Projects in Awesome Lists tagged with quantile-functions
A curated list of projects in awesome lists tagged with quantile-functions .
https://github.com/kthohr/stats
A C++ header-only library of statistical distribution functions.
armadillo armadillo-library blaze cdf constexpr cpp cpp11 density-functions distributions eigen eigen3 numerical-methods openmp probability quantile quantile-functions statistics stats
Last synced: 05 Apr 2025
https://github.com/geobosh/cvar
R package providing functions for computing Expected shortfall (ES) and Value at risk (VaR)
expected-shortfall locations-scale-transformations quantile quantile-functions risk value-at-risk
Last synced: 13 Apr 2025
https://github.com/open-risk/tailrisk
A library for the calculation of tail risk measures
expected-shortfall quantile-functions risk-measure value-at-risk
Last synced: 10 Apr 2025
