- MathNet.Numerics.Statistics.Mcmc
I've exported a few Types to UDFs, which are working fine. But
feels like reinventing the wheel. Quantlib is overkill (and does not provide Statistics Distributions I'm after) and seems like
dodoni.github.io is no longer maintained.
Who has worked in this task in the past and published the work as libre software ?
Thanks,
-Daniel