covariance
There are 117 repositories under covariance topic.
robertmartin8/PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
m-clark/mixed-models-with-R
Covers the basics of mixed models, mostly using @lme4
xrobin/pROC
Display and analyze ROC curves in R and S+
JokerJohn/SLAMTools
A script toolkit for SLAM research, including but not limited to various plotting functions, ROS bag processing, and more.
nabeel3133/combining3Dmorphablemodels
Project Page of Combining 3D Morphable Models: A Large scale Face-and-Head Model - [CVPR 2019]
nursnaaz/25DaysInMachineLearning
I will update this repository to learn Machine learning with python with statistics content and materials
ArdiaD/RiskPortfolios
Functions for the construction of risk-based portfolios
variani/lme4qtl
Mixed models @lme4 + custom covariances + parameter constraints
winkjs/wink-statistics
Fast & numerically stable statistical analysis
mateuszbaran/CovarianceEstimation.jl
Lightweight robust covariance estimation in Julia
heal-research/vstat
SIMD-enabled descriptive statistics (mean, variance, covariance, correlation)
juliohm/KrigingEstimators.jl
Kriging estimators for the GeoStats.jl framework
kisungyou/CovTools
Statistical Tools for Covariance Analysis
sylvchev/riemannianPCA
Dimensionality reduction on manifold of SPD matrices, based on pymanopt implementation
madsjulia/Kriging.jl
Gaussian process regression
juliohm/Variography.jl
Variography for the GeoStats.jl framework
tupol/online-stats
Online statistics implementations, including average, variance and standard deviation; exponentially weighted versions as well.
juliohm/GeoStatsSolvers.jl
Built-in solvers for the GeoStats.jl framework
xzackli/PowerSpectra.jl
power spectra on the masked sky
AEBilgrau/correlateR
General purpose correlation and covariance estimation
breese/trial.online
Online statistics
CarsonScott/onlinestats
An online machine-learning library for creating robust statistical models of streaming data
jduarte00/rie_estimator
Package to calculate the RIE estimator of a correlation matrix
cdeil/multinorm
Multivariate Normal Distributions from Python
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
JuliaEarth/GeoStatsFunctions.jl
Geostatistical functions for the GeoStats.jl framework
JulienPeloton/lenscov
Full CMB and lensing covariances
kofes/satellite_image_analyze
Satellite library(fft, variogram,...)
simeonschaub/Covar.jl
Error propagation with covariant variables
AdityaDutt/PCATutorial
A Step-by-step tutorial to implement PCA.
CarstenSchelp/CarstenSchelp.github.io
Bits, Pieces, Nuts and Bolts on Data Analysis and Machine Learning.
elastacloud/automatic-data-explorer
An R package to explore and quality check data
kargaranamir/Alarm-Similarity
Analytical Derivation and Comparison of Alarm Similarity Measures Paper Code (IFAC Symposium, ADCHEM Conference 2021)
Luzkan/Scala
🏃 Functional & Concurrent Programming
MishraShivendra/golang_math
Machine learning functions written in goLang:
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