问题
Do you know of a free library in .net that I can use to fit a multivariate regression. I want to get the coefficients, and all the statistics (p-values, Std Errors, Goodness of Fitness, etc). I've tried Meta.Numerics, which works great, but it does not have some of the statistics.
回答1:
Could R. be a solution?
There are several ways you can incorporate R in C#
http://rdotnet.codeplex.com/
R.NET enables .NET Framework to collaborate with R statistical computing. R.NET requires .NET Framework 4 and R.dll. You already have the DLL if you installed R environment, and you need no other extra installations. Enjoy your programming with R language.
or 2 using the interop solution, that is also used here :
C# - R interface
来源：https://stackoverflow.com/questions/5594308/free-library-for-regression-in-c-sharp