Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

Display and analyze ROC curves in R and S+

Project Page of Combining 3D Morphable Models: A Large scale Face-and-Head Model - [CVPR 2019]

I will update this repository to learn Machine learning with python with statistics content and materials

Covers the basics of mixed models, mostly using @lme4

Mixed models @lme4 + custom covariances + parameter constraints

Fast and Numerically Stable Statistical Analysis Utilities

Functions for the construction of risk-based portfolios

Lightweight robust covariance estimation in Julia

Kriging estimators for the GeoStats.jl framework

Online statistics implementations, including average, variance and standard deviation; exponentially weighted versions as well.

Gaussian process regression

General purpose correlation and covariance estimation

Satellite library(fft, variogram,...)

Statistical Tools for Covariance Analysis

Online statistics

An online machine-learning library for creating robust statistical models of streaming data

Full CMB and lensing covariances

Error propagation with covariant variables

Combine partial covariance or relationship matrices

Calculate covariance

An R package to explore and quality check data

TOMS Algorithm 675: Fortran subroutines for computing the square root covariance filter and square root information filter in dense or Hessenberg forms

Multivariate Normal Distributions from Python

Spectral Gaussian simulation solver for the GeoStats.jl framework

Bits, Pieces, Nuts and Bolts on Data Analysis and Machine Learning.

Variography for the GeoStats.jl framework

The principal components of a collection of points in a real p-space are a sequence of direction vectors, where the vector is the direction of a line that best fits the data while being orthogonal to the first vectors.As in PCA (Principal Component Analysis) Sharing you about how correlation and covariance helps to decide and usage of PCA

Gaussian simulation solvers for the GeoStats.jl framework

Covariance, invariance, contravariance overview of collections in Java 11, vavr, guava.