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rcpp

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

rcpp eigen < 8000 a data-hydro-click="{"event_type":"explore.click","payload":{"click_context":"REPOSITORY_CARD","click_target":"TOPIC","click_visual_representation":"TOPIC_TAG","actor_id":null,"record_id":17504,"originating_url":"https://github.com/topics/rcpp","user_id":null}}" data-hydro-click-hmac="c04b684a4d08c4a44b60b4e9900ebd67d8973b11e559b0c6491f1340d3502547" title="Topic: openmp" href="/topics/openmp" data-view-component="true" class="topic-tag topic-tag-link Link f6 mb-2">openmp cpp11 armadillo blas statistical-tests linear-algebra-library algorithmic-trading blaze ols-regression rcpparmadillo urt mkl openblas cython-wrapper
  • Updated Dec 1, 2021
  • C++

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