mynaA machine learning library written in c++
rcppensmallenRcpp integration for the Ensmallen templated C++ mathematical optimization library
gmwmGeneralized 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.
mcmcA C++ library of Markov Chain Monte Carlo (MCMC) methods
URTFast Unit Root Tests and OLS regression in C++ with wrappers for R and Python
bandicoot-codeBandicoot: GPU accelerator add-on for the Armadillo C++ linear algebra library
dttA C++ header-only for data transfer between linear algebra libraries (Eigen, Armadillo, OpenCV, ArrayFire, LibTorch).
joineRMLR package for fitting joint models to time-to-event data and multivariate longitudinal data
numericslibrary of numerical methods using Armadillo