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9 search results found

Genieclust ⭐ 53

Genie: Fast and Robust Hierarchical Clustering with Noise Point Detection - in Python and R

Fastbaps ⭐ 31

A fast approximation to a Dirichlet Process Mixture model (DPM) for clustering genetic data

Pinstimation ⭐ 25

A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992) and Easley et al. (1996); Multilayer PIN (MPIN) in Ersan (2016); Adjusted PIN (AdjPIN) in Duarte and Young (2009); and volume-synchronized PIN (VPIN) in Easley et al. (2011, 2012). Implementations of various estimation methods suggested in the literature are included. Additional compelling features comprise posterior probabilities, an implementation of an exp

Adjclust ⭐ 16

Adjacency-constrained hierarchical clustering of a similarity matrix

Hierarchical Dirichlet Process Generalized Linear Models

Snowcluster ⭐ 7

This module allows users to analyze k-means & hierarchical clustering, and visualize results of Principal Component, Correspondence Analysis, Discriminant analysis, Multidimensional scaling, and Multiple Factor Analysis.

Treecortreat ⭐ 5

Statistical Learning Based Portfolio Optimization ⭐ 5

This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018).

Clusterconfusion ⭐ 5

Clustering validation with ROC Curves

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