Keith O'Hara

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

gcem. A C++ compile-time math library using generalized constant expressions

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

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

BMR. Bayesian Macroeconometrics in R

bmlib. Bayesian Macroeconometrics C++ Library

BayesianQuantileRegression. Bayesian Quantile Regression

BaseMatrixOps. Wrappers to C++ linear algebra libraries

Chernozhukov-Hong. Illustrating the Chernozhukov-Hong (2003) MCMC approach to classical estimation.

macrolib. C++ implementation of Chris Sims' gensys program using the Armadillo linear algebra library.

kthohr.github.io. HTML