Software

Software

R

  • FixedPoint: Algorithms for Finding Fixed Point Vectors of Functions.
  • schumaker: Schumaker Shape-Preserving Spline.

Julia

  • SchumakerSpline.jl: A shape preserving spline implementation in Julia.
  • FixedPointAcceleration.jl - Algorithms for Finding Fixed Point Vectors of Functions.
  • UnivariateFunctions.jl - A univariate algebra, calculus and interpolation package.
  • MultivariateFunctions.jl - A multivariate algebra, calculus and interpolation package. It also include an implementation of approximation with Chebyshev polynomials, Recursive Partitioning and Multivariate Adaptive Regression (MARS) splines.
  • StochasticIntegrals.jl - A package for estimating the covariance between Ito integrals and sampling from this covariance matrix.
  • BayesianIntegral.jl - A package for implementing Bayes-Hermite Quadrature (also known as Bayesian Monte Carlo).