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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.
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openblascpp
8.59 score 9 stars 79 dependents 97 scripts 19k downloadsipfp - Fast Implementation of the Iterative Proportional Fitting Procedure in C
A fast (C) implementation of the iterative proportional fitting procedure.
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openblas
5.39 score 14 stars 2 dependents 59 scripts 462 downloads