covariance | Topic | Ecosyste.ms: Repos

Topic: "covariance"

robertmartin8/PyPortfolioOpt

Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Language: Jupyter Notebook - Size: 11.7 MB - Last synced at: 4 days ago - Pushed at: 5 days ago - Stars: 4,944 - Forks: 1,011

m-clark/mixed-models-with-R

Covers the basics of mixed models, mostly using @lme4

Language: R - Size: 58.8 MB - Last synced at: 25 days ago - Pushed at: over 3 years ago - Stars: 137 - Forks: 42

xrobin/pROC

Display and analyze ROC curves in R and S+

Language: R - Size: 2.24 MB - Last synced at: about 6 hours ago - Pushed at: 7 months ago - Stars: 127 - Forks: 31

JokerJohn/SLAMTools

A script toolkit for SLAM research, including but not limited to various plotting functions, ROS bag processing, and more.

Language: Python - Size: 36.6 MB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 88 - Forks: 11

nabeel3133/combining3Dmorphablemodels

Project Page of Combining 3D Morphable Models: A Large scale Face-and-Head Model - [CVPR 2019]

Language: MATLAB - Size: 2.8 MB - Last synced at: over 1 year ago - Pushed at: over 5 years ago - Stars: 83 - Forks: 8

nursnaaz/25DaysInMachineLearning

I will update this repository to learn Machine learning with python with statistics content and materials

Language: Jupyter Notebook - Size: 293 MB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 57 - Forks: 66

ArdiaD/RiskPortfolios

Functions for the construction of risk-based portfolios

Language: R - Size: 1.16 MB - Last synced at: 41 minutes ago - Pushed at: about 4 years ago - Stars: 52 - Forks: 18

winkjs/wink-statistics

Fast & numerically stable statistical analysis

Language: JavaScript - Size: 2.21 MB - Last synced at: 25 days ago - Pushed at: over 2 years ago - Stars: 46 - Forks: 7

variani/lme4qtl

Mixed models @lme4 + custom covariances + parameter constraints

Language: R - Size: 388 KB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 44 - Forks: 8

mateuszbaran/CovarianceEstimation.jl

Lightweight robust covariance estimation in Julia

Language: Julia - Size: 2.37 MB - Last synced at: 5 days ago - Pushed at: 6 months ago - Stars: 42 - Forks: 8

heal-research/vstat

SIMD-enabled descriptive statistics (mean, variance, covariance, correlation)

Language: C++ - Size: 378 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 16 - Forks: 1

juliohm/KrigingEstimators.jl 📦

Kriging estimators for the GeoStats.jl framework

Language: Julia - Size: 2.24 MB - Last synced at: about 1 month ago - Pushed at: over 1 year ago - Stars: 16 - Forks: 4

kisungyou/CovTools

Statistical Tools for Covariance Analysis

Language: R - Size: 23.6 MB - Last synced at: 6 days ago - Pushed at: almost 2 years ago - Stars: 14 - Forks: 6

sylvchev/riemannianPCA

Dimensionality reduction on manifold of SPD matrices, based on pymanopt implementation

Language: Python - Size: 12.7 KB - Last synced at: 19 days ago - Pushed at: about 2 years ago - Stars: 12 - Forks: 0

madsjulia/Kriging.jl

Gaussian process regression

Language: Julia - Size: 192 KB - Last synced at: 28 days ago - Pushed at: about 1 year ago - Stars: 11 - Forks: 2

juliohm/Variography.jl 📦

Variography for the GeoStats.jl framework

Language: Julia - Size: 4.57 MB - Last synced at: about 1 month ago - Pushed at: over 1 year ago - Stars: 10 - Forks: 7

tupol/online-stats

Online statistics implementations, including average, variance and standard deviation; exponentially weighted versions as well.

