Statistics libraries in C/C++

[Mokita]

Hello,

I am trying to find libraries in C/C++ that can perform statistical analysis, like normalization of data or differential expression.

I was looking for commercial and open source libraries... Can anyone suggest any?

Thank you in advance,

Mokita

[arnaudk]

Most statistical functions are trivially implemented using a decent mathematics library, GSL (C/C++), for example, which has a suite of powerful functions for linear algebra, optimization, least-squares fitting, etc. However, you may find Scythe (C++) easier to use.
On the commercial side, there are the famous NAG libraries (available for many languages) which are admittedly more feature-rich than the free open-source ones.