Stuart Baumann's repositories
FixedPointAcceleration.jl
Fixed Point Acceleration for Julia
HighFrequencyCovariance.jl
A package for estimating and regularising correlation and covariance matrices with high frequency financial data
MultivariateFunctions.jl
A framework for multivariate functions together with constructors for schumaker splines, OLS, Chebyshev, MARS splines for approximation.
SchumakerSpline.jl
A shape preserving spline implementation in Julia
BayesianIntegral.jl
Bayesian Integration of functions
StochasticIntegrals.jl
This generates covariance matrices and cholesky decompositions for a set of stochastic integrals.
UnivariateFunctions.jl
A package for simple algebra, calculus and evaluation of one dimensional functions. Can be used for approximation (splines, interpolation) and algebra.
Distributions.jl
A Julia package for probability distributions and associated functions.
FixedPoint
Fixed Point acceleration algorithms in R
Schumaker.cpp
Code for doing the Schumaker Shape Preserving spline in C++
StatsBase.jl
Basic statistics for Julia