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

Covers the basics of mixed models, mostly using @lme4

Display and analyze ROC curves in R

A script toolkit for SLAM research, including but not limited to various plotting functions, ROS bag processing, and more.

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

Functions for the construction of risk-based portfolios

Mixed models @lme4 + custom covariances + parameter constraints

Fast & numerically stable statistical analysis

Lightweight robust covariance estimation in Julia

SIMD-enabled descriptive statistics (mean, variance, covariance, correlation)

Kriging estimators for the GeoStats.jl framework

Statistical Tools for Covariance Analysis

Dimensionality reduction on manifold of SPD matrices, based on pymanopt implementation

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

Gaussian process regression

Variography for the GeoStats.jl framework

Package to calculate the RIE estimator of a correlation matrix

Built-in solvers for the GeoStats.jl framework

power spectra on the masked sky

Geostatistical functions for the GeoStats.jl framework

General purpose correlation and covariance estimation

Online statistics

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

A Step-by-step tutorial to implement PCA.

Error propagation with covariant variables

Multivariate Normal Distributions from Python

An R package to explore and quality check data

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

Satellite library(fft, variogram,...)