boennecd

Pinned Repositories

DtD
R package with fast methods for Merton's distance-to-default model
Language:R5 2 02
dynamichazard
R package for survival analysis with state space models
Language:HTML8 5 23
mdgc
Provides functions to impute missing values using Gaussian copulas for mixed data types.
Language:C++9 2 02
mssm
R package for multivariate state space models
Language:C++4 2 11
parglm
R package that provides a parallel estimation method for generalized linear models
Language:C++10 2 122
pedmod
R package with quasi-Monte Carlo methods to estimate mixed models commonly used for random effect structures from pedigrees.
Language:HTML5 2 30
psqn
Provides quasi-Newton methods to minimize partially separable functions. The package includes both a header-only C++ interface and a R interface.
Language:C++2 2 10
rollRegres
R package for fast rolling and expanding linear regression models
Language:R22 3 122
survTMB
Language:C++4 3 01
VAJointSurv
Language:C++4 4 43

boennecd's Repositories

boennecd/rollRegres
R package for fast rolling and expanding linear regression models
Language:R22 3 122
boennecd/parglm
R package that provides a parallel estimation method for generalized linear models
Language:C++10 2 122
boennecd/mdgc
Provides functions to impute missing values using Gaussian copulas for mixed data types.
Language:C++9 2 02
boennecd/dynamichazard
R package for survival analysis with state space models
Language:HTML8 5 23
boennecd/DtD
R package with fast methods for Merton's distance-to-default model
Language:R5 2 02
boennecd/pedmod
R package with quasi-Monte Carlo methods to estimate mixed models commonly used for random effect structures from pedigrees.
Language:HTML5 2 30
boennecd/mssm
R package for multivariate state space models
Language:C++4 2 11
boennecd/survTMB
Language:C++4 3 01
boennecd/VAJointSurv
Language:C++4 4 43
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.
Language:C++3 2 00
boennecd/Spline-AFT-Model
Language:R3 2 01
boennecd/psqn
Provides quasi-Newton methods to minimize partially separable functions. The package includes both a header-only C++ interface and a R interface.
Language:C++2 2 10
boennecd/adcomp
AD computation with Template Model Builder (TMB)
Language:C++1 1 0
boennecd/causaloptim
An Interface to Specify Causal Graphs and Compute Balke Bounds
Language:JavaScript1 1 0
boennecd/fastncdf
Fast Computation of Normal CDF
Language:C++1 1 0
boennecd/lbfgs
Efficient L-BFGS and OWL-QN Optimization in R
Language:C1 1 0
boennecd/mixprobit
Language:C++1 3 0
boennecd/Oumuamua
Parallel implementation of the Multivariate Adaptive Regression Splines algorithm
Language:C++1 1 0
boennecd/psqn-va-ex
Language:C++1 2 0
boennecd/Talks
Language:HTML1 2 0
boennecd/US_PD_data
Language:R1 2 0
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.
Language:C0 0
boennecd/cfaad
Language:C++
boennecd/comp-ex
Language:C++2 0
boennecd/ghq-cpp
Language:C++2 0
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.
Language:HTML2 0
boennecd/Rcpp
Seamless R and C++ Integration
Language:C++1 0
boennecd/rcpp-gallery
Source code for the Rcpp Gallery website
Language:C++1 0
boennecd/rstpm2
An R package for generalised survival models
boennecd/Rtorchcpp
Language:M42 0