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