jMathLab is well suited for statistical calculations. You can calculate the major statistical characteristics for matrices and vectors.
Let us calculate mean, variance and standard deviations for a vector:
Similarly, you can do this for matrices:
You can also calculate correlations between two vectors or two matrices. For example, calculate covariance and coefficient of correlations as:
Analogously, you can do similar calculations for matrices.
jMathlab supports custom tailored numerical integration of certain probability distributions. Look at the package statistics_probability in jMathLab reference. As example, normal_prob returns the area under the Normal (Gaussian) probability density function, integrated from minus infinity to x. The argument can be either a number or vector. In the latter case, one can plot such integrals for any sequence of numbers.
Here is an example: