eddelbuettel / rcppkalman
Kalman filtering via RcppArmadillo
☆35Updated 4 years ago
Related projects: ⓘ
- Fast methods for multivariate normal distributions☆33Updated last year
- Bayesian Inference of State Space Models☆42Updated last week
- Generalized Method of Wavelet Moments (GMWM) is an estimation technique for the parameters of time series models. It uses the wavelet var…☆28Updated 9 months ago
- Additive quantile regression R package☆30Updated 2 weeks ago
- Rcpp Example for accessing NLopt☆13Updated 2 months ago
- Converting base R code to Armadillo code for use with RcppArmadillo or for external programs (e.g. Matlab, Mathematica, ...)☆30Updated 10 months ago
- Source code for the Rcpp Gallery website☆69Updated last year
- Applied time series analysis in R with Stan. Allows fast Bayesian fitting of multivariate time-series models.☆49Updated 3 months ago
- R package for bridge sampling☆31Updated 4 months ago
- State space models (dynamic linear models, hidden Markov models) implemented in Stan.☆47Updated 6 years ago
- Examples of using Rcpp to interface R and C++☆47Updated last week
- ☆37Updated this week
- Faster estimation of Bayesian models in ecology using Hamiltonian Monte Carlo☆15Updated 7 years ago
- Bayesian DFA with Stan☆28Updated 6 months ago
- Rcpp bindings for Sequential Monte Carlo☆25Updated 5 months ago
- Regression Spline Functions and Classes☆42Updated 2 weeks ago
- R Package For Calling Matlab Through System☆13Updated 10 months ago
- Support repo for T^4 Video Lightning Talks☆15Updated 4 years ago
- The xyz algorithm for fast interaction search in high-dimensional data.☆12Updated 7 years ago
- Code-generation wrapping C++ classes as R6 classes☆54Updated 9 years ago
- Rcpp integration for the Eigen templated linear algebra library☆111Updated 3 weeks ago
- An introduction to Bayesian statistics☆72Updated 2 months ago
- Source for CVXR website☆30Updated last month
- This is a read-only mirror of the CRAN R package repository. mgcv — Mixed GAM Computation Vehicle with Automatic Smoothness Estimation …☆29Updated 8 months ago
- Rcpp integration for the Ensmallen templated C++ mathematical optimization library☆30Updated 7 months ago
- Multivariate Autoregressive State-Space Modeling with R☆51Updated 7 months ago
- Quadratic Programming++ for R☆18Updated last month
- Rcpp Integration for Numerical Computing Libraries☆55Updated last year
- Rcpp bindings for NumPy files☆26Updated 2 weeks ago
- BDM Code examples from Win/OpenBUGS, CARBayes and INLA☆26Updated 5 years ago