Are there any c (or c++) libraries out there that can take an array of numbers and do basic statistical analysis on it (mean, median, mode, whatever else might be interesting)?
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GNU Scientific Library (GSL) provides the functionality. Apophenia mentioned by another appears to provide a layer on top of GSL. Something to bear in mind with GSL is that it is frequently a slow implementation of many functions. For instance, its mean calculations perform division inside the loop to ensure best possible precision of the result. In many applications this cost is not worth the precision.