apophenia

Apophenia is an open statistical library for working with data sets and statistical or simulation models. It provides functions on the same level as those of the typical stats package (such as OLS, probit, or singular value decomposition) but gives the user more flexibility to be creative in model-building. Being in C, it is often an order of magnitude faster when searching for optima or running MCMC chains. The core functions are written in C, but experience has shown them to be easy to bind to Python/Julia/Perl/Ruby/&c.

http://apophenia.info/gentle.html provides an overview of the basics of using the library. If you want to know more about the package, see the web site, http://apophenia.info, or have a look at the textbook from Princeton University Press that coevolved with Apophenia, downloadable from http://modelingwithdata.org .

The quick summary for installation:

∙ The library depends on the GNU Scientific Library and SQLite3. If you are using a system with a package manager of some sort, there is certainly a package for them. Be sure to include both the main package and the lib-, -dev, or -devel package. Sample package manager calls:

sudo apt-get install make gcc libgsl0-dev libsqlite3-dev 

or
sudo yum install make gcc gsl-devel libsqlite3x-devel
or
sudo pacman -S make gcc gsl sqlite

∙ The prebuilt package, that has only basic prerequisites (no Autotools or m4) can be downloaded from another Git branch:

#Download the zip file, via wget or your preferred downloading method:
wget https://github.com/b-k/Apophenia/archive/pkg.zip

#unzip and build
unzip pkg.zip
cd Apophenia-pkg
./configure
make
sudo make install

Or check out the branch via git:

git clone https://github.com/b-k/Apophenia.git
cd Apophenia
git checkout pkg
./configure
make
sudo make install

∙ This master branch of the git repository requires Autotools, so it can build the
package. Try (apt-get || yum install) autoconf automake libtool. If you have Autotools installed, then from this branch you can run:

./configure
cd apophenia-1.0
make 
sudo make install

∙ Find detailed setup instructions and some troubleshooting notes at
http://apophenia.info/setup.html .

Thanks for your interest. I do hope that Apophenia helps you learn more from your data.

–BK

PS: Lawyers, please note that a file named COPYING in the install/ directory describes how this package is licensed under GPLv2.