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77 public repositories
matching this topic...
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Updated
Jun 25, 2021
Jupyter Notebook
Display and analyze ROC curves in R and S+
Covers the basics of mixed models, mostly using
@lme4
Project Page of Combining 3D Morphable Models: A Large scale Face-and-Head Model - [CVPR 2019]
Updated
Dec 16, 2019
MATLAB
I will update this repository to learn Machine learning with python with statistics content and materials
Updated
Nov 22, 2020
Jupyter Notebook
Mixed models
@lme4 + custom covariances + parameter constraints
Fast & numerically stable statistical analysis
Updated
Aug 11, 2021
JavaScript
Functions for the construction of risk-based portfolios
Lightweight robust covariance estimation in Julia
Updated
Jun 11, 2021
Julia
SIMD-enabled descriptive statistics (mean, variance, covariance, correlation)
Gaussian process regression
Updated
Apr 21, 2021
Julia
Kriging estimators for the GeoStats.jl framework
Updated
Aug 11, 2021
Julia
Statistical Tools for Covariance Analysis
Online statistics implementations, including average, variance and standard deviation; exponentially weighted versions as well.
Updated
May 16, 2019
Scala
General purpose correlation and covariance estimation
Satellite library(fft, variogram,...)
Multivariate Normal Distributions from Python
Updated
Oct 24, 2019
Jupyter Notebook
An online machine-learning library for creating robust statistical models of streaming data
Updated
Mar 6, 2019
Python
Python 3 version of PyFluxPro, a program for quality control, gap filling and partitioning of flux tower data.
Updated
Aug 14, 2021
Python
Variography for the GeoStats.jl framework
Updated
Aug 13, 2021
Julia
Full CMB and lensing covariances
Updated
Mar 8, 2019
Fortran
Combine partial covariance or relationship matrices
TOMS Algorithm 675: Fortran subroutines for computing the square root covariance filter and square root information filter in dense or Hessenberg forms
Updated
Jun 18, 2020
Fortran
Bits, Pieces, Nuts and Bolts on Data Analysis and Machine Learning.
Updated
Feb 17, 2021
Jupyter Notebook
Error propagation with covariant variables
Updated
Apr 21, 2019
Julia
Simple snippet to show the use of covariance in C#.
Analytical Derivation and Comparison of Alarm Similarity Analysis Methods Paper Code
Updated
May 16, 2021
Jupyter Notebook
Spectral Gaussian simulation solver for the GeoStats.jl framework
Updated
Sep 16, 2020
Julia
An R package to explore and quality check data
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