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Does anybody know of any good and free statistics libraries for .Net?
I am working on calculating T-Tests, which I have written a formula to calculate, although now I need a formula for the p-value, which is a little more complex, and not being a statistician, has me a little lost.
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The p-value is a number, calculated from a statistical test, that describes how likely you are to have found a particular set of observations if the null hypothesis were true. P-values are used in hypothesis testing to help decide whether to reject the null hypothesis.
1. P-values can indicate how incompatible the data are with a specified statistical model. 2. P-values do not measure the probability that the studied hypothesis is true, or the probability that the data were produced by random chance alone.
Significance (p-value) is the probability that we reject the null hypothesis while it is true. Power is the probability of rejecting the null hypothesis while it is false.
I suggest you look at the Math.NET project. It supports various distributions, but I don't know if it has t-tests and p-values.
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Meta.Numerics has a lot of statistical functionality. It supports t-tests (one sample, two sample, paired), as well as Mann-Whitney and sign tests (non-parameteric alternatives to t-tests), and ANOVA (a t-test extended to more than two samples) and Kruskal-Wallis (a non-parameteric alternative to the ANOVA). And yes, it reports back a P-value with all tests.
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Since version 4 the .NET libraries include the StatisticFormula class which provides T-Tests. This class is available in the namespaces System.Web.UI.DataVisualization.Charting and System.Windows.Forms.DataVisualization.Charting
Link to documentation and usage:
TTestResult result = Chart1.DataManipulator.Statistics.TTestUnEqualVariances(0.2, 0.05, "Series1", "Series2");
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