Mean and Covariance Matrix Estimation under Heavy Tails
☆22May 24, 2023Updated 3 years ago
Alternatives and similar repositories for fitHeavyTail
Users that are interested in fitHeavyTail are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆19Jun 11, 2020Updated 6 years ago
- Imputation of Financial Time Series with Missing Values and/or Outliers☆27Sep 27, 2021Updated 5 years ago
- A general purpose date(time) parser for R☆23Apr 2, 2026Updated 6 months ago
- Portfolio Construction using Stratified Models☆13Mar 25, 2021Updated 5 years ago
- Automated Backtesting of Portfolios over Multiple Datasets☆76May 18, 2026Updated 4 months ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Design of Risk Parity Portfolios☆122Nov 15, 2022Updated 3 years ago
- Functions for the construction of risk-based portfolios☆54Aug 21, 2026Updated last month
- Structured Graph Learning via Laplacian Spectral Constraints (NeurIPS 2019)☆63Sep 26, 2022Updated 4 years ago
- oracle-structured minimization method☆13Sep 1, 2021Updated 5 years ago
- Conditional probability, conditional entropy, and mutual information estimation in Python. https://arxiv.org/abs/1907.00325☆12Oct 15, 2020Updated 5 years ago
- Learning Finite State Machine Models from Data with a Genetic Algorithm☆11Dec 1, 2025Updated 10 months ago
- Self-Tuning Optimized Kalman Filtering (STOK) + DyNet simulation + connectivity metrics☆13May 10, 2021Updated 5 years ago
- A repository for portfolio allocation based on embedding data representation☆13Jan 27, 2025Updated last year
- An R package for Neural Nets created using nnlib2☆13Mar 5, 2025Updated last year
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Time series with torch☆13Jun 18, 2022Updated 4 years ago
- Multivariate models for forecasting purposes☆12Aug 14, 2026Updated last month
- An R Package for Change Point Localisation☆14Oct 7, 2023Updated 3 years ago
- Time-series functionality based on nanotime and data.table☆15Aug 10, 2026Updated 2 months ago
- wsrf: Weighted Subspace Random Forest for Classification☆14Feb 22, 2026Updated 7 months ago
- Estimate a suite of normalizing transformations, including a new adaptation of a technique based on ranks which can guarantee normally di…☆43Jun 4, 2026Updated 4 months ago
- EventDetectR is an R-package for detecting/classifiying events in time-series data. It aims to combine multiple well-known R-packages li…☆14Dec 18, 2020Updated 5 years ago
- an R package collection for topological data analysis☆17Apr 16, 2026Updated 5 months ago
- Robust Sparse PCA using the ROSPCA algorithm of Hubert et al. (2016)☆13Nov 30, 2024Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Repository for the paper "Bayesian Model Selection of Lithium-Ion Battery Models via Bayesian Quadrature"☆14Apr 3, 2024Updated 2 years ago
- R Package For Accessing Docker via Docker APIs☆20Jul 14, 2017Updated 9 years ago
- Android app to get synonyms with use of Oxford Dictionary APIs☆15Jan 12, 2018Updated 8 years ago
- View nested lists in R interactively using only HTML and CSS☆23Jul 18, 2023Updated 3 years ago
- Isotonic Distributional Regression (IDR)☆21Sep 4, 2026Updated last month
- Case studies using mlr3☆23Nov 8, 2022Updated 3 years ago
- A comprehensive Python and R-based toolkit for clustering and sorting electrophysiology data recorded using Intan RHD2132 chips. Original…☆10Mar 16, 2026Updated 6 months ago
- A lightweight and very fast base64 encoder and decoder.☆22Mar 4, 2026Updated 7 months ago
- secretbase - Cryptographic Hash Functions and Data Encoding☆19Sep 25, 2026Updated 2 weeks ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Calculate distances and routes on geographic grids.☆17Sep 27, 2025Updated last year
- Retrieve structured, textual data from various web sources.☆19Sep 6, 2015Updated 11 years ago
- Black-box optimization framework for R.☆26Sep 18, 2026Updated 3 weeks ago
- Nanosecond Resolution Time Functionality for R☆56Jul 28, 2026Updated 2 months ago
- Supporting data package for the Portfolio Optimization Book☆26Feb 17, 2025Updated last year
- R package performing simple running calculations☆54Jun 6, 2026Updated 4 months ago
- R package for calculation of 22 CAnonical Time-series CHaracteristics☆24Jun 15, 2026Updated 3 months ago