covariance

There are 1 repository under covariance topic.

PyPortfolioOpt
robertmartin8 / PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
finance portfolio-optimization portfolio-management quantitative-finance algorithmic-trading investing efficient-frontier covariance python investment investment-analysis financial-analysis
Language:Jupyter Notebook 4155
m-clark / mixed-models-with-R
Covers the basics of mixed models, mostly using @lme4
mixed-models r lme4 random-effects multilevel-models hierarchical-linear-models variance-components random-intercepts random-slopes covariance linear-mixed-models generalized-linear-mixed-models crossed-random-effects nested-random-effects nlme glmmtmb brms
Language:R 121
xrobin / pROC
Display and analyze ROC curves in R and S+
roc cran r roc-curve bootstrapping hypothesis-testing plot plotting variance covariance machine-learning r-package
Language:R 115
nabeel3133 / combining3Dmorphablemodels
Project Page of Combining 3D Morphable Models: A Large scale Face-and-Head Model - [CVPR 2019]
combined shape matrix mesh point registration corresponding pattern principal eigenvectors eigenspace morphable lyhm nicp regression pca covariance gaussian deformation bfm
Language:MATLAB 86
nursnaaz / 25DaysInMachineLearning
I will update this repository to learn Machine learning with python with statistics content and materials
python machine-learning machine-learning-algorithms machinelearning machinelearning-python statistics data-science modelling python3 data-preprocessing practise descriptive-statistics bias linear-regression decision-tree numpy covariance logistic-regression random-forest bagging
Language:Jupyter Notebook 58
ArdiaD / RiskPortfolios
Functions for the construction of risk-based portfolios
covariance optimization portfolio portfolio-optimization risk
Language:R 50
variani / lme4qtl
Mixed models @lme4 + custom covariances + parameter constraints
lme4 qtl covariance gwas kinship ibd pedigree relatedness family variance-covariance random-effects
Language:R 47
winkjs / wink-statistics
Fast & numerically stable statistical analysis
covariance hactoberfest probability real-time regression statistical-analysis statistics stats streaming
Language:JavaScript 46
mateuszbaran / CovarianceEstimation.jl
Lightweight robust covariance estimation in Julia
julia statistics covariance covariance-estimation
Language:Julia 42
heal-research / vstat
SIMD-enabled descriptive statistics (mean, variance, covariance, correlation)
simd statistics accumulator covariance variance correlation
Language:C++ 17
juliohm / KrigingEstimators.jl
Kriging estimators for the GeoStats.jl framework
kriging interpolation variogram covariance
Language:Julia 16
kisungyou / CovTools
Statistical Tools for Covariance Analysis
r covariance covariance-estimation
Language:R 12
madsjulia / Kriging.jl
Gaussian process regression
geostatistics kriging krige gaussian-processes spatial-analysis variogram covariance
Language:Julia 11
juliohm / Variography.jl
Variography for the GeoStats.jl framework
variogram covariance correlation statistics
Language:Julia 10
tupol / online-stats
Online statistics implementations, including average, variance and standard deviation; exponentially weighted versions as well.
variance skewness kurtosis covariance online-stats scala library exponential-moving-average exponential-moving-variance
Language:Scala 10
sylvchev / riemannianPCA
Dimensionality reduction on manifold of SPD matrices, based on pymanopt implementation
covariance eeg pca pymanopt riemannian-manifold
Language:Python 8
juliohm / GeoStatsSolvers.jl
Built-in solvers for the GeoStats.jl framework
covariance distance estimation fft gaussian-processes geostatistical-learning geostatistics interpolation kdtree lu-decomposition machine-learning nearest-neighbors regression spectral-methods statistical-learning variogram weighting
Language:Julia 7
AEBilgrau / correlateR
General purpose correlation and covariance estimation
covariance cross-correlation cross-covariance partial-correlations r covariance-estimation
Language:R 6
CarsonScott / onlinestats
An online machine-learning library for creating robust statistical models of streaming data
statistics online-algorithm online-learning unsupervised-learning streaming-data statistical-models machine-learning artificial-intelligence covariance correlation standard-deviation estimator estimation
Language:Python 6
jduarte00 / rie_estimator
Package to calculate the RIE estimator of a correlation matrix
portfolio-theory finance covariance math
Language:Python 6
xzackli / PowerSpectra.jl
power spectra on the masked sky
cosmology cmb power-spectrum covariance master
Language:Julia 6
breese / trial.online
Online statistics
statistics mean median covariance pearson-correlation online-algorithms linear-regression
Language:C++ 5
ivan-pi / TOMS-Algorithm-675
TOMS Algorithm 675: Fortran subroutines for computing the square root covariance filter and square root information filter in dense or Hessenberg forms
toms acm fortran square root covariance filter information kalman optimal filtering hessenberg-forms
Language:Fortran 5
kofes / satellite_image_analyze
Satellite library(fft, variogram,...)
semivariance covariance first-moment satellite variance correlation fft otsu threshold least-squares variogram moment brezenham drift window-function tapering apodization
Language:C++ 5
simeonschaub / Covar.jl
Error propagation with covariant variables
julia physics covariance-matrix covariance error-propagation measurements
Language:Julia 5
AdityaDutt / PCATutorial
A Step-by-step tutorial to implement PCA.
covariance dimensionality-reduction eigendecomposition eigenvalues eigenvectors high-dimensional-data pca principal-component-analysis
Language:Jupyter Notebook 4
cdeil / multinorm
Multivariate Normal Distributions from Python
multivariate statistics gaussian python numpy humans covariance distribution fit
Language:Jupyter Notebook 4
JuliaEarth / GeoStatsFunctions.jl
Geostatistical functions for the GeoStats.jl framework
variogram covariance variography correlation
Language:Julia 4
JulienPeloton / lenscov
Full CMB and lensing covariances
lensing cmb covariance
Language:Fortran 4
kargaranamir / Alarm-Similarity
Analytical Derivation and Comparison of Alarm Similarity Measures Paper Code (IFAC Symposium, ADCHEM Conference 2021)
alarm similarity-measures jaccard-similarity covariance gaussian-processes
Language:Jupyter Notebook 4
Scala
Luzkan / Scala
🏃 Functional & Concurrent Programming
scala functional-programming concurrent-programming client-server pattern-matching folding tree graph sideeffects covariance queue dining-philosophers futures promises emit-events
Language:Scala 4
MishraShivendra / golang_math
Machine learning functions written in goLang:
golang go machine-learning covariance mean standard-deviation manhattan-distance euclidean correlation-coefficient chebyshev golang-math
Language:Go 4
atiaisaac / VICReg_TF
This a tensorflow implementation of VICReg - a self-supervised learning architecture that prevents collapse in an intuitive manner using a loss function that 1. maintains the variance of each embedding over a batch above a threshold and 2. decorrelating pairs of embeddings over a batch and attracting them to 0. Training was done using TPU on colab
covariance invariance tensorflow tpu variance vicreg
Language:Jupyter Notebook 3
CarstenSchelp / CarstenSchelp.github.io
Bits, Pieces, Nuts and Bolts on Data Analysis and Machine Learning.
covariance confidence-ellipse python
Language:Jupyter Notebook 3
elastacloud / automatic-data-explorer
An R package to explore and quality check data
correlations covariance pca summary-statistics
Language:R 3
juliohm / GeoSimulation.jl
Geostatistical simulation solvers for the GeoStats.jl framework
fft gaussian-processes covariance variogram lu-decomposition spectral-methods
Language:Julia 3

