Mersenne Twister
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Mersenne Twister
The Mersenne Twister is a general-purpose pseudorandom number generator (PRNG) developed in 1997 by and . Its name derives from the fact that its period length is chosen to be a Mersenne prime. The Mersenne Twister was designed specifically to rectify most of the flaws found in older PRNGs. The most commonly used version of the Mersenne Twister algorithm is based on the Mersenne prime 2^-1. The standard implementation of that, MT19937, uses a 32-bit word length. There is another implementation (with five variants) that uses a 64-bit word length, MT19937-64; it generates a different sequence. Application Software The Mersenne Twister is used as default PRNG by the following software: * Programming languages: Dyalog APL, IDL, R, Ruby, Free Pascal, PHP, Python (also available in NumPy, however the default was changed to PCG64 instead as of version 1.17),, CMU Common Lisp, Embeddable Common Lisp, Steel Bank Common Lisp, Julia (up to Julia 1.6 LTS, still available in lat ...
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Pseudorandom Number Generator
A pseudorandom number generator (PRNG), also known as a deterministic random bit generator (DRBG), is an algorithm for generating a sequence of numbers whose properties approximate the properties of sequences of random numbers. The PRNG-generated sequence is not truly random, because it is completely determined by an initial value, called the PRNG's ''seed'' (which may include truly random values). Although sequences that are closer to truly random can be generated using hardware random number generators, ''pseudorandom number generators'' are important in practice for their speed in number generation and their reproducibility. PRNGs are central in applications such as simulations (e.g. for the Monte Carlo method), electronic games (e.g. for procedural generation), and cryptography. Cryptographic applications require the output not to be predictable from earlier outputs, and more elaborate algorithms, which do not inherit the linearity of simpler PRNGs, are needed. Good statist ...
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Julia (programming Language)
Julia is a high-level, dynamic programming language. Its features are well suited for numerical analysis and computational science. Distinctive aspects of Julia's design include a type system with parametric polymorphism in a dynamic programming language; with multiple dispatch as its core programming paradigm. Julia supports concurrent, (composable) parallel and distributed computing (with or without using MPI or the built-in corresponding to "OpenMP-style" threads), and direct calling of C and Fortran libraries without glue code. Julia uses a just-in-time (JIT) compiler that is referred to as "just- ahead-of-time" (JAOT) in the Julia community, as Julia compiles all code (by default) to machine code before running it. Julia is garbage-collected, uses eager evaluation, and includes efficient libraries for floating-point calculations, linear algebra, random number generation, and regular expression matching. Many libraries are available, including some (e.g., for fast Fo ...
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Maple (software)
Maple is a symbolic and numeric computing environment as well as a multi-paradigm programming language. It covers several areas of technical computing, such as symbolic mathematics, numerical analysis, data processing, visualization, and others. A toolbox, MapleSim, adds functionality for multidomain physical modeling and code generation. Maple's capacity for symbolic computing include those of a general-purpose computer algebra system. For instance, it can manipulate mathematical expressions and find symbolic solutions to certain problems, such as those arising from ordinary and partial differential equations. Maple is developed commercially by the Canadian software company Maplesoft. The name 'Maple' is a reference to the software's Canadian heritage. Overview Core functionality Users can enter mathematics in traditional mathematical notation. Custom user interfaces can also be created. There is support for numeric computations, to arbitrary precision, as well as symbolic ...
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Scilab
Scilab is a free and open-source, cross-platform numerical computational package and a high-level, numerically oriented programming language. It can be used for signal processing, statistical analysis, image enhancement, fluid dynamics simulations, numerical optimization, and modeling, simulation of explicit and implicit dynamical systems and (if the corresponding toolbox is installed) symbolic manipulations. Scilab is one of the two major open-source alternatives to MATLAB, the other one being GNU Octave. Scilab puts less emphasis on syntactic compatibility with MATLAB than Octave does, but it is similar enough that some authors suggest that it is easy to transfer skills between the two systems. Introduction Scilab is a high-level, numerically oriented programming language. The language provides an interpreted programming environment, with matrices as the main data type. By using matrix-based computation, dynamic typing, and automatic memory management, many numerical probl ...
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SageMath
SageMath (previously Sage or SAGE, "System for Algebra and Geometry Experimentation") is a computer algebra system (CAS) with features covering many aspects of mathematics, including algebra, combinatorics, graph theory, numerical analysis, number theory, calculus and statistics. The first version of SageMath was released on 24 February 2005 as free and open-source software under the terms of the GNU General Public License version 2, with the initial goals of creating an "open source alternative to Magma, Maple, Mathematica, and MATLAB". The originator and leader of the SageMath project, William Stein, was a mathematician at the University of Washington. SageMath uses a syntax resembling Python's, supporting procedural, functional and object-oriented constructs. Development Stein realized when designing Sage that there were many open-source mathematics software packages already written in different languages, namely C, C++, Common Lisp, Fortran and Python. Rather tha ...
