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GitHub / olmallet81 / URT

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

JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/olmallet81%2FURT

Stars: 80
Forks: 20
Open Issues: 10

License: mit
Language: C++
Repo Size: 276 KB
Dependencies: 1

Created: over 7 years ago
Updated: 7 months ago
Last pushed: over 2 years ago
Last synced: 7 months ago

Topics: algorithmic-trading, armadillo, blas, blaze, cpp11, cython-wrapper, eigen, linear-algebra-library, mkl, ols-regression, openblas, openmp, rcpp, rcpparmadillo, statistical-tests, urt

Files
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    Readme
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    Dependencies
    R/RcppURT/DESCRIPTION cran
    • Rcpp >= 0.12.6 depends