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Statistics modules in Perl Data Language, with a quick-start guide for non-PDL people. They make the PDL shell work like R, but with PDL threading (fast automatic iteration) of procedures including t-test, linear regression, and k-means clustering.
Simple console program intended for factor or principal components analysis. It calculates the optimal number of factors using the Horn's parallel analysis, computes the Kaiser-Meyer-Olkin and a few other measures of sampling adequacy.