fastGHQuad - Fast 'Rcpp' Implementation of Gauss-Hermite Quadrature
Fast, numerically-stable Gauss-Hermite quadrature rules and utility functions for adaptive GH quadrature. See Liu, Q. and Pierce, D. A. (1994) <doi:10.2307/2337136> for a reference on these methods.
Last updated 3 years ago
openblascpp
7.96 score 9 stars 68 dependents 57 scripts 8.8k downloadsipfp - Fast Implementation of the Iterative Proportional Fitting Procedure in C
A fast (C) implementation of the iterative proportional fitting procedure.
Last updated 3 years ago
openblas
4.98 score 13 stars 1 dependents 49 scripts 272 downloads