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:

• STL Vectors (std::vector)

• Armadillo

• Blaze

• Eigen

• Matrix-based operations are parallelizable with OpenMP.

• Released under a permissive, non-GPL license.

Author: Keith O’Hara

License: Apache Version 2.0

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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

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Contents

Guide

• Syntax
• RNG Seeding
• Compile-time Functionality
• Compiler Options
• Examples and Tests
  • Examples
  • Test suite

API

• 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