The NAG Library is a collection of mathematical and statistical routines for multiple programming languages (C, C++, Fortran, Visual Basic, Java, Python and C#) and packages (MATLAB, Excel, R, LabVIEW). May 25, 2024 · It is free software under the GNU General Public License. The library provides a wide range of mathematical routines such as random number generators, special functions and least-squares fitting. There are over 1000 functions in total with an extensive test suite. It is free software under the GNU General Public License. The library provides a wide range of mathematical routines such as random number generators, special functions and least-squares fitting. There are over 1000 functions in total. The current version is GSL-1.5. It was released on 25 June 2004. Here is a screenshot of some GSL code (png, 14k). This chapter describes the statistical functions in the library. The basic statistical functions include routines to compute the mean, variance and standard deviation. More advanced functions allow you to calculate absolute deviations, skewness, and kurtosis as well as the median and arbitrary percentiles. This chapter describes the statistical functions in the library. The basic statistical functions include routines to compute the mean, variance and standard deviation.