Scythe
The Scythe Statistical Library: An Open Source C++ Library for Statistical Computation. The Scythe Statistical Library is an open source C++ library for statistical computation. It includes a suite of matrix manipulation functions, a suite of pseudo-random number generators, and a suite of numerical optimization routines. Programs written using Scythe are generally much faster than those written in commonly used interpreted languages, such as R and proglang{MATLAB}; and can be compiled on any system with the GNU GCC compiler (and perhaps with other C++ compilers). One of the primary design goals of the Scythe developers has been ease of use for non-expert C++ programmers. Ease of use is provided through three primary mechanisms: (1) operator and function over-loading, (2) numerous pre-fabricated utility functions, and (3) clear documentation and example programs. Additionally, Scythe is quite flexible and entirely extensible because the source code is available to all users under the GNU General Public License.
This software is also peer reviewed by journal JSS.
This software is also peer reviewed by journal JSS.
Keywords for this software
References in zbMATH (referenced in 6 articles )
Showing results 1 to 6 of 6.
Sorted by year (- Abanto-Valle, C.A.; Lachos, V.H.; Dey, Dipak K.: Bayesian estimation of a skew-Student-$t$ stochastic volatility model (2015)
- Abanto-Valle, Carlos A.; Migon, Helio S.; Lachos, Victor H.: Stochastic volatility in mean models with heavy-tailed distributions (2012)
- Abanto-Valle, Carlos Antonio; Lachos, Victor H.; Ghosh, Pulak: A Bayesian approach to term structure modeling using heavy-tailed distributions (2012)
- Abanto-Valle, C.A.; Migon, H.S.; Lachos, V.H.: Stochastic volatility in mean models with scale mixtures of normal distributions and correlated errors: a Bayesian approach (2011)
- Abanto-Valle, C.A.; Bandyopadhyay, D.; Lachos, V.H.; Enriquez, I.: Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions (2010)
- Abanto-Valle, Carlos A.; Migon, Helio S.; Lopes, Hedibert F.: Bayesian modeling of financial returns: a relationship between volatility and trading volume (2010)