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Search results for julia multivariate analysis
julia
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multivariate-analysis
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4 search results found
Partialleastsquaresregressor.jl
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32
Implementation of a Partial Least Squares Regressor
Plsregressor.jl
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20
Implementation of a Partial Least Squares Regressor
Smap
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10
Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2017 (e.g., the method for computing the price of American call options and the construction of the early exercise premium in the Black-Scholes-Merton framework from section 18.4 in SMAP).
Kpax3.jl
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8
Bayesian bi-clustering of categorical data
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