Natura non facit goto
AML++
AML++ stands for Another Matrix Library in C++. AML++ is a matrix library which mimics many Matlab/Octave features and functions. AML++ offers all the advanced indexing functionality of the Matlab language as well as the familiar and natural interface to BLAS and LAPACK libraries for linear algebra computations. You can find the page of library here.Matlab/GNU Octave code
| Description | Code | Documentation | Remarks |
| HP filter | hpfilter.m | HPfilter.pdf | |
| Numerical Jacobian | jacob.m | ||
| Newton rootfinding method | newton.m | requires jacob.m |