Language: Scala - Size: 2.86 MB - Last synced at: about 2 months ago - Pushed at: over 2 years ago - Stars: 10 - Forks: 1

juliohm/GeoStatsSolvers.jl 📦

Built-in solvers for the GeoStats.jl framework

Language: Julia - Size: 2.04 MB - Last synced at: about 1 month ago - Pushed at: over 1 year ago - Stars: 7 - Forks: 0

xzackli/PowerSpectra.jl

power spectra on the masked sky

Language: Julia - Size: 176 MB - Last synced at: 8 days ago - Pushed at: almost 2 years ago - Stars: 7 - Forks: 0

jduarte00/rie_estimator

Package to calculate the RIE estimator of a correlation matrix

Language: Python - Size: 98.6 KB - Last synced at: about 10 hours ago - Pushed at: almost 3 years ago - Stars: 7 - Forks: 0

JuliaEarth/GeoStatsFunctions.jl

Geostatistical functions for the GeoStats.jl framework

Language: Julia - Size: 576 KB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 6 - Forks: 3

AEBilgrau/correlateR

General purpose correlation and covariance estimation

Language: R - Size: 228 KB - Last synced at: about 1 month ago - Pushed at: over 1 year ago - Stars: 6 - Forks: 2

CarsonScott/onlinestats

An online machine-learning library for creating robust statistical models of streaming data

Language: Python - Size: 157 KB - Last synced at: about 2 years ago - Pushed at: about 6 years ago - Stars: 6 - Forks: 0

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

Language: Fortran - Size: 127 KB - Last synced at: 8 days ago - Pushed at: almost 5 years ago - Stars: 5 - Forks: 2

breese/trial.online

Online statistics

Language: C++ - Size: 273 KB - Last synced at: about 2 years ago - Pushed at: over 5 years ago - Stars: 5 - Forks: 2

cdeil/multinorm

Multivariate Normal Distributions from Python

Language: Jupyter Notebook - Size: 134 KB - Last synced at: 8 days ago - Pushed at: over 5 years ago - Stars: 5 - Forks: 1

simeonschaub/Covar.jl

Error propagation with covariant variables

Language: Julia - Size: 24.4 KB - Last synced at: about 1 month ago - Pushed at: about 6 years ago - Stars: 5 - Forks: 1

JulienPeloton/lenscov

Full CMB and lensing covariances

Language: Fortran - Size: 1.89 MB - Last synced at: 3 months ago - Pushed at: about 6 years ago - Stars: 5 - Forks: 3

kofes/satellite_image_analyze

Satellite library(fft, variogram,...)

Language: C++ - Size: 67.4 KB - Last synced at: about 2 months ago - Pushed at: over 7 years ago - Stars: 5 - Forks: 1

kargaranamir/Alarm-Similarity

Analytical Derivation and Comparison of Alarm Similarity Measures Paper Code (IFAC Symposium, ADCHEM Conference 2021)

Language: Jupyter Notebook - Size: 109 KB - Last synced at: 4 days ago - Pushed at: over 3 years ago - Stars: 4 - Forks: 0

AdityaDutt/PCATutorial

A Step-by-step tutorial to implement PCA.

Language: Jupyter Notebook - Size: 1.64 MB - Last synced at: about 1 month ago - Pushed at: over 3 years ago - Stars: 4 - Forks: 2

Luzkan/Scala

🏃 Functional & Concurrent Programming

Language: Scala - Size: 3.53 MB - Last synced at: about 1 year ago - Pushed at: almost 4 years ago - Stars: 4 - Forks: 0

elastacloud/automatic-data-explorer

An R package to explore and quality check data

Language: R - Size: 541 KB - Last synced at: 6 months ago - Pushed at: almost 7 years ago - Stars: 4 - Forks: 3

MishraShivendra/golang_math

Machine learning functions written in goLang:

Language: Go - Size: 1.95 KB - Last synced at: about 2 months ago - Pushed at: over 7 years ago - Stars: 4 - Forks: 3

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

Language: Jupyter Notebook - Size: 85.2 MB - Last synced at: 7 months ago - Pushed at: about 2 years ago - Stars: 3 - Forks: 0

CarstenSchelp/CarstenSchelp.github.io

Bits, Pieces, Nuts and Bolts on Data Analysis and Machine Learning.

Language: Jupyter Notebook - Size: 1.13 MB - Last synced at: almost 2 years ago - Pushed at: over 2 years ago - Stars: 3 - Forks: 1

juliohm/GeoSimulation.jl 📦

Geostatistical simulation solvers for the GeoStats.jl framework

Language: Julia - Size: 3.87 MB - Last synced at: 23 days ago - Pushed at: over 2 years ago - Stars: 3 - Forks: 1

mtumilowicz/java11-covariance-contravariance-invariance

Covariance, invariance, contravariance overview of collections in Java 11, vavr, guava.

