ooura]
[opbdp-1.1.3] [openfgw]
[openpfgw_dev] [openpfgw_dev2a]
[openpfgw_v12] [opentheory]
[opentk-0.9.7] [opsuperlib]
[opt] [optalg]
[orbit] [orthopol]
[oscilib] [pari-2.3.4]
[pari-2.4.0.alpha] [pari-2.4.2.alpha]
[pari-snapshot] [ParkBench]
[pastis] [pate]
[PBLL] [pde]
[pdf] [PEplot-0.3.1-eng]
[phevolo] [PHiPAC]
[pi] [pierre]
[pigale] [piologie]
[PlibC-0.1.4] [ppsiqs]
[preccalc] [precision]
[prime] [prime95]
[primedb-0.6.0.beta1] [PRIMES]
[primetest] [prng]
[prob] [Profil-2.0.6]
[pr_prob] [pspp-0.6.1]
[qd] [qd-2.2.0]
[qd-2.2.4-windll] [qd-2.2.5]
[qd-2.2.6] [qd-2.3.0-pre5-windll]
[qd-2.3.4-windll] [qd-2.3.7]
[qd-win-2.1.19] [QHQ++]
[qs30] [qsieve-3.02]
[quadpack] [quickplot-0.8.15]
[R] [R-2.6.1]
[R-2.6.2] [ralice]
[rand] [rb]
[rdft] [Real-Time Toolkit]
[RealLib] [reduce-algebra-20090414]
[reodft] [roberson]
[romberg] [roots]
[rvms] [s-dist]
[sallcode] [Samples]
[sas] [save]
[sba-1.2] [scalapack-1.8.0]
[sci] [SciEng]
[scilab-4.1] [scilab-4.1.2]
[scilab-5.0.3] [scpl]
[scslib-1.4.1] [SDistribution]
[Seldon-2009-02-17] [SFMT-src-1.3.3]
[shaw] [siag]
[sieve] [simd]
[sinc] [sl-5.4.13]
[slfcfd-1.2] [slffea-1.5]
[slfmesh-1.5] [slmath]
[snifflib] [socr]
[SoftFloat-2b] [sol]
[source] [sparselib_1_6]
[specfun] [spexs_0.1.07]
[statlib] [stats]
[stefan] [stems]
[strassen] [sts-2.0]
[SuiteSparse] [sundials-2.3.0]
[SuperLU_3.0] [SuperLU_3.1]
[SuperLU_4.0] [SuperLU_DIST_2.2]
[SuperLU_DIST_2.3] [SuperLU_MT_2.0]
[support] [susa]
[SVDPACK] [swordfish]
[symplectic]
[taoframework-2.1.0] [templateMath]
[threads] [tierazon]
[tifammy] [time]
[tinymath] [tmp]
[tmv0.62] [toms]
[tomsfastmath-0.10] [tomsfastmath-0.12]
[tools] [trilinos-9.0.1]
[trilinos-9.0.3] [trnicely]
trunk.tar[1] [tsp]
[ttmath-0.8.2] [ttmath-0.8.3]
[ttmath-0.8.4] [ubasic]
[ubasic-0.1] [UMFPACK]
[ump-0.8.6] [units-1.4.17]
[usr] [utils]
[vBigDSP] [vBigNum]
[wallaroo-0.1] [Wcalc-2.3]
[wcalc-2.4] [wedge-0.2.4]
[weeks] [win32]
[winfract] [WinNTL-5_4]
[WinNTL-5_4_1] [WinNTL-5_4_2]
[WinNTL-5_5_1] [wxMaxima]
[wxMaxima-0.7.1] [XaoS-3.2.3]
[xavier] [xblas-1.0.243]
[xblas-1.0.245] [xblas_1.0]
[xmds-1.6.6] [xnumbers]
[xrc-1.2] [xylib-0.3]
[yacas-1.0.63] [zarja-1.1.1]
[zedgraph_source_v515] [zenilib]
[zhu3d-4.2.0] [zmult-0.50]
and some of those are folders of folders like this one:
Directory of C:\math\stats
[analyzer] [apophenia-0.17]
[ASA] [autoclass-c-win] [bacc] [bali-phy-
1.9.8]
[Bayes++] [bayesass] [bfl-0.4.2] [bpl]
[cleave] [contour-0.9.9] [cppds-4.1.5] [dataplot]
[desire-4.0.1] [gmm] [gplib-0.2] [gretl-
1.6.1]
[gtoolkit-0.9.4] [javastatsoft] [ksegments] [letstat]
[libFoundation] [libham1.0] [lnr]
[macanova5.05.1]
[MasterBayes] [Matching] [mc] [mrbayes-
3.1.2]
[nlmdl] [nnstats] [oncSpectrum] [openepi]
[os4] [plotutils-2.5] [pspp-0.4.0] [qmcalc-
2.3.xp.src]
[R-2.4.1] [R-patched] [r8s1.71]
[salstat.20030911]
[scipy-0.5.2] [scythestat-1.0.1] [set1] [set2]
[set3] [simplestats-1.4.0] [smatr] [smoothSurv]
[source] [starpack] [statfacil] [statist-
1.4.1]
[StatistX-0.4.0] [statlab] t [tangara]
[test] [Tisean_3.0.1] [tmva] [tmvx]
[usode] [x8572_files]
I guess that with google at your disposal, and armed with the exact
information about what it is that you really want to do, you can easily
find a package that fits your needs precisely.
HTH
