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armadillo

Here are 82 public repositories matching this topic...

kthohr / optim

OptimLib: a lightweight C++ library of numerical optimization methods for nonlinear functions

newton cpp optimization automatic-differentiation eigen openmp cpp11 evolutionary-algorithms armadillo gradient-descent optim differential-evolution optimization-algorithms particle-swarm-optimization bfgs lbfgs openmp-parallelization eigen3 numerical-optimization-methods

Updated Aug 14, 2022
C++

conradsnicta / armadillo-code

Armadillo: fast C++ library for linear algebra & scientific computing - http://arma.sourceforge.net

Updated Jul 4, 2022

kthohr / stats

A C++ header-only library of statistical distribution functions.

statistics cpp constexpr probability eigen openmp quantile cpp11 stats armadillo cdf numerical-methods blaze distributions eigen3 armadillo-library density-functions quantile-functions

Updated Aug 22, 2022
C++

RcppCore / RcppArmadillo

Rcpp integration for the Armadillo templated linear algebra library

c-plus-plus r rcpp armadillo r-package rcpparmadillo

Updated Sep 10, 2022
C++

steven-varga / h5cpp

C++17 templates between [stl::vector | armadillo | eigen3 | ublas | blitz++] and HDF5 datasets

hpc persistence mpi stl blitz dataset hdf5 armadillo cpp17 dlib blaze serialization-library half-precision itpp hdf5-library eigen3 hdf5-datasets ublas h5cpp

Updated Apr 1, 2022
C++

kthohr / mcmc

A C++ library of Markov Chain Monte Carlo (MCMC) methods

cpp automatic-differentiation eigen cpp11 armadillo differential-evolution mcmc hmc hamiltonian-monte-carlo markov-chain-monte-carlo de metropolis-hastings eigen3 mala langevin-diffusion riemannian-manifold

Updated Aug 15, 2022
C++

olmallet81 / URT

Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python

rcpp eigen openmp cpp11 armadillo blas statistical-tests linear-algebra-library algorithmic-trading blaze ols-regression rcpparmadillo urt mkl openblas cython-wrapper

Updated Dec 1, 2021
C++

andrewssobral / dtt

A C++ header-only for data transfer between linear algebra libraries (Eigen, Armadillo, OpenCV, ArrayFire, LibTorch).

opencv cpp linear-algebra eigen arrayfire armadillo libtorch

Updated Aug 25, 2019
C++

carma

RUrlus / carma

Converters between Armadillo matrices (C++) and Numpy arrays using Pybind11

c-plus-plus cpp numpy python3 armadillo rcpparmadillo pybind11 carma

Updated Aug 16, 2022
C++

coatless-rpkg / rcppensmallen

Rcpp integration for the Ensmallen templated C++ mathematical optimization library

r rcpp optimization cpp11 armadillo rcpparmadillo ensmallen

Updated Apr 11, 2022
C++

coatless-rpkg / r-to-armadillo

Converting base R code to Armadillo code for use with RcppArmadillo or for external programs (e.g. Matlab, Mathematica, ...)

r rcpp armadillo

Updated May 31, 2016
C++

larsgeb / psvWave

Forward code for the P-SV wave equation on a staggered grid, with full waveform inversion interfaces. Finite difference approach according to stress-velocity formulation.

python eigen cpp11 armadillo finite-difference staggeredgrid pybind11 wave-propagation shearwave full-waveform-inversion psv-wave velocity-stress-formulation

Updated Jun 3, 2022
Jupyter Notebook

SMAC-Group / gmwm

Generalized Method of Wavelet Moments (GMWM) is an estimation technique for the parameters of time series models. It uses the wavelet variance in a moment matching approach that makes it particularly suitable for the estimation of certain state-space models.

r rcpp time-series wavelet-variance robust armadillo

Updated Dec 8, 2021
R

graemeleehickey / joineRML

R package for fitting joint models to time-to-event data and multivariate longitudinal data

rcpp statistics dynamic prediction biostatistics armadillo clinical-trials longitudinal-data survival cox r-package regression-models multivariate-data joint-models multivariate-analysis multivariate-longitudinal-data

Updated Aug 24, 2021
R

conradsnicta / bandicoot-code

Bandicoot: GPU accelerator add-on for the Armadillo C++ linear algebra library

c-plus-plus machine-learning gpu opencl linear-algebra matrix-functions scientific-computing armadillo opencl-kernels linear-algebra-library opencl-library matrix-library clblas

Updated Jul 4, 2022
C++

TraME-Project / TraME

A toolbox for solving problems of equilibrium computation and identification in discrete choice and matching problems.

cpp matching armadillo convex-optimization optimal-transport matching-algorithm equilibrium-computation

Updated Jul 10, 2018
C++

auralius / kalman-cpp

Kalman Filter, Extended Kalman Filter, and Unscented Kalman Filter implementation in C++

filter armadillo unscented-kalman-filter second-order kalman extended

Updated May 6, 2022
C++

ypan1988 / roptim

Sponsor

General Purpose Optimization in R using C++: provides a unified C++ wrapper to call functions of the algorithms underlying the optim() solver

cran rcpp armadillo optim simulated-annealing conjugate-gradient nelder-mead l-bfgs-b bfgs

Updated Aug 6, 2022
C++

arotem3 / numerics

library of numerical methods using Armadillo

data-science machine-learning linear-algebra cross-validation regression root-finding classification fourier armadillo splines partial-differential-equations differential-equations finite-difference numerical-methods optimization-methods numerical-integration numerical-analysis interpolation-methods boundary-value-problem

Updated Mar 15, 2022
C++

darcamo / gdb_armadillo_helpers

Some pretty printers and other useful GDB stuff when using the C++ armadillo linear algebra library

python gdb armadillo pretty-printer gdb-command

Updated Mar 21, 2020
Python

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