[S] needed: C code to determine hotelling's T^2 or to invert a matrix

Suzanne Cashman (scashman@empnet.com)
Sat, 13 Jun 1998 16:08:34 -0700


Hello all.
I am working on a multivariate problem and need to be able to calculate the
Hotelling's T^2 statistic. For speed & efficiency, I should do this from a
C macro (the call is within a sizeable C loop). Does anyone know of any
source code or libraries to do this? If not - even a library to invert a
matrix would work - I could quickly write the rest. Freeware is
preferable, but I would like to hear about other packages as well. I am
using Splus 4.0 for the PC & microsoft visual C++ (however - I am coding in
straight C).

Thank you,
Suzanne Cashman

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