Public repositories

Atmosphere

Atmosphere contains Maximum Likelihood Estimation algorithms, density functions, random observations generators, etc.

Travis-CI Status

• - Atmosphere
• - Atmosphere GM Test

Features

1. Normal variance-mean mixtures
   • Generalized hyperbolic distribution
   • Generalized variance-gamma distribution
2. Separating mixtures of probability distributions
   • Grid methods
   • Likelihood maximization
   • Optimization over sliding window
3. Generalized probability distributions
   • Density functions
   • Cumulative functions
   • Quantiles
   • Random observations generators
   • Maximum Likelihood Estimations (MLE)

bessel

bessel[IJKY] functions ported from R.

cblas

D BLAS header.

simple_matrix

BLAS oriented matrix implementation.

libcerf

D implementation of original self-contained C numeric library that provides an efficient and accurate implementation of complex error functions, along with Dawson, Faddeeva, and Voigt functions.