Basic numerical integration routines for presampled data.

Convenient macros for in-place matrix operations in Julia

Multidimensional grid interpolation in arbitrary dimensions

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A few preconditioners for iterative solvers.

Utilities for testing custom AD primitives.

Interpolation and related operations on grids

Julia versions of the CompEcon routines by Miranda and Fackler.

A Julia package for generating timeseries surrogates

Julia Package for discrete-time linear Gaussian parametric filtering systems, namely KF, EKF, UKF, GM-PHD

Implementations of single and multi-ellipsoid nested sampling

Implementation of a Partial Least Squares Regressor

A common framework for implementing and using log densities for inference.

A collection of functionality around rooted trees to generate order conditions for Runge-Kutta methods in Julia for differential equations and scientific machine learning (SciML)

Static numbers in Julia

Approximations for Gaussian processes: sparse variational inducing point approximations, Laplace approximation, ...

B-splines and linear approximators in multiple dimensions for Julia

Julia implementation of EXPOKIT routines

Approximate Minimum Degree Ordering in Julia

Linear symbolic expressions for the Julia language

Lightweight wrapper to declare that a vector is sorted.

A Julia wrapper for the DOPRI5 and DOP853 integrators.

Compute exact simplex intersections in N dimensions.

Interpolate data with known discontinuities

Julia wrapper of the Fortran library for efficiently solving structured matrix eigenvalue problems using unitary core transformations