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olmallet81
URT olmallet81
25
88
mit
4
Fast Unit Root Tests and OLS regression in C++ with wrappers for R and Python
mkl urt blas rcpp blaze cpp11 eigen openmp openblas armadillo rcpparmadillo cython-wrapper ols-regression statistical-tests algorithmic-trading linear-algebra-library
Created 2016-12-12
223 commits to master branch, last one 7 years ago