Introduction¶
StatsLib is a templated C++ library of statistical distribution functions, featuring unique compile-time computing capabilities and seamless integration with several popular linear algebra libraries.
Features
A header-only library of probability density functions, cumulative distribution functions, quantile functions, and random sampling methods.
Functions are written in C++11
constexpr
format, enabling the library to operate as both a compile-time and run-time computation engine.Designed with a simple R-like syntax.
Optional vector-matrix functionality, with wrappers to support:
Matrix-based operations are parallelizable with OpenMP.
Released under a permissive, non-GPL license.
Author: Keith O’Hara
License: Apache Version 2.0
Installation¶
StatsLib is a header-only library. Simply add the header files to your project using:
#include "stats.hpp"
The only dependency is the latest version of GCEM
Contents¶
- Distributions
- Bernoulli Distribution
- Beta Distribution
- Binomial Distribution
- Cauchy Distribution
- Chi-squared Distribution
- Exponential Distribution
- F-Distribution
- Gamma Distribution
- Inverse-Gamma Distribution
- Inverse-Gaussian Distribution
- Inverse-Wishart Distribution
- Laplace Distribution
- Log-Normal Distribution
- Logistic Distribution
- Multivariate-Normal Distribution
- Normal Distribution
- Poisson Distribution
- Rademacher Distribution
- Student’s t-Distribution
- Uniform Distribution
- Weibull Distribution
- Wishart Distribution