Language: Java - Size: 73.2 KB - Last synced at: 19 days ago - Pushed at: 19 days ago - Stars: 2 - Forks: 0

stdlib-js/stats-incr-covmat

Compute an unbiased sample covariance matrix incrementally.

Language: JavaScript - Size: 2.25 MB - Last synced at: 20 days ago - Pushed at: 20 days ago - Stars: 2 - Forks: 0

akochepasov/statmoments

Fast streaming univariate and bivariate moments and t-statistics

Language: Python - Size: 111 KB - Last synced at: 22 days ago - Pushed at: 22 days ago - Stars: 2 - Forks: 1

JuliaEarth/GeoStatsModels.jl

Geostatistical models for the GeoStats.jl framework

Language: Julia - Size: 187 KB - Last synced at: 30 days ago - Pushed at: 30 days ago - Stars: 2 - Forks: 0

stdlib-js/stats-incr-covariance

Compute an unbiased sample covariance incrementally.

Language: JavaScript - Size: 782 KB - Last synced at: 12 days ago - Pushed at: about 1 month ago - Stars: 2 - Forks: 0

stdlib-js/stats-incr-pcorrmat

Compute a sample Pearson product-moment correlation matrix incrementally.

Language: JavaScript - Size: 2.35 MB - Last synced at: 17 days ago - Pushed at: about 2 months ago - Stars: 2 - Forks: 0

stdlib-js/stats-incr-apcorr

Compute a sample absolute Pearson product-moment correlation coefficient.

Language: JavaScript - Size: 831 KB - Last synced at: 10 days ago - Pushed at: 3 months ago - Stars: 2 - Forks: 0

stdlib-js/stats-incr-pcorrdistmat

Compute a sample Pearson product-moment correlation distance matrix incrementally.

Language: JavaScript - Size: 2.23 MB - Last synced at: 25 days ago - Pushed at: 3 months ago - Stars: 2 - Forks: 0

stdlib-js/stats-incr-mapcorr

Compute a moving sample absolute Pearson product-moment correlation coefficient incrementally.

Language: JavaScript - Size: 991 KB - Last synced at: 20 days ago - Pushed at: 6 months ago - Stars: 2 - Forks: 0

bloomberg/semantic-similarity-covariance-shrinkage

Code release for Semantic Similarity Covariance Matrix Shrinkage

Language: Python - Size: 11.7 KB - Last synced at: 3 months ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 0

lnzeta/effective-rank

Calculate the effective rank of a matrix

Language: Jupyter Notebook - Size: 74.2 KB - Last synced at: 4 months ago - Pushed at: over 2 years ago - Stars: 2 - Forks: 0

kolosovpetro/CovariantFactory

Simple snippet to show the use of covariance in C#.

Language: C# - Size: 5.86 KB - Last synced at: 3 months ago - Pushed at: over 4 years ago - Stars: 2 - Forks: 0

juliohm/SpectralGaussianSimulation.jl 📦

Spectral Gaussian simulation solver for the GeoStats.jl framework

Language: Julia - Size: 1.11 MB - Last synced at: 3 days ago - Pushed at: over 4 years ago - Stars: 2 - Forks: 1

elstats/covariance

Calculate covariance

Language: JavaScript - Size: 91.8 KB - Last synced at: 7 days ago - Pushed at: over 7 years ago - Stars: 2 - Forks: 0

stdlib-js/stats-incr-mcovariance

Compute a moving unbiased sample covariance incrementally.

Language: JavaScript - Size: 977 KB - Last synced at: 4 days ago - Pushed at: about 2 months ago - Stars: 1 - Forks: 0

stdlib-js/stats-incr-pcorr2

Compute a squared sample Pearson product-moment correlation coefficient.

Language: JavaScript - Size: 918 KB - Last synced at: 10 days ago - Pushed at: about 2 months ago - Stars: 1 - Forks: 0

stdlib-js/stats-incr-mpcorr

Compute a moving sample Pearson product-moment correlation coefficient incrementally.

