steve-the-bayesian / BOOMLinks
A C++ library for Bayesian modeling, mainly through Markov chain Monte Carlo, but with a few other methods supported. BOOM = "Bayesian Object Oriented Modeling". It is also the sound your computer makes when it crashes.
☆37Updated 3 weeks ago
Alternatives and similar repositories for BOOM
Users that are interested in BOOM are comparing it to the libraries listed below
Sorting:
- State space models (dynamic linear models, hidden Markov models) implemented in Stan.☆48Updated 7 years ago
- Case studies in applied and computational statistics.☆39Updated 5 months ago
- Rlgt is an R package for Bayesian Exponential Smoothing☆22Updated 6 months ago
- Gamma lasso regression☆23Updated 2 years ago
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆45Updated last year
- A C++ library for lightning fast multi-threaded serialization of tabular data. Home to the `fst` file format.☆39Updated 8 months ago
- A reimplementation of the fastLm function of RcppEigen for big.matrix objects for fast out-of-memory linear model fitting☆13Updated 8 years ago
- useR! 2019 CVXR tutorial☆29Updated 2 years ago
- Sparse estimation of large time series models☆32Updated 2 years ago
- Fitting GLMMs with various approximations methods☆15Updated 6 years ago
- Convolution-type Smoothed Quantile Regression☆23Updated 2 years ago
- Source files for the book "Bayesian Workflow Using Stan"☆96Updated 4 years ago
- An R package "rfinterval": Predictive Inference on Random Forests☆13Updated 6 years ago
- Draft introduction to probability and inference aimed at the Stan manual.☆85Updated 9 years ago
- Automatic forecasting and Bayesian modeling for time series with Stan☆46Updated 4 months ago
- ☆37Updated 4 years ago
- KFAS: R Package for Exponential Family State Space Models☆69Updated 5 months ago
- ☆60Updated 5 years ago
- A complete environment for Bayesian inference within R☆97Updated last year
- Applied time series analysis in R with Stan. Allows fast Bayesian fitting of multivariate time-series models.☆48Updated last year
- An R package to read and write matlab files☆13Updated last year
- Single- and Multi-Objective Optimization Test Functions☆37Updated last year
- Penalized least squares estimation using the Orthogonalizing EM (OEM) algorithm☆27Updated last year
- Tutorial on Bayesian optimization in R☆15Updated 3 years ago
- That's weird: Anomaly detection using R☆42Updated last month
- High Dimensional Numerical and Symbolic Calculus in R☆48Updated 3 months ago
- An R package for large scale estimation with stochastic gradient descent☆62Updated last year
- Implementation of B-Splines in Stan☆51Updated 8 years ago
- Fast computation of some matrices useful in statistics☆20Updated last week
- Rcpp port of Differential Evolution☆15Updated 2 months ago