Topic: "quantile-functions"
kthohr/stats
A C++ header-only library of statistical distribution functions.
Language: C++ - Size: 1.62 MB - Last synced at: 17 days ago - Pushed at: almost 2 years ago - Stars: 542 - Forks: 74
BY571/FQF-and-Extensions
PyTorch implementation of the state-of-the-art distributional reinforcement learning algorithm Fully Parameterized Quantile Function (FQF) and Extensions: N-step Bootstrapping, PER, Noisy Layer, Dueling Networks, and parallelization.
Language: Jupyter Notebook - Size: 2.82 MB - Last synced at: about 1 year ago - Pushed at: over 4 years ago - Stars: 24 - Forks: 10
GeoBosh/cvar
R package providing functions for computing Expected shortfall (ES) and Value at risk (VaR)
Language: R - Size: 1.35 MB - Last synced at: 8 days ago - Pushed at: over 2 years ago - Stars: 6 - Forks: 3
open-risk/tailRisk
A library for the calculation of tail risk measures
Language: C++ - Size: 71.3 KB - Last synced at: 11 days ago - Pushed at: 4 months ago - Stars: 5 - Forks: 2
bghojogh/Quantile-Quantile-Embedding
The code for Quantile-Quantile Embedding (QQE).
Language: Python - Size: 3.52 MB - Last synced at: about 2 years ago - Pushed at: almost 4 years ago - Stars: 3 - Forks: 0
bsouhaib/qf-tpp
Implementation of"Learning Quantile Functions for Temporal Point Processes with Recurrent Neural Splines" (@ AISTATS 2022)
Language: Python - Size: 27.7 MB - Last synced at: over 1 year ago - Pushed at: about 3 years ago - Stars: 2 - Forks: 0
poluyan/PEPSGO
Peptide structure prediction by global optimization of a potential energy function
Language: C++ - Size: 3.51 MB - Last synced at: almost 2 years ago - Pushed at: over 4 years ago - Stars: 1 - Forks: 0
poluyan/MVQuantileFun
Multivariate quantile function from discrete approximation of continuous probability distribution function
Language: R - Size: 117 KB - Last synced at: almost 2 years ago - Pushed at: almost 7 years ago - Stars: 1 - Forks: 0
poluyan/mveqf
MultiVariate Empirical Quantile Function (grid-based)
Language: C++ - Size: 4.77 MB - Last synced at: almost 2 years ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 0
poluyan/QuantileFun
One-dimensional quantile function from discrete approximation of continuous probability distribution function
Language: R - Size: 51.8 KB - Last synced at: almost 2 years ago - Pushed at: almost 7 years ago - Stars: 0 - Forks: 0