{"id":14977237,"url":"https://github.com/fergm/fattails","last_synced_at":"2025-04-05T23:06:46.861Z","repository":{"id":51320318,"uuid":"305829728","full_name":"FergM/fattails","owner":"FergM","description":"Code and Notes for fat-tailed statistics.","archived":false,"fork":false,"pushed_at":"2025-02-23T16:44:39.000Z","size":3919,"stargazers_count":69,"open_issues_count":4,"forks_count":15,"subscribers_count":8,"default_branch":"main","last_synced_at":"2025-04-05T23:06:40.732Z","etag":null,"topics":["fat-tails","ipynb","notebooks","power-laws","probability","statistical","statistics-toolbox","tails"],"latest_commit_sha":null,"homepage":"","language":"Jupyter Notebook","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"mit","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/FergM.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":"docs/CONTRIBUTING.md","funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2020-10-20T20:47:02.000Z","updated_at":"2025-03-22T05:14:59.000Z","dependencies_parsed_at":"2023-10-17T02:03:33.405Z","dependency_job_id":"d5ab26ae-dcec-4f3f-ac4a-4a60f7b1b872","html_url":"https://github.com/FergM/fattails","commit_stats":{"total_commits":89,"total_committers":1,"mean_commits":89.0,"dds":0.0,"last_synced_commit":"00539d5fa3b2b856ab5cdf59d2e10f6710b0dea5"},"previous_names":[],"tags_count":4,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/FergM%2Ffattails","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/FergM%2Ffattails/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/FergM%2Ffattails/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/FergM%2Ffattails/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/FergM","download_url":"https://codeload.github.com/FergM/fattails/tar.gz/refs/heads/main","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":247411231,"owners_count":20934653,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["fat-tails","ipynb","notebooks","power-laws","probability","statistical","statistics-toolbox","tails"],"created_at":"2024-09-24T13:55:20.451Z","updated_at":"2025-04-05T23:06:46.842Z","avatar_url":"https://github.com/FergM.png","language":"Jupyter Notebook","funding_links":[],"categories":[],"sub_categories":[],"readme":"# Fat Tails\nNotes and Code for fat-tailed statistics. Inspired by Nassim Taleb's Technical Incerto.\n\n### Table of Contents\n* 1. [Blog](./blog)\n* 2. [Python Notebooks](#notebooks)\n* 3. [External Resources](#external-resources)\n* [Other](#other-notes)\n\n### Blog\nSee [fattails/blog/](./blog)\n* 2023-10: I am drafting some articles about Entropy as used in information theory.\n\n### Notebooks\nSee the [notebooks/README.md](https://github.com/FergM/fattails/blob/main/notebooks/README.md) for more detail.\n\nMy favourite notebooks so far:\n* [Central Limit Theorem: How the sum of Uniform values is Gaussian](https://github.com/FergM/fattails/blob/main/notebooks/NB-22%20-%20Visual%20Central%20Limit%20Theorem.ipynb)\n* [S\u0026P500: How geometric average return is impossible](https://github.com/FergM/fattails/blob/main/notebooks/Notebook-11%20-%20Ergodicity%20and%20S%26P500.ipynb)\n* [GameStop: January 2021 was not an outlier if you assume Power Law tails.](https://github.com/FergM/fattails/blob/main/notebooks/NB-25%20-%20Survival%20Plot%20-%20Gamestop.ipynb)\n* [Tail Alpha: How to estimate the mean of a power law](https://github.com/FergM/fattails/blob/main/notebooks/NB34%20-%20Tail%20Alpha%20Distribution.ipynb)\n\n### External Resources\nTechnical Incerto Book One:\n* Free PDF: [researchers.one](https://researchers.one/articles/20.01.00018), [arxiv.org](https://arxiv.org/abs/2001.10488)\n* Errata: [fooledbyrandomness.com](https://www.fooledbyrandomness.com/Errata2020FirstEdition.pdf)\n\nMore Links:\n* **Uncertainty Reading Club**: [Website](http://www.techincertoreadingclub.com/)\n* Code and Links collected by Marcos Carreira: [`StatisticalConsequencesOfFatTails`](https://github.com/MarcosCarreira/StatisticalConsequencesOfFatTails)\n* Anthony Voto: Diagnosing the SP500 [Twitter thread](https://twitter.com/votoaj/status/1427587274670329857?s=20), [GitHub Code](https://github.com/votoaj/Statistical_Consequences_of_Fat_Tails)\n\n# Other Notes\n### Contact ✉\nHow to reach me:\n* `@MFergal` on [Twitter](https://twitter.com/MFergal)\n\n### Contributors\nSpecial thanks to:\n* Daniel Reti: [github.com/drettt](https://github.com/drettt)\n\n### Python Package\nI started this project as a Python Package. Since then I shifted focus to python notebooks instead. Below are some notes about the packaged code and functions.\n\nQuick Access:\n* [`fattails.mad()`](https://github.com/FergM/fattails/blob/main/fattails/metrics.py#L7): Calculates mean absolute deviation.\n* [`fattails.plot_MS_moments()`](https://github.com/FergM/fattails/blob/main/fattails/express.py#L7): Plots the cumulative max/sum ratio of moments 1 to 4.\n\nOther:\n* [`fattails.metrics.get_survival_probability()`](https://github.com/FergM/fattails/blob/main/fattails/metrics.py#L35): Calculate survival probabilities for a given dataset.\n* [`fattails.metrics.calculate_moments()`](https://github.com/FergM/fattails/blob/main/fattails/metrics.py#L94): Generate dataframe with the chosen moments for each datapoint\n* [`fattails.metrics.max_over_sum()`](https://github.com/FergM/fattails/blob/main/fattails/metrics.py#L132): Calculate the cumulative max/sum ratio\n\nExample:\n```\n$ pip install fattails\n$ python\n\n\u003e\u003e\u003e import fattails\n\u003e\u003e\u003e\n\u003e\u003e\u003e\n\u003e\u003e\u003e fattails.mad([1,2,3]) # Calculate Mean Absolute Deviation of [1,2,3]\n0.6666666666666666\n\u003e\u003e\u003e\n\u003e\u003e\u003e\n\u003e\u003e\u003e fattails.metrics.get_survival_probability([1,2,3]) # Get survival probability for each value in your data\n0    0.75\n1    0.50\n2    0.25\nName: survival_probability, dtype: float64\n```\n\n### Derivations\nRoughwork:\n* [How much data do I need?](https://github.com/FergM/fattails/blob/main/docs/Notes-02%20-%20Derivation%20-%20How%20much%20data%20do%20I%20need.pdf)\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Ffergm%2Ffattails","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Ffergm%2Ffattails","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Ffergm%2Ffattails/lists"}