Anyone know of a good statistics library for C? I'm looking for something that is commonly used and not a small project. EDIT: must be free!
gsl (http://www.gnu.org/software/gsl/) is widely available, portable, and has a lot of nice functionality.
Statistics are frequently done in other languages, but some of those languages will be callable from C. I'd recommend looking at R and Octave; the latter is an open source Matlab work-alike. Both are programming languages in their own right, but many other languages can be called from C.
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