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Stata
Stata (, , alternatively , occasionally stylized as STATA) is a general-purpose statistical software package developed by StataCorp for data manipulation, visualization, statistics, and automated reporting. It is used by researchers in many fields, including biomedicine, epidemiology, sociology and science. Stata was initially developed by Computing Resource Center in California and the first version was released in 1985. In 1993, the company moved to College Station, TX and was renamed Stata Corporation, now known as StataCorp. A major release in 2003 included a new graphics system and dialog boxes for all commands. Since then, a new version has been released once every two years. The current version is Stata 17, released in April 2021. Technical overview and terminology User interface From its creation, Stata has always employed an integrated command-line interface. Starting with version 8.0, Stata has included a graphical user interface based on Qt framework which uses m ...
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Gretl
gretl is an open-source statistical package, mainly for econometrics. The name is an acronym for ''G''nu ''R''egression, ''E''conometrics and ''T''ime-series ''L''ibrary. It has both a graphical user interface (GUI) and a command-line interface. It is written in C, uses GTK+ as widget toolkit for creating its GUI, and calls gnuplot for generating graphs. The native scripting language of gretl is known as hansl (see below); it can also be used together with TRAMO/SEATS, R, Stata, Python, Octave, Ox and Julia. It includes natively all the basic statistical techniques employed in contemporary Econometrics and Time-Series Analysis. Additional estimators and tests are available via user-contributed ''function packages'', which are written in hansl. gretl can output models as LaTeX files. Besides English, gretl is also available in Albanian, Basque, Bulgarian, Catalan, Chinese, Czech, French, Galician, German, Greek, Italian, Polish, Portuguese (both varieties), Romanian, Rus ...
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GAUSS (software)
GAUSS is a matrix programming language for mathematics and statistics, developed and marketed by Aptech Systems. Its primary purpose is the solution of numerical problems in statistics, econometrics, time-series, optimization and 2D- and 3D-visualization. It was first published in 1984 for MS-DOS and is available for Linux, macOS and Windows. Examples * GAUSS has several Application Modules as well as functions in its Run-Time Library (i.e., functions that come with GAUSS without extra cost) ** Qprog – Quadratic programming ** SqpSolvemt – Sequential quadratic programming ** QNewton - Quasi-Newton unconstrained optimization ** EQsolve - Nonlinear equations solver GAUSS Applications A range of toolboxes are available for GAUSS at additional cost. See also * List of numerical-analysis software * Comparison of numerical-analysis software The following tables provide a comparison of numerical-analysis software. Applications General Operating system support ...
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Computational Statistics (journal)
''Computational Statistics'' is a quarterly peer-reviewed scientific journal that publishes applications and research in the field of computational statistics, as well as reviews of hardware, software, and books. According to the ''Journal Citation Reports'', the journal has a 2012 impact factor of 0.482. It was established in 1986 as ''Computational Statistics Quarterly'' and obtained its current title in 1992. The journal is published by Springer Science+Business Media and the editor-in-chief is Yuichi Mori (Okayama University of Science). See also *List of statistics journals This is a list of scientific journals published in the field of statistics. Introductory and outreach *''The American Statistician'' *'' Significance'' General theory and methodology *''Annals of the Institute of Statistical Mathematics'' *''An ... References External links * Computational statistics journals Quarterly journals English-language journals {{compu-journal-stub ...
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Microsoft Excel
Microsoft Excel is a spreadsheet developed by Microsoft for Microsoft Windows, Windows, macOS, Android (operating system), Android and iOS. It features calculation or computation capabilities, graphing tools, pivot tables, and a macro (computer science), macro programming language called Visual Basic for Applications (VBA). Excel forms part of the Microsoft Office suite of software. Features Basic operation Microsoft Excel has the basic features of all spreadsheets, using a grid of ''cells'' arranged in numbered ''rows'' and letter-named ''columns'' to organize data manipulations like arithmetic operations. It has a battery of supplied functions to answer statistical, engineering, and financial needs. In addition, it can display data as line graphs, histograms and charts, and with a very limited three-dimensional graphical display. It allows sectioning of data to view its dependencies on various factors for different perspectives (using ''pivot tables'' and the ''sce ...
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GNU Scientific Library
The GNU Scientific Library (or GSL) is a software library for numerical computations in applied mathematics and science. The GSL is written in C; wrappers are available for other programming languages. The GSL is part of the GNU Project and is distributed under the GNU General Public License. Project history The GSL project was initiated in 1996 by physicists Mark Galassi and James Theiler of Los Alamos National Laboratory.GSL homepage
They aimed at writing a modern replacement for widely used but somewhat outdated Fortran libraries such as . They carried out the overall design and wrote early modules; with that ready they recruited other scientists ...
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GNU Octave
GNU Octave is a high-level programming language primarily intended for scientific computing and numerical computation. Octave helps in solving linear and nonlinear problems numerically, and for performing other numerical experiments using a language that is mostly compatible with MATLAB. It may also be used as a batch-oriented language. As part of the GNU Project, it is free software under the terms of the GNU General Public License. History The project was conceived around 1988. At first it was intended to be a companion to a chemical reactor design course. Full development was started by John W. Eaton in 1992. The first alpha release dates back to 4 January 1993 and on 17 February 1994 version 1.0 was released. Version 7.1.0 was released on Apr 6, 2022. The program is named after Octave Levenspiel, a former professor of the principal author. Levenspiel was known for his ability to perform quick back-of-the-envelope calculations. Development history Developments In addition ...
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