OptimLib: a lightweight C++ library of numerical optimization methods for nonlinear functions

A C++ header-only library of statistical distribution functions.

Rcpp integration for the Armadillo templated linear algebra library

A C++ library of Markov Chain Monte Carlo (MCMC) methods

C++17 templates between [stl::vector | armadillo | eigen3 | ublas | blitz++] and HDF5 datasets

Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python

Converters between Armadillo matrices (C++) and Numpy arrays using Pybind11

A C++ header-only for data transfer between linear algebra libraries (Eigen, Armadillo, OpenCV, ArrayFire, LibTorch).

Kalman Filter, Extended Kalman Filter, and Unscented Kalman Filter implementation in C++

Converting base R code to Armadillo code for use with RcppArmadillo or for external programs (e.g. Matlab, Mathematica, ...)

Rcpp integration for the Ensmallen templated C++ mathematical optimization library

ProjectFEA is a Finite Element Library. It is being designed such that new weak forms of different models can be easily defined and used.

high performance statistic machine learning libraries in C++ [based on Armadillo-9.300]

A toolbox for solving problems of equilibrium computation and identification in discrete choice and matching problems.

General Purpose Optimization in R using C++: provides a unified C++ wrapper to call functions of the algorithms underlying the optim() solver

library of numerical methods using Armadillo

A C++ ARPACK-NG wrapper compatible with multiple matrix libraries

Rehuel is a simple C++11 library for solving ordinary differential equations with (implicit) Runge-Kutta methods.

Estimate the Deterministic Input, Noisy "And" Gate (DINA) cognitive diagnostic model parameters using the Gibbs sampler described by Culpepper (2015) <doi:10.3102/1076998615595403>.

A part of C++ optimization lib based on armadillo. It just implements one of the frequently used functions fmincon().