(Python, R, C) Fast approximations for the CDF of multivariate normal distributions
☆31Jun 12, 2026Updated 2 months ago
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
- ☆10Oct 23, 2021Updated 4 years ago
- Credit Default Swap Pricer☆20Aug 12, 2023Updated 3 years ago
- Simple, Consistent Package Options☆25Nov 20, 2025Updated 8 months ago
- EPTlib - An open-source, extensible C++ library of electric properties tomography methods☆18Mar 26, 2026Updated 4 months ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- A data processing module implemented with numpy☆10Aug 16, 2022Updated 3 years ago
- Methods for heterogeneous treatment effect estimation☆24Mar 14, 2022Updated 4 years ago
- Multivariate distributions for hyperspectral anomaly detection based on autoencoder☆11Jan 26, 2022Updated 4 years ago
- Covariance prediction via convex optimization☆22Feb 23, 2021Updated 5 years ago
- 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
- Python package wrapper around Elexon api☆23Jan 26, 2025Updated last year
- 📦 Python library providing Two-Piece distributions functionality. It covers the subfamilies: TP Scale, TP Shape, and Double TP.☆12May 16, 2024Updated 2 years ago
- ☆35Jun 18, 2022Updated 4 years 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.
- Finite-difference option pricer for GPU☆14Feb 29, 2024Updated 2 years ago
- Dynamic Algorithm Configuration☆21Jan 22, 2020Updated 6 years ago
- Open Platform for Local Energy Markets☆13Nov 18, 2025Updated 8 months ago
- Triplet Variational Autoencoder experiments for DDSM dataset☆21Mar 23, 2018Updated 8 years ago
- Code for the paper: Solving and Learning Nonlinear PDEs with Gaussian Processes☆43Jul 17, 2025Updated last year
- SurvITE: Learning Heterogeneous Treatment Effects from Time-to-Event Data☆22Oct 25, 2021Updated 4 years ago
- High performance hybrid Monte Carlo simulation☆10Jun 29, 2026Updated last month
- 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.☆23Jun 26, 2026Updated last month
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- 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 4 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- Resources backing the Feast fraud tutorial on GCP☆16May 31, 2022Updated 4 years ago
- Pricing and calibration models☆13Mar 28, 2025Updated last year
- Fractional Brownian Motion package☆11Jun 24, 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.
- Motif-based weighted spectral clustering in Python, R and Julia☆27Updated this week
- 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
- C++ Library for Electrostatics☆21Sep 19, 2025Updated 10 months ago
- R packages using Rust on CRAN☆35Updated this week
- Explainable Boosted Scoring with Python: turning XGBoost, LightGBM, and CatBoost into explainable scorecards☆57Apr 19, 2026Updated 3 months ago
- Profit-driven demand forecasting with gradient boosted trees☆11Mar 28, 2023Updated 3 years ago