Language: JavaScript - Size: 1.09 MB - Last synced at: 7 days ago - Pushed at: 2 months ago - Stars: 1 - Forks: 0

CyrilJl/BatchStats

Python package for efficient, online statistical computations on streaming or large-scale data

Language: Python - Size: 401 KB - Last synced at: 11 days ago - Pushed at: 3 months ago - Stars: 1 - Forks: 0

stdlib-js/stats-incr-mpcorr2

Compute a moving squared sample Pearson product-moment correlation coefficient incrementally.

Language: JavaScript - Size: 990 KB - Last synced at: 13 days ago - Pushed at: 6 months ago - Stars: 1 - Forks: 0

stdlib-js/stats-incr-pcorr

Compute a sample Pearson product-moment correlation coefficient.

Language: JavaScript - Size: 904 KB - Last synced at: 16 days ago - Pushed at: 6 months ago - Stars: 1 - Forks: 0

hannnwang/Ageo-codes

Synthetic examples and data code related to paper "Ageostrophic corrections for power spectra and wave–vortex decomposition"

Language: MATLAB - Size: 206 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 0

SAI-SRINIVASA-SUBRAMANYAM/practice-preprofiling-pandas

EDA - Pre processing | Feature Engineering

Language: Jupyter Notebook - Size: 1.27 MB - Last synced at: 7 months ago - Pushed at: over 2 years ago - Stars: 1 - Forks: 0

jpittma1/ENPM673

Spring 2022 at UMD-CP. Robot Perception. Field of view, LS, TLS, OpenCV, covariance.

Language: Python - Size: 306 MB - Last synced at: about 2 years ago - Pushed at: about 3 years ago - Stars: 1 - Forks: 0

zhuwr0423/Robust-estimation-of-covariance-matrix-and-precision-matrix

Language: R - Size: 1.32 MB - Last synced at: about 1 year ago - Pushed at: over 3 years ago - Stars: 1 - Forks: 0

juliohm/GaussianSimulation.jl 📦

Gaussian simulation solvers for the GeoStats.jl framework

Language: Julia - Size: 300 KB - Last synced at: 3 months ago - Pushed at: about 4 years ago - Stars: 1 - Forks: 0

ROJAN99/Euclidean-Distance-and-Covariance-using-Matlab

This project provides Euclidean Distance and Covariance matrix from the given n*m matrix.

Language: MATLAB - Size: 259 KB - Last synced at: about 1 year ago - Pushed at: over 4 years ago - Stars: 1 - Forks: 0

maltseva88/Pandas-Portfolio-Analysis-

Conducting portfolio analysis using pandas dictionaries

Language: Jupyter Notebook - Size: 4.15 MB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 1 - Forks: 0

CIAT/Descriptives-in-R

This repository contains simple statistical R codes used to describe a dataset. These scripts provide a summarized and easy way of estimating the mean, median, mode, skewness and kurtosis of data. It also provides codes for calculating the covariance.

Language: R - Size: 0 Bytes - Last synced at: almost 2 years ago - Pushed at: almost 5 years ago - Stars: 1 - Forks: 4

arjunthumbayil/Fundamental_Statistics_For_Beginners_In_Data_Science

Language: Jupyter Notebook - Size: 543 KB - Last synced at: about 2 years ago - Pushed at: over 6 years ago - Stars: 1 - Forks: 0

Lagrangian-filtering/Lagrangian-filtering

Proof of principle implementation of a fully covariant filtering scheme for relativistic turbulence.

Language: Python - Size: 341 KB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0

mcarocortes/Fraudulent_Transactions

Implementación de modelos de detección de fraude en tarjetas de crédito utilizando técnicas de aprendizaje automático y detección de anomalías. Se aborda el problema del desbalance de clases y se optimiza el rendimiento del modelo para minimizar falsos negativos.

Language: Jupyter Notebook - Size: 0 Bytes - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 0 - Forks: 0

ahmadrezasedghi/iris_classification

This repository contains a project using the Iris dataset for data visualization, outlier detection, normalization, and classification. The project includes models like GaussianNB, RandomForestClassifier, and DecisionTreeClassifier, with hyperparameter tuning and PCA for dimensionality reduction.

