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Flexible Statistics and Data Analysis (FSDA) extends MATLAB for a robust analysis of data sets affected by different sources of heterogeneity. It is open source software licensed under the European Union Public Licence (EUPL). FSDA is a joint project by the University of Parma and the Joint Research Centre of the European Commission.
This is a small, working extraction of the two ideas from the "SCCS" document that actually hold up, rebuilt from scratch with real math and real measured numbers (not the invented architecture, file names, or formulas from that document).