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ReIns - Functions from "Reinsurance: Actuarial and Statistical Aspects"
Functions from the book "Reinsurance: Actuarial and Statistical Aspects" (2017) by Hansjoerg Albrecher, Jan Beirlant and Jef Teugels <https://www.wiley.com/en-us/Reinsurance%3A+Actuarial+and+Statistical+Aspects-p-9780470772683>.
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extremesreinsurancerisk-analysiscpp
6.35 score 25 stars 178 scripts 679 downloadsrospca - Robust Sparse PCA using the ROSPCA Algorithm
Implementation of robust sparse PCA using the ROSPCA algorithm of Hubert et al. (2016) <DOI:10.1080/00401706.2015.1093962>.
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robust-pcasparse-data
4.66 score 13 stars 56 scripts 1.2k downloadssmurf - Sparse Multi-Type Regularized Feature Modeling
Implementation of the SMuRF algorithm of Devriendt et al. (2021) <doi:10.1016/j.insmatheco.2020.11.010> to fit generalized linear models (GLMs) with multiple types of predictors via regularized maximum likelihood.
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openblascpp
4.65 score 1 dependents 30 scripts 353 downloads