Statistics Toolbox for .NET (C# and Visual Basic)

ILNumerics offers a range of statistical functions and distributions to extend the computing capability out of the box. Click on the name of a function in order to go to the corresponding API documentation.

Statistics Functions
Method name	Short description
cov	Calculates the covariance matrix or variance of a vector.
median	Calculates median along the specified dimension of an array.
mvnpdf	Calculates the probability density function for a multivariate normal random distribution.
mvnrnd	Chooses samples from a multivariate random distribution.
randperm	Creates a random permutation of integers.
std	Calculates the standard deviation for values in an array.
var	Calculates the variance along the specified dimension of an array.
nansum	Sums the elements along first non singleton dimension ignoring NaN values.
nanmean	Mean of array along specified dimension ignoring NaN values.
hist	Calculates the histogram of the given samples.
histn	Calculates the normalized (with the number of the samples) histogram of the given samples.
histc	Calculates the cumulated histogram of the given samples.
histnc	Calculates the normalized (with the number of the samples) cumulated histogram of the given samples.

Furthermore, the following Distributions are offered as unique classes, with their methods and properties:

Distributions
Distribution	Short description
Chi	Continuous Univariate Chi distribution.
ChiSquare	Continuous Univariate Chi-Squared distribution.
Hypergeometric	Discrete Univariate Hypergeometric distribution.
LogNormal	Continuous Univariate Log-Normal distribution.
Normal	Normal or Gaussian distribution.
Student	Continuous Univariate Student's T-distribution.