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mlpack – open-source library for machine learning, exploits C++ language features to provide maximum performance and flexibility while providing a simple and consistent application programming interface (API)
Mondrian – data analysis tool using interactive statistical graphics with a link to R
SciPy – Python library for scientific computing that contains the stats sub-package which is partly based on the venerable |STAT (a.k.a. PipeStat, formerly UNIX|STAT) software
scikit-learn – extends SciPy with a host of machine learning models (classification, clustering, regression, etc.)
Shogun (toolbox) – open-source, large-scale machine learning toolbox that provides several SVM (Support Vector Machine) implementations (like libSVM, SVMlight) under a common framework and interfaces to Octave, MATLAB, Python, R
Simfit – simulation, curve fitting, statistics, and plotting
SOFA Statistics – desktop GUI program focused on ease of use, learn as you go, and beautiful output
Stan (software) – open-source package for obtaining Bayesian inference using the No-U-Turn sampler, a variant of Hamiltonian Monte Carlo. It is somewhat like BUGS, but with a different language for expressing models and a different sampler for sampling from their posteriors
CSPro (core is public domain but without publicly available source code; the web UI has been open sourced under Apache version 2[2] and the help system under GPL version 3[3])