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r-forge

Matrix:Sparse and Dense Matrix Classes and Methods

A rich hierarchy of sparse and dense matrix classes, including general, symmetric, triangular, and diagonal matrices with numeric, logical, or pattern entries. Efficient methods for operating on such matrices, often wrapping the 'BLAS', 'LAPACK', and 'SuiteSparse' libraries.

Maintained by Martin Maechler. Last updated 21 days ago.

openblas

1 stars 17.23 score 33k scripts 12k dependents

davidbolin

MetricGraph:Random Fields on Metric Graphs

Facilitates creation and manipulation of metric graphs, such as street or river networks. Further facilitates operations and visualizations of data on metric graphs, and the creation of a large class of random fields and stochastic partial differential equations on such spaces. These random fields can be used for simulation, prediction and inference. In particular, linear mixed effects models including random field components can be fitted to data based on computationally efficient sparse matrix representations. Interfaces to the R packages 'INLA' and 'inlabru' are also provided, which facilitate working with Bayesian statistical models on metric graphs. The main references for the methods are Bolin, Simas and Wallin (2024) <doi:10.3150/23-BEJ1647>, Bolin, Kovacs, Kumar and Simas (2023) <doi:10.1090/mcom/3929> and Bolin, Simas and Wallin (2023) <doi:10.48550/arXiv.2304.03190> and <doi:10.48550/arXiv.2304.10372>.

Maintained by David Bolin. Last updated 2 days ago.

cpp

14 stars 6.19 score 275 scripts

dylanb95

statespacer:State Space Modelling in 'R'

A tool that makes estimating models in state space form a breeze. See "Time Series Analysis by State Space Methods" by Durbin and Koopman (2012, ISBN: 978-0-19-964117-8) for details about the algorithms implemented.

Maintained by Dylan Beijers. Last updated 2 years ago.

cppdynamic-linear-modelforecastinggaussian-modelskalman-filtermathematical-modellingstate-spacestatistical-inferencestatistical-modelsstructural-analysistime-seriesopenblascppopenmp

15 stars 6.14 score 37 scripts

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