Purpose of STK++
STK++ iis a versatile, fast, reliable and elegant collection of C++ classes
for statistics, clustering, linear algebra, arrays (with an API Eigen-like), regression, dimension reduction, etc.
Some functionalities provided by the library are available in the R environment:
STK++ is suitable for projects ranging from small one-off projects to complete data mining application suites.
The STK++ library and the STK++ programs are free software; you can redistribute them and/or modify them under the terms of the GNU Lesser (Library) General Public License as published by the Free Software Foundation.
The licensing terms for STK++, the GNU LGPL, allow it to be used by all developers, including those developing proprietary software, without any license fees or royalties.