eddelbuettel / rcppkalman
Kalman filtering via RcppArmadillo
☆35Updated 4 years ago
Alternatives and similar repositories for rcppkalman:
Users that are interested in rcppkalman are comparing it to the libraries listed below
- Fast methods for multivariate normal distributions☆33Updated last year
- Bayesian Inference of State Space Models☆42Updated 5 months ago
- Generalized Method of Wavelet Moments (GMWM) is an estimation technique for the parameters of time series models. It uses the wavelet var…☆30Updated last year
- An R package to read and write matlab files☆11Updated last year
- Converting base R code to Armadillo code for use with RcppArmadillo or for external programs (e.g. Matlab, Mathematica, ...)☆30Updated last year
- Examples of using Rcpp to interface R and C++☆47Updated 5 months ago
- Rcpp Example for accessing NLopt☆13Updated 4 months ago
- Source code for the Rcpp Gallery website☆69Updated 2 years ago
- Additive quantile regression R package☆32Updated 5 months ago
- Bayesian DFA with Stan☆28Updated 4 months ago
- Faster estimation of Bayesian models in ecology using Hamiltonian Monte Carlo☆15Updated 8 years ago
- Code-generate C++ from R☆62Updated last month
- Applied time series analysis in R with Stan. Allows fast Bayesian fitting of multivariate time-series models.☆48Updated 8 months ago
- Differential evolution in R☆29Updated 2 years ago
- Rcpp bindings for NumPy files☆27Updated 5 months ago
- Extra datasets for torch☆15Updated 8 months ago
- Rcpp integration for GNU GSL vectors and matrices☆31Updated 4 months ago
- Density, probability, quantile and random number generation functions for the truncated normal distribution.☆24Updated last year
- Rcpp bindings for Sequential Monte Carlo☆25Updated last month
- Source for the Unofficial Rcpp API Documentation☆47Updated 2 years ago
- Code-generation wrapping C++ classes as R6 classes☆55Updated 9 years ago
- Support repo for T^4 Video Lightning Talks☆15Updated 4 years ago
- Additional univariate and multivariate distributions☆52Updated 5 months ago
- Rcpp integration for the Ensmallen templated C++ mathematical optimization library☆31Updated 2 months ago
- R Package For Calling Matlab Through System☆12Updated last year
- High Dimensional Numerical and Symbolic Calculus in R☆47Updated last year
- The Fast Kalman Filter (FKF) package for R☆12Updated 5 months ago
- This is a read-only mirror of the CRAN R package repository. mgcv — Multiple smoothing parameter estimation and GAMs by GCV☆32Updated 3 weeks ago
- Fitting multivariate covariance generalized linear models☆21Updated 5 months ago
- Multivariate Autoregressive State-Space Modeling with R☆52Updated last year