Pinned Repositories
DtD
R package with fast methods for Merton's distance-to-default model
dynamichazard
R package for survival analysis with state space models
mdgc
Provides functions to impute missing values using Gaussian copulas for mixed data types.
mssm
R package for multivariate state space models
parglm
R package that provides a parallel estimation method for generalized linear models
pedmod
R package with quasi-Monte Carlo methods to estimate mixed models commonly used for random effect structures from pedigrees.
psqn
Provides quasi-Newton methods to minimize partially separable functions. The package includes both a header-only C++ interface and a R interface.
rollRegres
R package for fast rolling and expanding linear regression models
survTMB
VAJointSurv
boennecd's Repositories
boennecd/rollRegres
R package for fast rolling and expanding linear regression models
boennecd/parglm
R package that provides a parallel estimation method for generalized linear models
boennecd/mdgc
Provides functions to impute missing values using Gaussian copulas for mixed data types.
boennecd/dynamichazard
R package for survival analysis with state space models
boennecd/DtD
R package with fast methods for Merton's distance-to-default model
boennecd/pedmod
R package with quasi-Monte Carlo methods to estimate mixed models commonly used for random effect structures from pedigrees.
boennecd/VAJointSurv
boennecd/mssm
R package for multivariate state space models
boennecd/survTMB
boennecd/SimSurvNMarker
Provides functions to simulate from joint survival and marker models. The user can specific all basis functions of time, random or deterministic covariates, random or deterministic left-truncation and right-censoring times, and model parameters.
boennecd/Spline-AFT-Model
boennecd/psqn
Provides quasi-Newton methods to minimize partially separable functions. The package includes both a header-only C++ interface and a R interface.
boennecd/adcomp
AD computation with Template Model Builder (TMB)
boennecd/causaloptim
An Interface to Specify Causal Graphs and Compute Balke Bounds
boennecd/fastncdf
Fast Computation of Normal CDF
boennecd/lbfgs
Efficient L-BFGS and OWL-QN Optimization in R
boennecd/mixprobit
boennecd/Oumuamua
Parallel implementation of the Multivariate Adaptive Regression Splines algorithm
boennecd/psqn-va-ex
boennecd/Talks
boennecd/US_PD_data
boennecd/catboost
A fast, scalable, high performance Gradient Boosting on Decision Trees library, used for ranking, classification, regression and other machine learning tasks for Python, R, Java, C++. Supports computation on CPU and GPU.
boennecd/cfaad
boennecd/comp-ex
boennecd/ghq-cpp
boennecd/mmcif
Fits the mixed cumulative incidence function models suggested by Cederkvist et al (2018; https://doi.org/10.1093%2Fbiostatistics%2Fkxx072) which decomposes within cluster dependence of risk and timing.
boennecd/Rcpp
Seamless R and C++ Integration
boennecd/rcpp-gallery
Source code for the Rcpp Gallery website
boennecd/rstpm2
An R package for generalised survival models
boennecd/Rtorchcpp