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18 search results found

Pyportfolioopt ⭐ 3,936

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Display and analyze ROC curves in R and S+

25daysinmachinelearning ⭐ 48

I will update this repository to learn Machine learning with python with statistics content and materials

Covarianceestimation.jl ⭐ 41

Lightweight robust covariance estimation in Julia

Mixed models @lme4 + custom covariances + parameter constraints

Riskportfolios ⭐ 30

Functions for the construction of risk-based portfolios

Combining3dmorphablemodels ⭐ 29

Project Page of Combining 3D Morphable Models: A Large scale Face-and-Head Model - [CVPR 2019]

Wink Statistics ⭐ 27

Fast & numerically stable statistical analysis

Krigingestimators.jl ⭐ 16

Kriging estimators for the GeoStats.jl framework

Covtools ⭐ 12

Statistical Tools for Covariance Analysis

Kriging.jl ⭐ 11

Gaussian process regression

Variography.jl ⭐ 10

Variography for the GeoStats.jl framework

SIMD-enabled descriptive statistics (mean, variance, covariance, correlation)

Online Stats ⭐ 8

Online statistics implementations, including average, variance and standard deviation; exponentially weighted versions as well.

Riemannianpca ⭐ 6

Dimensionality reduction on manifold of SPD matrices, based on pymanopt implementation

Correlater ⭐ 5

General purpose correlation and covariance estimation

Satellite_image_analyze ⭐ 5

Satellite library(fft, variogram,...)

Powerspectra.jl ⭐ 5

power spectra on the masked sky

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1-18 of 18 search results

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