psqn - Partially Separable Quasi-Newton
Provides quasi-Newton methods to minimize partially separable functions. The methods are largely described by Nocedal and Wright (2006) <doi:10.1007/978-0-387-40065-5>.
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optimizationoptimization-algorithmsquasi-newtonopenblascppopenmp
4.78 score 2 stars 1 dependents 5 scripts 283 downloadsmdgc - Missing Data Imputation Using Gaussian Copulas
Provides functions to impute missing values using Gaussian copulas for mixed data types as described by Christoffersen et al. (2021) <arXiv:2102.02642>. The method is related to Hoff (2007) <doi:10.1214/07-AOAS107> and Zhao and Udell (2019) <arXiv:1910.12845> but differs by making a direct approximation of the log marginal likelihood using an extended version of the Fortran code created by Genz and Bretz (2002) <doi:10.1198/106186002394> in addition to also support multinomial variables.
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binarygaussian-copulaimputationmultinomial-variablesordinalsemi-parametricopenblascppopenmp
3.78 score 10 stars 12 scripts 213 downloads