Fixed Point Acceleration for Julia

A package for estimating and regularising correlation and covariance matrices with high frequency financial data

A framework for multivariate functions together with constructors for schumaker splines, OLS, Chebyshev, MARS splines for approximation.

A shape preserving spline implementation in Julia

Bayesian Integration of functions

A package for simple algebra, calculus and evaluation of one dimensional functions. Can be used for approximation (splines, interpolation) and algebra.

This generates covariance matrices and cholesky decompositions for a set of stochastic integrals.