(Python, R, C) Fast approximations for the CDF of multivariate normal distributions
☆31Jun 12, 2026Updated last month
Alternatives and similar repositories for approxcdf
Users that are interested in approxcdf are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Multivariate normal CDF computation for tensors. Implementation of closed form derivatives.☆13Oct 24, 2022Updated 3 years ago
- Credit Default Swap Pricer☆20Aug 12, 2023Updated 2 years ago
- Simple, Consistent Package Options☆25Nov 20, 2025Updated 8 months ago
- Methods for heterogeneous treatment effect estimation☆24Mar 14, 2022Updated 4 years ago
- Covariance prediction via convex optimization☆22Feb 23, 2021Updated 5 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Add tests and assertions in-line in R package examples☆23Nov 22, 2025Updated 8 months ago
- Quasi-Newton Algorithm for Stochastic Optimization☆11May 20, 2022Updated 4 years ago
- ☆15Oct 5, 2020Updated 5 years ago
- Bayesian sparse regression with regularized shrinkage and conjugate gradient acceleration☆21Mar 14, 2026Updated 4 months ago
- Python package wrapper around Elexon api☆23Jan 26, 2025Updated last year
- ☆35Jun 18, 2022Updated 4 years ago
- ☆14Updated this week
- Highly Optimized Polytope Sampling☆13Mar 10, 2026Updated 4 months ago
- Jax/Flax implementation of Denoising Diffusion Implicit Models☆20Jul 18, 2022Updated 4 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Finite-difference option pricer for GPU☆14Feb 29, 2024Updated 2 years ago
- Julia package for scenario generation for stochastic programs with tail risk measure☆11Nov 16, 2022Updated 3 years ago
- The PyTorch implementation of the GLF☆22Oct 12, 2021Updated 4 years ago
- Deeploans is an open-source framework for processing loan-level data, offering tools for data quality, standardisation, and analytics. It…☆16Jul 18, 2026Updated last week
- SurvITE: Learning Heterogeneous Treatment Effects from Time-to-Event Data☆22Oct 25, 2021Updated 4 years ago
- 👉 A R package to work with SharePoint files using {Microsoft365R} methods☆27Jun 23, 2026Updated last month
- Tutorial for PyData London 2019 on AB Test by cluster☆13Jul 12, 2019Updated 7 years ago
- Earley parser in Emacs Lisp☆16Oct 3, 2019Updated 6 years ago
- ☆26Jun 27, 2026Updated 3 weeks ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Continuous Time Markov Chains☆11Updated this week
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆11Aug 25, 2022Updated 3 years ago
- MATLAB code for component-informed data-center power-delivery modeling and power-system resonance analysis.☆18Jun 26, 2026Updated last month
- Code for "Strengthened and Faster Linear Approximation to Joint Chance Constraints with Wasserstein Ambiguity", INFORMS Journal of Comput…☆19Feb 26, 2025Updated last year
- Implementation of algorithms from the paper "Globally-Consistent Rule-Based Summary-Explanations for Machine Learning Models: Application…☆24Jun 4, 2022Updated 4 years ago
- This repo is to reproduce the code for paper "Solving two-stage robust optimization problems using a column-and-constraint generation met…☆14Jan 13, 2024Updated 2 years ago
- ☆10Nov 4, 2018Updated 7 years ago
- A package to compute the Continuous Ranked Probability Score (crps) (Matheson and Winkler, 1976; Hersbach, 2000), the fair-crps (fcrps) (…☆22Aug 4, 2022Updated 3 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- SurvivalQuilts: Temporal Quilting for Survival Analysis☆11Jan 9, 2024Updated 2 years ago
- Fractional Brownian Motion package☆11Jun 24, 2022Updated 4 years ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 6 years ago
- Bayesian histograms for estimation of binary rare event rates, with fully automated bin pruning☆29Oct 14, 2021Updated 4 years ago
- Code used in Tiukhova et al. (2022). Influencer Detection with Dynamic Graph Neural Networks. TGL@Neurips 2022.☆11Feb 9, 2023Updated 3 years ago
- R packages using Rust on CRAN☆35Updated this week
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago