Wednesday, May 30, 2007

Scythe Statistical Library

The Scythe Statistical Library is an open source C++ library for statistical computation, written by Daniel Pemstein (University of Illinois), Kevin M. Quinn (Harvard University), and Andrew D. Martin (Washington University). 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 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. We provide ease of use 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.

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