Page SoftwareFrameworkLibs

Attempt of an objective comparison

COLT

The Matrix Toolkits for Java (MTJ)

JMulti

Gretl


Algorithm/Mechanism COLT MTJ JMulti Gretl
Matrices        
invert X      
multiply X      
dense X      
sparse X      
eigenvectors/-values X      
Linear Algebra        
BLAS X      
Time Series Analysis        
ARIMA -   X X
GARCH -   X X
Unit root test -   X X
Cointegration test -   X X
VAR (Vector autoregression) -   X X
Multivariate GARCH -   X -

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Topic revision: r1 - 21 Sep 2007, ChristopherHase
 
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