Showing 8 of total 8 results (show query)
rcppcore
RcppEigen:'Rcpp' Integration for the 'Eigen' Templated Linear Algebra Library
R and 'Eigen' integration using 'Rcpp'. 'Eigen' is a C++ template library for linear algebra: matrices, vectors, numerical solvers and related algorithms. It supports dense and sparse matrices on integer, floating point and complex numbers, decompositions of such matrices, and solutions of linear systems. Its performance on many algorithms is comparable with some of the best implementations based on 'Lapack' and level-3 'BLAS'. The 'RcppEigen' package includes the header files from the 'Eigen' C++ template library. Thus users do not need to install 'Eigen' itself in order to use 'RcppEigen'. Since version 3.1.1, 'Eigen' is licensed under the Mozilla Public License (version 2); earlier version were licensed under the GNU LGPL version 3 or later. 'RcppEigen' (the 'Rcpp' bindings/bridge to 'Eigen') is licensed under the GNU GPL version 2 or later, as is the rest of 'Rcpp'.
Maintained by Dirk Eddelbuettel. Last updated 7 months ago.
algorithmc-plus-pluseigeneigen-libraryopenblascpp
114 stars 15.66 score 356 scripts 3.8k dependents
ygeunkim
bvhar:Bayesian Vector Heterogeneous Autoregressive Modeling
Tools to model and forecast multivariate time series including Bayesian Vector heterogeneous autoregressive (VHAR) model by Kim & Baek (2023) (<doi:10.1080/00949655.2023.2281644>). 'bvhar' can model Vector Autoregressive (VAR), VHAR, Bayesian VAR (BVAR), and Bayesian VHAR (BVHAR) models.
Maintained by Young Geun Kim. Last updated 30 days ago.
bayesianbayesian-econometricsbvareigenforecastingharpybind11pythonrcppeigentime-seriesvector-autoregressioncppopenmp
6 stars 6.42 score 25 scripts
stla
EigenR:Complex Matrix Algebra with 'Eigen'
Matrix algebra using the 'Eigen' C++ library: determinant, rank, inverse, pseudo-inverse, kernel and image, QR decomposition, Cholesky decomposition, Schur decomposition, Hessenberg decomposition, linear least-squares problems. Also provides matrix functions such as exponential, logarithm, power, sine and cosine. Complex matrices are supported.
Maintained by Stéphane Laurent. Last updated 11 months ago.
5 stars 4.61 score 27 scripts 1 dependents
pachadotdev
cpp11eigen:An 'Eigen' Interface
Provides function declarations and inline function definitions that facilitate communication between R and the 'Eigen' 'C++' library for linear algebra and scientific computing.
Maintained by Mauricio Vargas Sepulveda. Last updated 5 months ago.
cppcpp11eigenhacktoberfestlinear-algebra
2 stars 4.60 score 1 scripts
nk027
sanic:Solving Ax = b Nimbly in C++
Routines for solving large systems of linear equations and eigenproblems in R. Direct and iterative solvers from the Eigen C++ library are made available. Solvers include Cholesky, LU, QR, and Krylov subspace methods (Conjugate Gradient, BiCGSTAB). Dense and sparse problems are supported.
Maintained by Nikolas Kuschnig. Last updated 2 years ago.
bicgstabcholeskyconjugate-gradienteigenlinear-equationssolverscpp
9 stars 4.13 score 1 scripts 1 dependentsstla
RationalMatrix:Exact Matrix Algebra for Rational Matrices
Provides functions to deal with matrix algebra for matrices with rational entries: determinant, rank, image and kernel, inverse, Cholesky decomposition. All computations are exact.
Maintained by Stéphane Laurent. Last updated 2 years ago.
4.03 score 12 scripts 6 dependents
calbertsen
covafillr:Local Polynomial Regression of State Dependent Covariates in State-Space Models
Facilitates local polynomial regression for state dependent covariates in state-space models. The functionality can also be used from 'C++' based model builder tools such as 'Rcpp'/'inline', 'TMB', or 'JAGS'.
Maintained by Christoffer Moesgaard Albertsen. Last updated 5 years ago.
cppeigenjagslocal-polynomial-regressionrcpptmbcpp
1 stars 3.00 score 20 scripts
jasonjfoster
rolleigen:Rolling Eigenanalysis
Fast and efficient computation of rolling and expanding eigenanalysis for time-series data.
Maintained by Jason Foster. Last updated 2 months ago.
algorithmseigenrcppopenblascppopenmp
3 stars 2.78 score 4 scripts