covariance

robertmartin8 / PyPortfolioOpt

m-clark / mixed-models-with-R

xrobin / pROC

nabeel3133 / combining3Dmorphablemodels

nursnaaz / 25DaysInMachineLearning

ArdiaD / RiskPortfolios

variani / lme4qtl

winkjs / wink-statistics

mateuszbaran / CovarianceEstimation.jl

heal-research / vstat

juliohm / KrigingEstimators.jl

kisungyou / CovTools

madsjulia / Kriging.jl

juliohm / Variography.jl

tupol / online-stats

sylvchev / riemannianPCA

juliohm / GeoStatsSolvers.jl

AEBilgrau / correlateR

CarsonScott / onlinestats

jduarte00 / rie_estimator

xzackli / PowerSpectra.jl

breese / trial.online

ivan-pi / TOMS-Algorithm-675

kofes / satellite_image_analyze

simeonschaub / Covar.jl

AdityaDutt / PCATutorial

cdeil / multinorm

JuliaEarth / GeoStatsFunctions.jl

JulienPeloton / lenscov

kargaranamir / Alarm-Similarity

Luzkan / Scala

MishraShivendra / golang_math

atiaisaac / VICReg_TF

CarstenSchelp / CarstenSchelp.github.io

elastacloud / automatic-data-explorer

juliohm / GeoSimulation.jl