https://github.com/jchristopherson/fstats
A modern Fortran statistical library.
https://github.com/jchristopherson/fstats
allan-variance anova bootstrap design-of-experiments distributions experimental-design hypothesis-testing interpolation levenberg-marquardt lowess markov-chain-monte-carlo mcmc-sampler metropolis-hastings multivariate regression sampling-distribution special-functions statistical-testing statistics
Last synced: 18 days ago
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A modern Fortran statistical library.
- Host: GitHub
- URL: https://github.com/jchristopherson/fstats
- Owner: jchristopherson
- License: gpl-3.0
- Created: 2022-12-21T13:24:06.000Z (almost 3 years ago)
- Default Branch: main
- Last Pushed: 2025-08-20T18:52:40.000Z (about 2 months ago)
- Last Synced: 2025-08-20T20:52:30.892Z (about 2 months ago)
- Topics: allan-variance, anova, bootstrap, design-of-experiments, distributions, experimental-design, hypothesis-testing, interpolation, levenberg-marquardt, lowess, markov-chain-monte-carlo, mcmc-sampler, metropolis-hastings, multivariate, regression, sampling-distribution, special-functions, statistical-testing, statistics
- Language: Fortran
- Homepage:
- Size: 5.29 MB
- Stars: 15
- Watchers: 3
- Forks: 2
- Open Issues: 1
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# fstats
FSTATS is a modern Fortran statistical library containing routines for computing basic statistical properties, hypothesis testing, regression, special functions, and even experimental design.
## Status
[](https://github.com/jchristopherson/fstats/actions/workflows/cmake.yml)
[](https://github.com/jchristopherson/fstats/actions)
## Building FSTATS
[CMake](https://cmake.org/)This library can be built using CMake. For instructions see [Running CMake](https://cmake.org/runningcmake/).
[FPM](https://github.com/fortran-lang/fpm) can also be used to build this library using the provided fpm.toml.
```txt
fpm build
```
The FSTATS library can be used within your FPM project by adding the following to your fpm.toml file.
```toml
[dependencies]
fstats = { git = "https://github.com/jchristopherson/fstats" }
```
## Documentation
Documentation can be found [here](https://jchristopherson.github.io/fstats/).
## External Libraries
Here is a list of external code libraries utilized by this library. The CMake build script will include these dependencies automatically; however, it is highly recommended that an optimized BLAS and LAPACK already reside on your system for best performance (used by LINALG for linear algebra calculations).
- [FERROR](https://github.com/jchristopherson/ferror)
- [LINALG](https://github.com/jchristopherson/linalg)
- [COLLECTIONS](https://github.com/jchristopherson/collections)
## Capabilities
- Descriptive Statistics
- Hypothesis Testing
- ANOVA
- Regression
- Bootstrapping
- Sampling
- Special Functions
- Allan Variance
- Smoothing
- Experimental Design
- Markov Chain Monte Carlo
- Interpolation