A static C++ library for the generation of discrete functions on a box-shaped domain. This is especially suited for the discretization of signed distance fields.
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Aug 31, 2023 - C++
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discretization
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SAX, HOT-SAX, VSM, SAX-VSM, RePair and RRA in R (Rcpp)
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Sep 25, 2022 - C++
DDC is a discrete domain computation library.
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Nov 6, 2024 - C++
Discretize VAR(1) of arbitrary size, with arbitrary covariance matrix for innovations, and optional stochastic volatility.
cpp
matlab
markov-chain
hdf5
var
discretization
armadillo-library
tauchen
stochastic-volatility
non-tensor-grid
discretize
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Nov 8, 2021 - C++
This is a simulation project for the seconder order discretization schemes for the CIR process.
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Mar 19, 2018 - C++
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Jun 14, 2021 - C++
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