Tooldiag - http://documents.cfar.umd.edu/resources/source/tooldiag.html

A software toolbox for the analysis of multidimensional data. C-source and documentation included.
KEYWORDS: Pattern recognition, multivariate analysis, supervised learning, feature selection, error estimation, classification.

Note: This info converted from the original "The Data Mine" pages and pre-dates June 2001. Please remove this note if you update or check the info