A C++ header-only library of statistical distribution functions.

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.

R package providing functions for computing Expected shortfall (ES) and Value at risk (VaR)

A library for the calculation of tail risk measures

The code for Quantile-Quantile Embedding (QQE).

Implementation of"Learning Quantile Functions for Temporal Point Processes with Recurrent Neural Splines" (@ AISTATS 2022)

Multivariate quantile function from discrete approximation of continuous probability distribution function

Peptide structure prediction by global optimization of a potential energy function

One-dimensional quantile function from discrete approximation of continuous probability distribution function

MultiVariate Empirical Quantile Function (grid-based)