Stand-alone code for numerical computing
Sometimes you need a little code to do some scientific computing and you don't want to take on a dependence to a huge and possibly unfamiliar library. This page is an index to code snippets in multiple languages that solve that problem.
The software listed here has been designed to minimize dependencies, minimize complexity, and maximize transparency. That sometimes means sacrificing efficiency.
All code here is in the public domain. Do whatever you want with it, no strings attached. Use at your own risk.
I'm just getting started with this project. I intend to add functions and programming languages over time. Feedback is always appreciated.
Special functions
Phi (standard normal CDF): C++, Python
Phi inverse: C++, Python
Gamma: C++, Python
Log Gamma: C++, Python
Random number generation
Normal: C++, Python
Exponential: C++, Python
Gamma: C++, Python
Poisson: C++, Python
Student-t: C++, Python
Cauchy: C++, Python
Miscellaneous
Distance based on longitude and latitude: JavaScript, C++, Python
