SvenSerneels

direpack

A Python 3 package for state-of-the-art statistical dimension reduction methods

ppdire

Projection Pursuit Dimension Reduction (Python 3)

sprm

Sparse partial robust M regression

mvskew

Multivariate skew distribution samplers

OptimalPortfolio

An open source library for portfolio optimisation

pycopula

Python copulas library for dependency modeling

spls

Julia Package for Sparse PLS regression

tripls_r

R package for trilinear partial least squares regression, including case specific prediction intervals

unisimpls

bnn

Bayesian Neural Network in PyTorch

COVID-19

Novel Coronavirus (COVID-19) Cases, provided by JHU CSSE

eigengame

Pseudo code from https://arxiv.org/abs/2102.04152

estool

Evolution Strategies Tool

Midas.jl

Mixed Data Sampling (MIDAS) regressions in Julia

orquestra

ScikitLearn.jl

Julia implementation of the scikit-learn API https://cstjean.github.io/ScikitLearn.jl/dev/

SparseRegression

Code for Sparse regression: Scalable algorithms and empirical performance

SSVRegression

Open-source implementation of the Slowly Varying Regression under Sparsity framework.

statsmodels

Statsmodels: statistical modeling and econometrics in Python

SubsetSelection.jl

Fast Subset Selection algorithm for Statistics/Machine Learning

SubsetSelectionCIO.jl

Cutting-plane algorithm for exact cardinality-constrained regression