Compute shrinkage estimates of the covariance matrix
☆15Oct 12, 2015Updated 10 years ago
Alternatives and similar repositories for covar
Users that are interested in covar are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Python implementation of a sample covariance matrix shrinkage experiment☆32Dec 2, 2013Updated 12 years ago
- Julia implementation of the algorithm described in the paper "A scalable algorithm for sparse portfolio selection" by Bertsimas and Cory-…☆11Mar 22, 2021Updated 5 years ago
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆24Jul 17, 2022Updated 4 years ago
- Non-Linear Covariance Shrinkage☆16Jan 1, 2022Updated 4 years ago
- Windows build environment for Python☆11Dec 2, 2014Updated 11 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Non-negative matrix factorization using MUR, ANLS, ADMM or AO-ADMM.☆11Aug 20, 2023Updated 2 years ago
- Covariance Matrix Estimation via Factor Models☆39Mar 25, 2019Updated 7 years ago
- Forward-Backward Splitting (FBS) Algorithms for Non-convex Total Variation Denoising☆11Aug 29, 2018Updated 7 years ago
- # Algorithms compared: # > Proximal Gradient Descent # > Accelerated Proximal Gradient Descent # > Coordinate Descent # > Alternating Di…☆11Feb 4, 2016Updated 10 years ago
- A moment-free estimator of the Sharpe (signal-to-noise) ratio.☆12Dec 27, 2022Updated 3 years ago
- Method Multi-Layer Robust Principal Component Analysis. This method was introduced in the paper Camera-Trap Images Segmentation using Mul…☆15Jan 2, 2018Updated 8 years ago
- An MCMC algorithm for sampling continuous probability distributions in parallel☆20Feb 24, 2015Updated 11 years ago
- cloudpickle support for generators, including partially consumed generators.☆17Jun 17, 2023Updated 3 years ago
- American Sign Language Recognition System (MATLAB)☆14Jul 12, 2016Updated 10 years ago
- 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.
- Bayesian Learning from Sequential Data using Gaussian Processes with Signature Covariances☆50May 23, 2023Updated 3 years ago
- Example of an autoencoder set up for spectrograms, using Theano and Lasagne