This software offers a range of statistical tools such as probability distributions, combinatorial functions, descriptive statistics, clustering, regression, hypothesis tests, anova and non-negative matrix factorization (NMF) for data analysis and modeling.

The software also includes PDF, CDF, inverse CDF, and random variable moments for probability distributions, including normal (Gaussian), Poisson, chi-square, gamma, beta, Student's t, F, binomial, Johnson and negative binomial. It provides combinatorial functions such as factorial, log factorial, binomial coefficient, and log binomial.
More advanced statistical features of NMath Stats include multiple linear regression, logistic regression, basic hypothesis testing like z-test, t-test, and F-test, which can calculate critical values, p-values, and confidence intervals. It also offers one-way and two-way analysis of variance (ANOVA) and analysis of variance with repeated measures (RANOVA), partial least squares (PLS) with cross-validation and the NIPALS and SIMPLS algorithms, Kruskal-Wallis ranks sum test, non-negative matrix factorization (NMF).
Users who are interested in NMath Stats can try it for free through the fully-functional trial version. However, the trial version is only available in binary form and is valid for a 30-day evaluation period. Upon purchase of the product, users can access the source code, user documentation, help files, and examples.
Overall, NMath Stats is an exceptional software that can handle complex statistical analyses. It is user-friendly, has great documentation, and offers advanced features for multiple types of analyses.
Version 4.2: Added two way anova with unbalanced designs, partial least squares discriminant analysis, auxiliary stats for logistic regressions.
Version 4.1: Added studentized and standardized residuals.
Version 4.0: Upgraded to Intel MKL 11.1 Update 3 with resulting performance increases.
Version 3.3: Added chi square hypothesis test. Performance improvements.
Version 3.2: Now ships with Kruskal-Wallis rank sum test, goodness of fit measures and the johnson distribution. Improved support for .NET 4.0 and performance improvements.
Version 3.1: Now ships with Kmeans clustering, Savitzky-Golay smoothing and Cronbach's alpha. Miscellaneous bug fixes and performance improvements.
Version 3.0: Now ships with non-negative matrix factorization (NMF) clustering, a DataFrame custom debug visualizer and single-precision principal component analysis. Calculations distributed to all cores on multi-core machines. Miscellaneous bug fixes and performance improvements.
Version 2.3: Added partial least squares (PLS) and non-negative matrix factorization (NNMF). Better support for Visual Studio 2005, .NET 2.0. Improved performance.
Version 2.2: Added partial least squares (PLS) and non-negative matrix factorization (NNMF). Better support for Visual Studio 2005, .NET 2.0. Improved performance.
Version 2.1.1: Improved performance.