ptonner / pyFDA
Functional data analysis in python
☆12Updated 9 years ago
Related projects ⓘ
Alternatives and complementary repositories for pyFDA
- Markov Switching Models for Statsmodels☆22Updated 8 years ago
- Topological Data Analysis of a Financial Time Series for insights from Landscapes for detecting Financial Crashes☆10Updated 6 years ago
- A Cython Machine Learning library dedicated to Hidden Markov Models☆34Updated last year
- Python Copula Module☆43Updated last year
- Information Theoretic Tools for Python☆90Updated 5 years ago
- This is a read-only mirror of the CRAN R package repository. fda — Functional Data Analysis. Homepage: http://www.functionaldata.org☆24Updated 2 months ago
- Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.☆75Updated 6 years ago
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆20Updated 2 years ago
- L1 Trend Filtering☆19Updated 7 months ago
- State Space Estimation of Time Series Models in Python: Statsmodels☆42Updated 7 years ago
- ☆10Updated 7 years ago
- Python software for selective inference☆51Updated last year
- PyJAGS: The Python Interface to JAGS☆11Updated 4 years ago
- Implementations of the graphical lasso method to estimation of covariance matrices in finance.☆37Updated 12 years ago
- ☆15Updated 2 years ago
- Variational Bayes linear and logistic regression☆34Updated 5 years ago
- A framework to infer causality on a pair of time series of real numbers based on Variable-lag Granger causality and transfer entropy.☆52Updated 5 months ago
- Python library with C++ extensions for simulation, compensator, log-likelihood and intensity function computation for a multivariate Hawk…☆9Updated 7 years ago
- Nonlinear time series analysis in R☆35Updated last month
- Non-Linear Covariance Shrinkage☆14Updated 2 years ago
- A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis☆20Updated 7 years ago
- Fastfit matlab toolbox☆25Updated 7 years ago
- Large Deviations for volatility options☆11Updated 5 years ago
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆14Updated 3 years ago
- Initial attempt to incorporate some time-series analysis features from hctsa into python land☆27Updated 8 years ago
- Implementation of Hidden Markov Models in pymc3☆59Updated 7 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆12Updated 7 years ago
- Dynamic lead/lag inference for time series☆15Updated 5 years ago
- Bayesian Hierarchical Hidden Markov Models applied to financial time series, a research replication project for Google Summer of Code 201…☆116Updated 5 years ago
- Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization☆48Updated 2 years ago