boennecd

rollRegres

R package for fast rolling and expanding linear regression models

parglm

R package that provides a parallel estimation method for generalized linear models

mdgc

Provides functions to impute missing values using Gaussian copulas for mixed data types.

dynamichazard

R package for survival analysis with state space models

DtD

R package with fast methods for Merton's distance-to-default model

pedmod

R package with quasi-Monte Carlo methods to estimate mixed models commonly used for random effect structures from pedigrees.

mssm

R package for multivariate state space models

survTMB

VAJointSurv

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.

Spline-AFT-Model

psqn

Provides quasi-Newton methods to minimize partially separable functions. The package includes both a header-only C++ interface and a R interface.

adcomp

AD computation with Template Model Builder (TMB)

causaloptim

An Interface to Specify Causal Graphs and Compute Balke Bounds

fastncdf

Fast Computation of Normal CDF

lbfgs

Efficient L-BFGS and OWL-QN Optimization in R

mixprobit

Oumuamua

Parallel implementation of the Multivariate Adaptive Regression Splines algorithm

psqn-va-ex

Talks

US_PD_data

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.

cfaad

comp-ex

ghq-cpp

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.

Rcpp

Seamless R and C++ Integration

rcpp-gallery

Source code for the Rcpp Gallery website

rstpm2

An R package for generalised survival models

Rtorchcpp