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

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

Armadillo: fast C++ library for linear algebra & scientific computing - https://arma.sourceforge.net

Rcpp integration for the Armadillo templated linear algebra library

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

C++17 templates between [stl::vector | armadillo | eigen3 | ublas | blitz++] and HDF5 datasets

Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python

Converters between Armadillo matrices (C++) and Numpy arrays using Pybind11

A C++ header-only for data transfer between linear algebra libraries (Eigen, Armadillo, OpenCV, ArrayFire, LibTorch).

Forward code for the P-SV wave equation on a staggered grid, with full waveform inversion interfaces. Finite difference approach according to stress-velocity formulation.

Kalman Filter, Extended Kalman Filter, and Unscented Kalman Filter implementation in C++

Rcpp integration for the Ensmallen templated C++ mathematical optimization library

R package for fitting joint models to time-to-event data and multivariate longitudinal data

A collection of, mostly, C and C++ libraries

Converting base R code to Armadillo code for use with RcppArmadillo or for external programs (e.g. Matlab, Mathematica, ...)

Generalized Method of Wavelet Moments (GMWM) is an estimation technique for the parameters of time series models. It uses the wavelet variance in a moment matching approach that makes it particularly suitable for the estimation of certain state-space models.

Bandicoot: C++ library for GPU linear algebra & scientific computing - https://coot.sourceforge.io

Some pretty printers and other useful GDB stuff when using the C++ armadillo linear algebra library

ProjectFEA is a Finite Element Library. It is being designed such that new weak forms of different models can be easily defined and used.

high performance statistic machine learning libraries in C++ [based on Armadillo-9.300]