Apophenia is an open statistical library for working with data sets and statistical or simulation models. It provides functions on the same level as those of the typical stats package (such as OLS, probit, or singular value decomposition) but gives the user more flexibility to be creative in model-building. The core functions are written in C, but bindings exist for Python (and they should be easy to bind to in Perl/Ruby/&c.) http://apophenia.info/gentle.html provides an overview of the basics of using the library. If you want to know more about the package, see the web site, http://apophenia.info, or have a look at the textbook from Princeton University Press that coevolved with Apophenia, downloadable from http://modelingwithdata.org . Detailed setup instructions can be found at http://apophenia.sourceforge.net/doc/setup.html . The quick summary for installation: --You need the usual C compiler and the supporting environment that a sane programmer requires. --Download from Sourceforge (because GitHub stopped supporting downloads): https://sourceforge.net/projects/apophenia/files/latest/download?source=files --The library makes an effort to not reinvent already-developed systems like matrix inversion or database querying, which means that the package has several dependencies. You need the GNU Scientific Library (wich needs a BLAS like libgslcblas or lapack), and are strongly encouraged to have a database system, either SQLite or mysql (if not sure, install sqlite3). If you are using a system with a package manager of some sort, there is certainly a package for all of these. Be sure to include both the main package and the lib-, -dev, or -devel package. On my Ubuntu system, I'd run this package-install command: apt-get install gsl-bin libgsl0-dev libblas-dev libblas3gf liblapack3gf sqlite3 libsqlite3-0 libsqlite3-dev --There is an optional Python interface, which will require all of the above plus the swig and Python-dev packages. --One you have it in place, tar xzf apophenia-*.tar.gz cd apophenia-X.XX ./configure; make; sudo make install should compile and install for you. --Once you have it installed, the user manual is in the form of a textbook on statistical computing at http://modelingwithdata.org and the command-by-command reference is at http://apophenia.info/doc . You can make the online documentation yourself if you have Doxygen installed, via make doc.