maths.genealogy - Mathematics PhD Genealogy Data and Plotting

Query, extract, and plot genealogical data from The Mathematics Genealogy Project <https://mathgenealogy.org/>. Data is gathered from the 'WebSocket' server run by the 'geneagrapher-core' project <https://github.com/davidalber/geneagrapher-core>.

Last updated 13 days ago

4.95 score 2 stars 223 downloads

stors - Step Optimised Rejection Sampling

Fast and efficient sampling from general univariate probability density functions. Implements a rejection sampling approach designed to take advantage of modern CPU caches and minimise evaluation of the target density for most samples. Many standard densities are internally implemented in 'C' for high performance, with general user defined densities also supported. A paper describing the methodology will be released soon.

Last updated 15 days ago

4.76 score 2 stars 4 scripts

mlmc - Multi-Level Monte Carlo

An implementation of MLMC (Multi-Level Monte Carlo), Giles (2008) <doi:10.1287/opre.1070.0496>, Heinrich (1998) <doi:10.1006/jcom.1998.0471>, for R. This package builds on the original 'Matlab' and 'C++' implementations by Mike Giles to provide a full MLMC driver and example level samplers. Multi-core parallel sampling of levels is provided built-in.

Last updated 4 months ago

monte-carlocpp

3.70 score 2 stars 5 scripts 597 downloads

ReliabilityTheory - Structural Reliability Analysis

Perform structural reliability analysis, including computation and simulation with system signatures, Samaniego (2007) <doi:10.1007/978-0-387-71797-5>, and survival signatures, Coolen and Coolen-Maturi (2013) <doi:10.1007/978-3-642-30662-4_8>. Additionally supports parametric and topological inference given system lifetime data, Aslett (2012) <https://www.louisaslett.com/PhD_Thesis.pdf>.

Last updated 6 months ago

reliability-engineering

3.62 score 7 stars 12 scripts 208 downloads

PhaseType - Inference for Phase-Type Distributions

Functions to perform Bayesian inference on absorption time data for Phase-type distributions. The methods of Bladt et al (2003) <doi:10.1080/03461230110106435> and Aslett (2012) <https://www.louisaslett.com/PhD_Thesis.pdf> are provided.

Last updated 6 months ago

markov-chain-monte-carloopenblas

3.18 score 1 dependents 8 scripts 258 downloads

BrownianMotion - Brownian Motion Simulations

An implementation of algorithms for simulation of (multivariate) Brownian motion trajectories, including simple unconditional simulation, Brownian bridges, as well as layered and localised Brownian motion simulators.

Last updated 9 months ago

brownian-motion

3.00 score 1 stars 1 scripts