rdoxygen - Create Doxygen Documentation for Source Code
Create 'doxygen' documentation for source code in R packages, and optionally make it accessible as an R vignette. Includes a 'RStudio' Addin to easily trigger the doxygenize process.
Last updated 5 years ago
doxygenrcpprstudio-addin
16 stars 1.86 score 31 dependenciesmniw - The Matrix-Normal Inverse-Wishart Distribution
Density evaluation and random number generation for the Matrix-Normal Inverse-Wishart (MNIW) distribution, as well as the the Matrix-Normal, Matrix-T, Wishart, and Inverse-Wishart distributions. Core calculations are implemented in a portable (header-only) C++ library, with matrix manipulations using the 'Eigen' library for linear algebra. Also provided is a Gibbs sampler for Bayesian inference on a random-effects model with multivariate normal observations.
Last updated 16 days ago
3 stars 1.53 score 2 dependencies 2 dependentsLocalCop - Local Likelihood Inference for Conditional Copula Models
Implements a local likelihood estimator for the dependence parameter in bivariate conditional copula models. Copula family and local likelihood bandwidth parameters are selected by leave-one-out cross-validation. The models are implemented in 'TMB', meaning that the local score function is efficiently calculated via automated differentiation (AD), such that quasi-Newton algorithms may be used for parameter estimation.
Last updated 5 days ago
1 stars 1.40 score 9 dependenciesmsde - Bayesian Inference for Multivariate Stochastic Differential Equations
Implements an MCMC sampler for the posterior distribution of arbitrary time-homogeneous multivariate stochastic differential equation (SDE) models with possibly latent components. The package provides a simple entry point to integrate user-defined models directly with the sampler's C++ code, and parallelizes large portions of the calculations when compiled with 'OpenMP'.
Last updated 2 years ago
0.93 score 3 dependenciesLMN - Inference for Linear Models with Nuisance Parameters
Efficient Frequentist profiling and Bayesian marginalization of parameters for which the conditional likelihood is that of a multivariate linear regression model. Arbitrary inter-observation error correlations are supported, with optimized calculations provided for independent-heteroskedastic and stationary dependence structures.
Last updated 3 years ago
1 stars 0.85 score 5 dependencies