Alternatives and similar repositories for ctsa

Users that are interested in ctsa are comparing it to the libraries listed below

• olmallet81 / URT
  Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python
  ☆93Updated 4 years ago
• huttmf / nelder-mead
  An implementation of the Nelder-Mead simplex method.
  ☆27Updated 9 years ago
• compatibl / QuantLibAdjoint
  QuantLib with adjoint algorithmic differentiation (AAD)
  ☆49Updated 9 years ago
• dppalomar / sparseEigen
  Computation of Sparse Eigenvectors of a Matrix
  ☆12Updated 7 years ago
• parsiad / QuantPDE
  A high-performance, open-source, header-only C++(>=11) library for pricing derivatives.
  ☆66Updated 2 years ago
• shapelets / khiva
  An open-source library of algorithms to analyse time series in GPU and CPU.
  ☆239Updated 4 years ago
• asavine / CompFinance
  Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
  ☆190Updated 4 years ago
• kthohr / mcmc
  A C++ library of Markov Chain Monte Carlo (MCMC) methods
  ☆191Updated last year
• EmanueleCannizzaro / armadillo
  Armadillo C++ linear algebra library from http://arma.sourceforge.net
  ☆39Updated 9 years ago
• pcaspers / Quantuccia
  header only essentials of QuantLib
  ☆25Updated 8 years ago
• avaneev / biteopt
  Derivative-Free Global Optimization Algorithm (C++, Python binding) - Continuous, Discrete, TSP, NLS, MINLP
  ☆164Updated last month
• ilagunap / ARIMA-Tools
  Tools in C++ to forecast time series using ARIMA models
  ☆28Updated 14 years ago
• J3FALL / LASSO-Regression
  LASSO Regularization in C++
  ☆14Updated 7 years ago
• mepx / mep-basic-src
  Multi Expression Programming - basic source code
  ☆17Updated 2 months ago
• modern-fortran / stock-prices
  Analyzing stock prices with Fortran arrays
  ☆35Updated 2 years ago
• arotem3 / numerics
  library of numerical methods using Armadillo
  ☆23Updated 3 years ago
• chenhaotian / Changepoints
  Bayesian online change point detection and offline learning
  ☆58Updated 6 years ago
• ntorm1 / Atlas
  ☆62Updated last year
• lemire / PiecewiseLinearTimeSeriesApproximation
  code from Daniel Lemire, A Better Alternative to Piecewise Linear Time Series Segmentation, SIAM Data Mining 2007, 2007.
  ☆24Updated 8 years ago
• jasonge27 / fastQuantile
  Memory Efficient Quantile Approximator for High Speed Data Streams
  ☆22Updated 9 years ago
• hosseinmoein / Tiger
  C++ Matrix -- High performance and accurate (e.g. edge cases) matrix math library with expression template arithmetic operators
  ☆122Updated last year
• clisztian / iMetrica
  A fast, interactive, graphical-user-interface oriented software suite for predictive modeling, multivariate time series analysis, real-t…
  ☆18Updated 9 years ago
• JamesYang007 / FastAD
  FastAD is a C++ implementation of automatic differentiation both forward and reverse mode.
  ☆118Updated 2 years ago
• michael-lehn / FLENS
  Flexible Library for Efficient Numerical Solutions
  ☆127Updated 7 months ago
• xtensor-stack / xframe
  C++ multi-dimensional labeled arrays and dataframe based on xtensor
  ☆326Updated 3 months ago
• CDouglasHoward13 / Metropolis
  Implementation of "The Metropolis Algorithm: Theory and Examples"
  ☆34Updated 2 months ago
• CMA-ES / c-cmaes
  CMA-ES written in ANSI C (yet fairly object-oriented)
  ☆60Updated last year
• INET-Complexity / ESL
  ​The Economic Simulation Library provides an extensive collection of tools to develop, test, analyse and calibrate economic and financial…
  ☆76Updated 4 months ago
• mepx / libmep
  Multi Expression Programming - evolutionary library for data analysis (symbolic regression, classification and time series)
  ☆19Updated last year
• stevegee58 / JohansenCointegration
  A C++ implementation of the Johansen Cointegration test
  ☆21Updated 3 years ago