The Scythe Statistical Library: An Open Source C++ Library for Statistical Computation

The Scythe Statistical Library is an open source C++ library for statistical computation. It includes a suite of matrix manipulation functions, a suite of pseudo-random number generators, and a suite of numerical optimization routines. Programs written using Scythe are generally much faster than tho...

Full description

Bibliographic Details
Main Authors: Daniel Pemstein, Kevin M. Quinn, Andrew D. Martin
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2011-08-01
Series:Journal of Statistical Software
Subjects:
C++
Online Access:http://www.jstatsoft.org/v42/i12/paper
Description
Summary:The Scythe Statistical Library is an open source C++ library for statistical computation. It includes a suite of matrix manipulation functions, a suite of pseudo-random number generators, and a suite of numerical optimization routines. Programs written using Scythe are generally much faster than those written in commonly used interpreted languages, such as R and proglang{MATLAB}; and can be compiled on any system with the GNU GCC compiler (and perhaps with other C++ compilers). One of the primary design goals of the Scythe developers has been ease of use for non-expert C++ programmers. Ease of use is provided through three primary mechanisms: (1) operator and function over-loading, (2) numerous pre-fabricated utility functions, and (3) clear documentation and example programs. Additionally, Scythe is quite flexible and entirely extensible because the source code is available to all users under the GNU General Public License.
ISSN:1548-7660