Scripting Environments and the IMSL Libraries
A Quick Start Guide for Analytics Developers
The IMSL Numerical Libraries are available in popular programming languages, including Fortran, C, Java and C#.NET, for easy integration into larger applications. Scripting environments have become popular both for prototyping and developing ad‐hoc applications. While they include the benefit of rapid application development, most scripting environments lack advanced mathematical and statistical analysis functionality. This guide provides an overview of calling the IMSL C# Library from IronPython and F#, calling the JMSL Library from Jython and Groovy, and introduces the PyIMSL product for referencing the IMSL C Library from Python. Several examples are provided for each scenario.