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I'm working on a stand-alone software application right now that needs a couple of relatively simple analytic routines, PCA and Agglomerative Hierarchical Clustering , for a dataset with just a few thousand records.  The application itself is in VB.NET and I was looking for a suitable math/stats/data-mining library that I could call from .NET to do the number crunching.  So far, I've not had much success.

These routines are simple enough that I can code them if necessary but I would rather save the development/maintenance time and hook into something that's already built and heavily  tested for a reasonable fee.  

I have to be able to distribute the library as part of a commercial application so I need access to appropriate commercial licensing for a reasonable fee.  

What has worked well for you?

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Have you looked at R and RdotNet?

Step van Schalkwyk

Only briefly as I was (at least originally) looking for something more specific (PCA and clustering).

Have you had success using this combination ?  Any tips or watchouts for me ? 

Update:  I got back to this today and, after dealing with an issue running 32-bit R and VB.NET defaulting to a 64 bit build :-),  it does seem to work very well indeed.

Data moves between .NET and R seamlessly (at least for the relatively small vectors I have to deal with).   I'm already running PCA and cluster analysis appears to be only slightly harder.  

Great tip - thanks Step.

Always welcome. Very pleased it works for you. Keep us posted about large vector performance if you would.



Hi Andrew,

Have you looked at this?


Thanks for the suggestion Jim.  

I checked out the API reference ( and while it seems to have a sound set of math/stats  functions that are more advanced than I get natively from .NET I don't see much on the Stats side beyond summary statistics (average, median, min, max, standard deviation etc.)   


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