The list might recall when I was working on so-called rolling statistics last year. I needed to use C# so I had to port what I needed from commons-math and extend for the rolling cases, and put it together with a pre-existing library.
You might be interested in the project. Please check it out and give me comments. http://code.google.com/p/incremental-statistics/ Some of the moment and rank stats are close to a direct port of the java code and comments in commons-math. I currently have the project under MIT license, is that OK? Do I need to do anything extra or differently to be in accordance with all the licensing rules and so forth since some of the code is close to a direct port? Best! Brad
