| Name : R-SuperGauss
| |
| Version : 2.0.3
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp155.1.4
| Date : 2024-09-10 12:38:24
|
| Group : Development/Libraries/Other
| Source RPM : R-SuperGauss-2.0.3-lp155.1.4.src.rpm
|
| Size : 0.97 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Superfast Likelihood Inference for Stationary Gaussian Time Series
|
Description :
Likelihood evaluations for stationary Gaussian time series are
typically obtained via the Durbin-Levinson algorithm, which scales as
O(n^2) in the number of time series observations. This package
provides a \"superfast\" O(n log^2 n) algorithm written in C++, crossing
over with Durbin-Levinson around n = 300. Efficient implementations of
the score and Hessian functions are also provided, leading to superfast
versions of inference algorithms such as Newton-Raphson and Hamiltonian
Monte Carlo. The C++ code provides a Toeplitz matrix class packaged as
a header-only library, to simplify low-level usage in other packages
and outside of R.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.5/x86_64 |
