Oakleaf

Robustness signifies insensitivity to small deviations from assumptions.
– Peter J. Huber

Oakleaf implements the robust statistical methods in the form of a computer library. It is developed for Munipack, yet designed for a general use. The estimators of the robust mean based on the order statistic and M-estimates are included. The regression and photon rates are being prepared.

Oakleaf is an open source project available under LGPLv3. It is developed in modern Fortran with regard to both reliability and efficiency. Interfaces to other programming and scripting languages are planned.

The documentation for Fortran programmers:

• Overview
• M-estimates
• The order statistics

References:

• Source package – oakleaf-1.0.1.tar.gz
• Build instructions
• Changelog