statistical tests & psuedo- random number generators (RNGs, PRNGs)
C++ Statistical ToolKit
Mathematical & engineering components for software development
OpenM++: open source microsimulation platform
A Univariate Time Series Analysis package in ANSI C
Synchronous Petri Nets' emulator
Library for optimization using a genetic algorithm or particle swarms
Learning Stochastic Discrete Event Systems
A Multivariate Distributions Package for C++
Qt-based C++ GUI programming interface to R