https://github.com/boennecd/rollregres

R package for fast rolling and expanding linear regression models

regression regression-models rolling

Last synced: 21 Feb 2026

https://github.com/boennecd/parglm

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

generalized-linear-models parallel-computing

Last synced: 22 Feb 2026

https://github.com/boennecd/dynamichazard

R package for survival analysis with state space models

extended-kalman-filter particle-filter r survival survival-analysis unscented-kalman-filter

Last synced: 19 Feb 2026

https://github.com/boennecd/mdgc

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

binary gaussian-copula imputation multinomial-variables ordinal semi-parametric

Last synced: 22 Oct 2025

https://github.com/boennecd/dtd

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

blackscholes default finance

Last synced: 19 Feb 2026

https://github.com/boennecd/mssm

R package for multivariate state space models

Last synced: 21 Feb 2026

https://github.com/boennecd/psqn

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

optimization optimization-algorithms quasi-newton

Last synced: 22 Feb 2026

https://github.com/boennecd/mmcif

Fits the mixed cumulative incidence function models suggested by Cederkvist et al (2018; https://doi.org/10.1093%2Fbiostatistics%2Fkxx072) which decomposes within cluster dependence of risk and timing.

competing-risk composite-likelihood mixed-models sandwich-estimator survival-analysis

Last synced: 19 Feb 2026