OptimLib: a lightweight C++ library of numerical optimization methods for nonlinear functions

A C++ header-only library of statistical distribution functions.

Armadillo: fast C++ library for linear algebra & scientific computing - https://arma.sourceforge.net

Rcpp integration for the Armadillo templated linear algebra library

A C++ library of Markov Chain Monte Carlo (MCMC) methods

C++17 templates between [stl::vector | armadillo | eigen3 | ublas | blitz++] and HDF5 datasets

Converters between Armadillo matrices (C++) and Numpy arrays using Pybind11

Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python

A C++ header-only for data transfer between linear algebra libraries (Eigen, Armadillo, OpenCV, ArrayFire, LibTorch).

Forward code for the P-SV wave equation on a staggered grid, with full waveform inversion interfaces. Finite difference approach according to stress-velocity formulation.

Kalman Filter, Extended Kalman Filter, and Unscented Kalman Filter implementation in C++

Rcpp integration for the Ensmallen templated C++ mathematical optimization library

R package for fitting joint models to time-to-event data and multivariate longitudinal data

Generalized Method of Wavelet Moments (GMWM) is an estimation technique for the parameters of time series models. It uses the wavelet variance in a moment matching approach that makes it particularly suitable for the estimation of certain state-space models.

Converting base R code to Armadillo code for use with RcppArmadillo or for external programs (e.g. Matlab, Mathematica, ...)

A collection of, mostly, C and C++ libraries

Bandicoot: C++ library for GPU linear algebra & scientific computing - https://coot.sourceforge.io

Some pretty printers and other useful GDB stuff when using the C++ armadillo linear algebra library

ProjectFEA is a Finite Element Library. It is being designed such that new weak forms of different models can be easily defined and used.

high performance statistic machine learning libraries in C++ [based on Armadillo-9.300]