OptimLib: a lightweight C++ library of numerical optimization methods for nonlinear functions

Armadillo: fast C++ library for linear algebra & scientific computing - https://arma.sourceforge.net

A C++ header-only library of statistical distribution functions.

Rcpp integration for the Armadillo templated linear algebra library

A C++ library of Markov Chain Monte Carlo (MCMC) methods

C++17 templates between [stl::vector | armadillo | eigen3 | ublas | blitz++] and HDF5 datasets

Converters between Armadillo matrices (C++) and Numpy arrays using Pybind11

Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python

A C++ header-only for data transfer between linear algebra libraries (Eigen, Armadillo, OpenCV, ArrayFire, LibTorch).

Generalized 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.

R package for fitting joint models to time-to-event data and multivariate longitudinal data

high performance statistic machine learning libraries in C++ [based on Armadillo-9.300]

Converting base R code to Armadillo code for use with RcppArmadillo or for external programs (e.g. Matlab, Mathematica, ...)

Forward code for the P-SV wave equation on a staggered grid, with full waveform inversion interfaces. Finite difference approach according to stress-velocity formulation.

Upload tools for DataSHIELD backends

Kalman Filter, Extended Kalman Filter, and Unscented Kalman Filter implementation in C++

A toolbox for solving problems of equilibrium computation and identification in discrete choice and matching problems.

ProjectFEA is a Finite Element Library. It is being designed such that new weak forms of different models can be easily defined and used.

A collection of, mostly, C and C++ libraries

A C++ ARPACK-NG wrapper compatible with multiple matrix libraries