GNU Regression, Econometrics and Time-series Library
Features
- A wide variety of least-squares-based estimators (including two-stage
least squares).
- Easy, intuitive interface.
- Single commands to launch things like augmented Dickey-Fuller test, Chow
test for structural stability, Vector Autoregression.
- Reads own format ascii data files, Comma Separated Values files, BOX1
files, own format binary databases (allowing mixed data frequencies and
series lengths) and RATS 4 databases. Includes a US macro database and a
perl script to create a database off economagic.com. See also the gretl
data page.
- Output models as LaTeX files, in tabular or equation format (not very
flexible yet).
- Integrated scripting language: enter commands either via the gui or via
scripts.
- Command loop structure for Monte Carlo simulations.
- GUI controller for fine-tuning Gnuplot graphs.
- Link to GNU R for further data analysis.
Ipopt (Interior Point OPTimizer, pronounced eye-pea-Opt) is a software
package for large-scale nonlinear optimization.
Ipopt is written in C++ and is released as open source code under the
Eclipse Public License (EPL). It is available from the COIN-OR
initiative. The code has been written by Carl Laird and Andreas Wchter,
who is the COIN project leader for Ipopt.
The Ipopt distribution can be used to generate a library that can be
linked to one's own C++, C, or Fortran code, as well as a solver
executable for the AMPL modeling environment. The package includes
interfaces to CUTEr optimization testing environment, as well as the
MATLAB and R programming environments. IPOPT can be used on Linux/UNIX,
Mac OS X and Windows platforms.
An excellent reference for this library can be found in:
Wachter and L. T. Biegler, On the Implementation of a Primal-Dual Interior
Point Filter Line Search Algorithm for Large-Scale Nonlinear Programming,
Mathematical Programming 106(1), pp. 25-57, 2006
JAMA/C++ Linear Algebra Package (v. 1.2.1)
JAMA/C++: a translation of the Java Matrix Library, developed by the
Mathworks and NIST, into C++
* classical matrix linear algebra
* QR
* SVD
* Cholesky
* Eigenvalue solver
Based on NIST's Template Numerical Toolkit.
Kig is an application for interactive geometry.
FEATURES
- Allows the students to interactively explore mathematical figures
and concepts using the computer.
- Serves as a WYSIWYG tool for drawing mathematical figures and
including them in other documents.
METIS is a software package for partitioning unstructured graphs,
partitioning meshes, and computing fill-reducing orderings of sparse
matrices.
Important note: this is not the original METIS, it has been specially
patched by EDF to be used by Code_Aster.
Armadillo is a C++ linear algebra library (matrix maths) aiming towards
a good balance between speed and ease of use. The syntax is deliberately
similar to Matlab.
Integer, floating point and complex numbers are supported, as well as a
subset of trigonometric and statistics functions. Various matrix
decompositions are provided through optional integration with LAPACK, or
one of its high performance drop-in replacements (such as the
multi-threaded MKL or ACML libraries).
A delayed evaluation approach is employed (at compile-time) to combine
several operations into one and reduce (or eliminate) the need for
temporaries. This is accomplished through recursive templates and
template meta-programming.
Useful for conversion of research code into production environments, or
if C++ has been decided as the language of choice, due to speed and/or
integration capabilities.
This library is a C port of the implementation of Limited-memory
Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) method written by Jorge Nocedal.
The original FORTRAN source code is available at:
http://www.ece.northwestern.edu/~nocedal/lbfgs.html
Developed by Jack Dongarra, Jim Bunch, Cleve Moler and Pete Stewart.
1 Feb 84
Used as part of Matlab, and often used to benchmark machines.
Otherwise it is a very good linear algebra package.
MathMod is a mathematical modeling software that visualize and animate implicit
and parametric surfaces.
MathMod supports: 3D and 4D plotting and animation, OBJ output file format,
Texture and pigmentation support, Noise and Turbulence effects support, Large
set of scripted examples.
The octave-forge package is the result of The GNU Octave Repositry project,
which is intended to be a central location for custom scripts, functions and
extensions for GNU Octave. contains the source for all the functions plus
build and install scripts.
This is stk.
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The STK is a (not so) Small Toolbox for Kriging. Its primary focus in on
the interpolation/regression technique known as kriging, which is very
closely related to Splines and Radial Basis Functions, and can be
interpreted as a non-parametric Bayesian method using a Gaussian Process
(GP) prior. The STK also provides tools for the sequential and
non-sequential design of experiments. Even though it is, currently, mostly
geared towards the Design and Analysis of Computer Experiments (DACE), the
STK can be useful for other applications areas (such as Geostatistics,
Machine Learning, Non-parametric Regression, etc.).