I want to do some simple statistics in C++. I'm starting out super-simple - average, standard deviation, kurtosis, moments, quantiles. Later on I might want to go in a bit deeper.
So, I'm looking for a statistics-oriented (or statistics-only) library.
- Written in C++ (or at least - C++ headers + compiled library, in which case I suppose it doesn't terribly matter if it's another language)
- C++11-aware design (of the API at least)
- Well-templated, so it doesn't force a lot of its own choices on me
- Specifically, must supports standard library containers and iterators as input (which obviously requires templating)
- Simple functionality must not require more than a few lines of code to put to use
- No weird stuff like starting auxiliary processes, parallelizing without letting me control it, bringing up interpretation engines for other languages etc.
- Libre license (incl. source of course)
- Works in GNU/Linux on x86_64 machines
- Fast to compile against
- Good performance
- Has a known "position" in the performance space vis-a-vis well-known statistics/algebra/math libraries (could even be because it uses them under the hood)
- Under active development
Note: Slightly related to this question.