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    Bridge.jl

    Bridge.jl

    A statistical toolbox for diffusion processes

    Statistics and stochastic calculus for Markov processes in continuous time, include univariate and multivariate stochastic processes such as stochastic differential equations or diffusions (SDE's) or Levy processes.
    Downloads: 0 This Week
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    TifaMMy isn't the fastest Matrix Multiplication yet! A library for cache oblivious matrix operations using the space filling Peano curve. Aim is for BLAS / LAPACK functionality (but with an intuitive C++ API).
    Downloads: 0 This Week
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