libmva comprises of basic matrix and linear algebra, basic statistics (standard deviation, variance, etc.), Principal Component Analysis (PCA) and Projection to Latent Structures (PLS). All techniques support handling of missing data where appropriate.
Currently, libmva is compiled with clang and mainly developed on Mac. It will compile on Linux w/ GCC or clang and Windows with MSVC, but I've not yet created a generic platform independent Makefile. So for now from the root folder (with clang installed) you can simply run:
make
This will build the static lib (libmva.a) in the mva folder and the test program (mvlib_test) under the test folder.
To build with debug symbols (-g) resulting in libmvad.a and mvlib_testd:
make debug
Clean all the object files with:
make clean
Clean everything including the build artifacts:
make distclean
libmva uses Cephes library (http://www.netlib.org/cephes/). This library does not contain any specific license.
libmva is subject to the terms of the Mozilla Public License, v. 2.0. If a copy of the MPL was not distributed with this file, You can obtain one at http://mozilla.org/MPL/2.0/.