Libraries of Mathematical and Statistical Routines

Statistical programs are often easier to write if you can make use of a library of routines for doing certain common operations, such as matrix inversion, or random number generation. The following libraries are available on utstat:

The NAG library

The NAG library contains many numerical routines written in Fortran by the Numerical Algorithms Group. The naghelp program provides a guide to these routines. The routines themselves are in the directory /local/src/packages/nag. All these statements appear to now be wrong!

Any others?

There are also some libraries of functions in S.

Finally, you may be able to download useful routines from the following web sites:

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