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Libagf is a machine learning library that includes adaptive kernel density estimators using Gaussian kernels and k-nearest neighbours. Operations include statistical classification, interpolation/non-linearregression and pdf estimation. For statistical classification there is a borders training feature for creating fast and general pre-trained models that nonetheless return the conditional probabilities. Libagf also includes clustering algorithms as well as comparison and validation routines. It is written in C++.
Probe Deeper PHP will provide class libraries for simple and advanced statistical analyses, including multipleregression, forecasting, hypotheses testing, etc.