This is a simple post listing a few of the Java statistical libraries I have used at one point or another. Google often seems to fail me when searching for libraries like these so I am hoping that this will help a few people to connect up with these useful libraries. This is just a list of the libraries I have used, I am sure it is not comprehensive.
- jMEF Library for working with mixtures of exponential families, including estimating parameters from a sample.
- JSC Java Statistical Classes. A variety of statistical functions covering combinatorics, correlation, curvefitting, descriptive statistics, distributions, regression, etc. Solid collection of basic statistical functions.
- Stochastic Simulation in Java Includes support for generating variates from various distributions, computing various statistical measures and tests, and support for Monte Carlo methods.
- Apache Commons Math A wide range of math and some statistical functionality.
- Cern’s Colt library for high performance scientific computing includes some statistical functions.
- Parallel Colt a multi-core version of Colt with added functionality, bug fixes, and some concurrency code (probably preferable to Colt for all applications now).
Here is another list of mathematical and some statistical libraries in Java: NIST Java Math List