yixuan / fastncdfLinks
Fast Computation of Normal CDF
☆20Updated 5 years ago
Alternatives and similar repositories for fastncdf
Users that are interested in fastncdf are comparing it to the libraries listed below
Sorting:
- A C++ library for lightning fast multi-threaded serialization of tabular data. Home to the `fst` file format.☆40Updated last year
- Fast rolling and expanding window statistics in [R] using single-pass algorithms☆69Updated 9 years ago
- GARCH models estimated using autodiff.☆17Updated 9 months ago
- header only essentials of QuantLib☆25Updated 8 years ago
- Fast and efficient computation of rolling and expanding statistics for time-series data.☆118Updated 3 weeks ago
- Rcpp port of Differential Evolution☆15Updated 3 weeks ago
- R and C++11☆78Updated 9 years ago
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 7 years ago
- Rcpp integration for the NT2 scientific computing library☆12Updated 6 years ago
- Intel TBB Package for R/Rcpp☆15Updated 11 years ago
- R with CMake build tool☆41Updated 10 years ago
- MSGARCH R Package☆82Updated 3 years ago
- A C++ library for Bayesian modeling, mainly through Markov chain Monte Carlo, but with a few other methods supported. BOOM = "Bayesian O…☆38Updated last month
- Rcpp Example for accessing NLopt☆14Updated 2 weeks ago
- Source code for the Rcpp Gallery website☆69Updated 9 months ago
- R package that provides an implementation of the generic adaptive Monte Carlo Markov chain sampler proposed by Vihola (2011).☆10Updated 2 years ago
- Rcpp integration for the Eigen templated linear algebra library☆118Updated 3 weeks ago
- R package for fast rolling and expanding linear regression models☆22Updated 3 years ago
- ☆19Updated 8 years ago
- Bundling of spdlog for use from R and Rcpp☆18Updated this week
- R and ArrayFire library via Rcpp☆21Updated 3 years ago
- Examples of using Rcpp to interface R and C++☆49Updated 3 weeks ago
- Regularization paths for SCAD- and MCP-penalized regression models☆44Updated last week
- Convolution-type Smoothed Quantile Regression☆23Updated 2 years ago
- CUDA GPU functions for R Objects☆54Updated 8 years ago
- Code-generation wrapping C++ classes as R6 classes☆54Updated 10 years ago
- GAS models☆35Updated 4 years ago
- A blazingly fast implementation of Adaboost in R, based on C++ backend☆11Updated 9 years ago
- R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models☆21Updated last year
- Rcpp Integration for Numerical Computing Libraries☆56Updated 2 years ago