SIMD-enabled descriptive statistics (mean, variance, covariance, correlation)
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Updated
Jun 3, 2024 - C++
SIMD-enabled descriptive statistics (mean, variance, covariance, correlation)
Fast streaming univariate and bivariate moments and t-statistics
Compute an unbiased sample covariance incrementally.
Geostatistical functions for the GeoStats.jl framework
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
Efficient batch statistics computation library for Python.
Geostatistical models for the GeoStats.jl framework
Proof of principle implementation of a fully covariant filtering scheme for relativistic turbulence.
Synthetic examples and data code related to paper "Ageostrophic corrections for power spectra and wave–vortex decomposition"
A Portfolio Object to automatically do portfolio optimization and statistics on historical stock data from Yahoo! Finance in Rstudio
Gaussian process regression
Compute a moving sample Pearson product-moment correlation coefficient incrementally.
Java programming exercises from Section 19 - Java Course by Nelio Alves
Project for the Data Science PhD course of Probability
Compute an unbiased sample covariance matrix incrementally.
Compute a sample Pearson product-moment correlation distance matrix incrementally.
Compute a sample Pearson product-moment correlation matrix incrementally.
Compute a sample absolute Pearson product-moment correlation coefficient.
Compute a moving sample absolute Pearson product-moment correlation coefficient incrementally.
Compute a moving unbiased sample covariance incrementally.
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