Ecosyste.ms: Repos

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GitHub topics: mixture-distributions

monty-se/PINstimation

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 expectation-maximization (EM) algorithm, and PIN decomposition into layers, and into bad/good components. Versatile data simulation tools, and trade classification algorithms are among the supplementary utilities. The package provides fast, compact, and precise utilities to tackle the sophisticated, error-prone, and time-consuming estimation procedure of informed trading, and this solely using the raw trade-level data.

Language: R - Size: 5.28 MB - Last synced: 26 days ago - Pushed: 26 days ago - Stars: 29 - Forks: 5

suren-rathnayake/EMMIXmfa

An R package containing functions for clustering multivariate data using mixtures of factor analyzers.

Language: R - Size: 108 KB - Last synced: 2 days ago - Pushed: over 5 years ago - Stars: 3 - Forks: 0

vsimkus/torch-reparametrised-mixture-distribution

PyTorch implementation of the mixture distribution family with implicit reparametrisation gradients.

Language: Python - Size: 16.6 KB - Last synced: 4 months ago - Pushed: 4 months ago - Stars: 14 - Forks: 0

RayDebashree/PLACO

A statistical test of pleiotropic effect of a genetic variant on two traits using GWAS summary statistics

Language: R - Size: 164 KB - Last synced: 7 months ago - Pushed: about 2 years ago - Stars: 14 - Forks: 4

bertcarnell/mixturedist

Provides the r,p,d,q functions for mixtures of standard R distributions

Language: R - Size: 33.2 KB - Last synced: about 1 year ago - Pushed: about 3 years ago - Stars: 0 - Forks: 0

Related Keywords
mixture-distributions 5 r 2 mixture-model 2 pytorch 1 variational-inference 1 cross-phenotype 1 frequentist-methods 1 genetic-epidemiology 1 genetic-overlap 1 gwas-summary-statistics 1 gwas-tools 1 meta-analysis 1 multiple-traits 1 overlapping-samples 1 pleiotropy 1 rscript 1 statistical-genetics 1 mixture-of-gaussians 1 machine-learning 1 gradients 1 data-science 1 clustering-algorithm 1 clustering 1 poisson-distribution 1 maximum-likelihood-estimation 1 market-microstructure 1 information-asymmetry 1 hierarchical-clustering 1 expectation-maximisation-algorithm 1 clustering-analysis 1