boennecd

rollRegres. R package for fast rolling and expanding linear regression models

parglm. R package that provides a parallel estimation method for generalized linear models

mdgc. Provides functions to impute missing values using Gaussian copulas for mixed data types.

dynamichazard. R package for survival analysis with state space models

VAJointSurv. HTML

pedmod. R package with quasi-Monte Carlo methods to estimate mixed models commonly used for random effect structures from pedigrees.

DtD. R package with fast methods for Merton's distance-to-default model

survTMB. C++

Spline-AFT-Model. R

SimSurvNMarker. Provides functions to simulate from joint survival and marker models. The user can specific all basis functions of time, random or deterministic covariates, random or deterministic left-truncation and right-censoring times, and model parameters.

mssm. R package for multivariate state space models

psqn. Provides quasi-Newton methods to minimize partially separable functions. The package includes both a header-only C++ interface and a R interface.

FSKA. C++

psqn-va-ex. C++

mixprobit. C++

US_PD_data. R

Oumuamua. Parallel implementation of the Multivariate Adaptive Regression Splines algorithm

Talks. HTML

smooth_demo. R