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 there are others and welcome suggestions in the comments.
- 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.