Language: Jupyter Notebook - Size: 206 KB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 0 - Forks: 0

curpe/probability_project

Demonstrating Statistical & Probability Method on US Medical Insurance Dataset

Language: Jupyter Notebook - Size: 456 KB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0

mustaddon/ContravarianceDependencyInjection

Contravariant and Covariant injection for Microsoft.Extensions.DependencyInjection

Language: C# - Size: 515 KB - Last synced at: 21 days ago - Pushed at: 6 months ago - Stars: 0 - Forks: 0

dogaaydinn/CSharp-Covariance-Polymorphism-Exercises

Understanding Advanced C# Concepts

Language: C# - Size: 23.4 KB - Last synced at: 1 day ago - Pushed at: 7 months ago - Stars: 0 - Forks: 0

esollila/CovLearn

Sparse Covariance Learning

Language: Python - Size: 11.7 KB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 0 - Forks: 0

Tokyo254/Long-rains-effect-on-Bean-Leaves

Summarizes disease severity and incidence on bean leaves across five counties in western region by combining several statistical procedures in R.

Language: HTML - Size: 632 KB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 0 - Forks: 0

savarsinha123/principal-component-analysis

Language: Jupyter Notebook - Size: 183 KB - Last synced at: 12 months ago - Pushed at: 12 months ago - Stars: 0 - Forks: 0

victoryama/exercise5-java-section19

Java programming exercises from Section 19 - Java Course by Nelio Alves

Language: Java - Size: 2.93 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

andreaponti5/GP-BO

Project for the Data Science PhD course of Probability

Language: Python - Size: 1.02 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

sophiecollard/variance

Simple examples to illustrate the differences between invariance, covariance and contravariance in Scala

Language: Scala - Size: 9.77 KB - Last synced at: 3 months ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

AhmedTarekHasan/CovarianceAndContravarianceInDotNetCSharp

Have hard time understanding it? Let me simplify it for you.

Size: 2.93 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

sushantpt/generics_code

Code snippets of "Demystify Generics in C#" .

Language: C# - Size: 10.7 KB - Last synced at: 9 days ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

Scrawach/CovarianceProblem

Trying solve problem with covariance and contravariance subtyping.

Language: C# - Size: 23.4 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

Sergio201289/csharp-oop-task-three

Практическое задание по теме ООП. Модель работы банка с использованием ковариантных и контрвариантных интерфейсов.

Language: C# - Size: 18.6 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

LinggarM/statistics

My personal repository where I can keep files associated with my learning of Statistics

Language: Python - Size: 2.93 KB - Last synced at: 3 months ago - Pushed at: about 2 years ago - Stars: 0 - Forks: 0

PiotrKaszuba/Covariant_Compositional_Networks_Tf2

This repository contains implementation of Covariant Compositional Networks in Tensorflow 2 for replication study of the paper that introduced them originally.

Language: Python - Size: 123 KB - Last synced at: 7 months ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

Eatmeta/Robots

The Practice "Robots"

Language: C# - Size: 4.88 KB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

fauzancodes/statistics-calculator-javascript

Calculate some statistics operation using javascript.

Language: HTML - Size: 1.24 MB - Last synced at: 2 months ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

Sabhya15/robust_GLS

Language: R - Size: 9.77 KB - Last synced at: over 1 year ago - Pushed at: about 3 years ago - Stars: 0 - Forks: 0

AnisH521/R

Contains some Test of Statistics

Language: R - Size: 11.7 KB - Last synced at: about 2 years ago - Pushed at: about 3 years ago - Stars: 0 - Forks: 0

Taneristique/statistic_monster

Statistic monster calculates and draws statistical things and also it helps to traders to analyze market.

Language: Jupyter Notebook - Size: 286 KB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0

isonil/CovariantCollections

C# type-safe List<T> wrapper allowing casts to ILists of any subtype.

Language: C# - Size: 24.4 KB - Last synced at: about 2 years ago - Pushed at: almost 4 years ago - Stars: 0 - Forks: 0

fauzancodes/statistic-calculator

calculate root mean square, variance, standard deviation, skewness, percentile covariance, pearson product-moment correlation coefficient, spearman correlation coefficient, kendall correlation coefficient, determination coefficient, slope, equation and plot of linear and polynomial regression degree 2 and 3 in various way using python library math, statistics, numpy, scipy and scikit-learn

Language: Python - Size: 38.1 KB - Last synced at: 2 months ago - Pushed at: about 4 years ago - Stars: 0 - Forks: 0