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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.
A C library to handle compositional (=closed) data, like proportions.
Inspired by Aitchison 2003 (http://www.amazon.com/The-Statistical-Analysis-Compositional-Data/dp/1930665784/) this library aims to make compositional data analysis rigorously.