Free Stuff

Mersenne Twister

Free C# implementation of the Mersenne Twister algorithm, developed by Makoto Matsumoto and Takuji Nishimura in 1996-1997. This algorithm is faster and more efficient, and has a far longer period and far higher order of equidistribution, than other existing generators.


Free C# histogram class maintains a histogram of input data. Input data is sorted into bins and a count is kept of how many data points fall into each bin. Accumulated data can be displayed as an ASCII stem-leaf diagram or formatted string representation.

Trapezoidal Rule

Free C# implementation of the trapezoidal rule for numerical integration. The provided Integrate() method accepts a function delegate and a lower and upper bound, and returns an approximation of the integral over the interval. The maximum number of iterations and the error tolerance can be customized.

Normal Distribution

Free C# normal distribution class. Instances are constructed with a given mean and variance. The probability density function (PDF) and cumulative distribution function (CDF) can be computed for a given x-value.


Free C# class that given the statistical volatility of a security and its current market price, calculates the probability that a given target price wil be reached or exceeded after a forecast number of days. (Requires NMath Core and NMath Stats; see free evaluation versions above.)