yixuan / fastncdf
Fast Computation of Normal CDF
☆18Updated 3 years ago
Related projects: ⓘ
- R and C++11☆80Updated 8 years ago
- Rcpp port of Differential Evolution☆14Updated 6 months ago
- A C++ library for lightning fast multi-threaded serialization of tabular data. Home to the `fst` file format.☆37Updated 9 months ago
- R with CMake build tool☆42Updated 9 years ago
- A blazingly fast implementation of Adaboost in R, based on C++ backend☆11Updated 8 years ago
- Fast rolling and expanding window statistics in [R] using single-pass algorithms☆64Updated 7 years ago
- header only essentials of QuantLib☆24Updated 6 years ago
- Rcpp integration for the NT2 scientific computing library☆12Updated 4 years ago
- Intel TBB Package for R/Rcpp☆13Updated 10 years ago
- R and ArrayFire library via Rcpp☆21Updated last year
- R package for fast rolling and expanding linear regression models☆21Updated 2 years ago
- A reimplementation of the fastLm function of RcppEigen for big.matrix objects for fast out-of-memory linear model fitting☆13Updated 7 years ago
- Read and write R data frames from C☆45Updated 4 months ago
- ☆8Updated 10 years ago
- Rcpp Example for accessing NLopt☆13Updated 2 months ago
- R package providing date C++ library header files☆11Updated last week
- Rcpp integration for the Ensmallen templated C++ mathematical optimization library☆30Updated 7 months ago
- The Fast Kalman Filter (FKF) package for R☆11Updated 2 weeks ago
- coordinate descent for penalized regression☆10Updated 5 years ago
- Rcpp Integration for Numerical Computing Libraries☆55Updated last year
- Convolution-type Smoothed Quantile Regression☆19Updated last year
- A tiny and header-only C++ library aiming to be the fastest linear SVM solver.☆27Updated 7 months ago
- R devel with ASAN / UBSAN sanitizers using clang/clang++☆14Updated this week
- Penalized least squares estimation using the Orthogonalizing EM (OEM) algorithm☆27Updated last month
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 5 years ago
- LZ4 Data Compression and Decompression for R☆10Updated 3 years ago
- R package to download Prof. Kenneth French data sets☆12Updated 5 months ago
- General Purpose Optimization in R using C++: provides a unified C++ wrapper to call functions of the algorithms underlying the optim() s…☆20Updated 2 years ago
- R and C++14☆10Updated 9 years ago
- Bundling of spdlog for use from R and Rcpp☆15Updated last week