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RE: Recommended math/statistics library for C#

Omega1 — Tue, 10 Jan 2012 14:03:52 GMT

Hi,

And there's this:

http://www.mathdotnet.com/

Regards,

Dave

RE: Recommended math/statistics library for C#

parliament718 — Fri, 06 Jan 2012 21:06:39 GMT

Here are a few more for the record.

[url]http://www.componentsource.com/products/nmath-suite/index.html[/url]

[url]http://www.centerspace.net/blog/tag/net-math-library/[/url]

[url]http://www.cdrnet.net/projects/nmath/[/url]

RE: Recommended math/statistics library for C#

misfeldt — Sat, 02 Jan 2010 23:54:48 GMT

There's also NMath from [url=http://www.centerspace.net]CenterSpace Software[/url].

RE: Recommended math/statistics library for C#

phg — Tue, 02 Sep 2008 08:18:14 GMT

Had not heard of JuggerNet before, but that looks like a very cool tool enabling use of Java libraries. For stable libraries especially; convert once and you are all set. Neat.

RE: Recommended math/statistics library for C#

rsheftel — Mon, 01 Sep 2008 09:41:00 GMT

We used the Apache Math Commons and JuggerNET (to connect Java to C#). Works well for our needs. Has all of the basic math and stats one would need for trading (mean, standard deviation, etc).

For any slower or batch processesing, you cannot beat R (which links to C# very easily)

Probably going to try the GNU if the Apache ends up lacking.

RE: Recommended math/statistics library for C#

phg — Mon, 01 Sep 2008 08:43:34 GMT

Wow. Nice work. I see C# support is stll slim (or pricey): just 2 free libraries. If you (or anyone) picks one of these to experiment with it would be nice to hear about your experience.

RE: Recommended math/statistics library for C#

rsheftel — Sun, 31 Aug 2008 10:11:26 GMT

After much investigation and googling I found the following:

http://www.gnu.org/software/gsl/

http://www.extremeoptimization.com/

http://www.alglib.net/

http://www.sciencecode.com/

http://www.nag.co.uk/netdevelopers.asp

http://root.cern.ch/

http://ta-lib.org/

And if you want to bridge C#<>Java

http://commons.apache.org/math/

And this was a useful site for searching:

http://commons.apache.org/math/userguide/index.html

RE: Recommended math/statistics library for C#

billb — Tue, 19 Aug 2008 19:05:17 GMT

I'm a little green in the arena as well, but some folks I've talked to still like MatLab. They allegedly have COM interfaces, so it can be used with RightEdge.

RE: Recommended math/statistics library for C#

phg — Tue, 19 Aug 2008 19:03:03 GMT

Good question. I am not aware of open source libraries, but commercially there is http://www.extremeoptimization.com/ . I have not used any of their stuff and know nothing about it.

Recommended math/statistics library for C#

rsheftel — Tue, 19 Aug 2008 16:07:21 GMT

As I transition to C# as part of moving to RightEdge, I wanted to get people's recommendations for a good all purpose math-statistics library in C#. I have used R in the past for statistics work, and it is great and seems market standard. For financial math I use FinCAD.

I am looking for the equivalent of a standard math-statistics package for C# to use with RightEdge. Any and all suggestions are welcome. I have run across http://www.gnu.org/software/gsl/ the GNU Statistical Library, but before I commit to something I wanted to get people's suggestions.