https://github.com/mrtkp9993/yanl

Yet Another Numeric Library
https://github.com/mrtkp9993/yanl

numerical-algorithms numerical-analysis optimization optimization-algorithms probability-distribution random-number-generators statistical-inference stochastic-differential-equations stochastic-processes

Last synced: 3 months ago
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Yet Another Numeric Library

• Host: GitHub
• URL: https://github.com/mrtkp9993/yanl
• Owner: mrtkp9993
• License: gpl-3.0
• Created: 2023-04-13T07:19:00.000Z (about 2 years ago)
• Default Branch: main
• Last Pushed: 2023-04-22T17:57:15.000Z (about 2 years ago)
• Last Synced: 2025-01-18T16:47:42.335Z (5 months ago)
• Topics: numerical-algorithms, numerical-analysis, optimization, optimization-algorithms, probability-distribution, random-number-generators, statistical-inference, stochastic-differential-equations, stochastic-processes
• Language: Jupyter Notebook
• Homepage:
• Size: 85 KB
• Stars: 0
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        

# Yet Another Numeric Library

[![Tests](https://github.com/mrtkp9993/yanl/actions/workflows/pytest.yml/badge.svg)](https://github.com/mrtkp9993/yanl/actions/workflows/pytest.yml)

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## Current Roadmap

* [ ] Optimization algorithms

  * [ ] Powell

  * [x] Nelder-Mead

* [ ] Random number generation

* [ ] Distribution fitting

* [ ] Simulating stochastic differential equations

  * [x] Diffusion process

    * [x] Euler scheme

    * [x] Milstein scheme

    * [x] Shoji-Ozaki scheme

  * [ ] Fractional process

  * [ ] Compound Poission process

  * [ ] Point process

* [ ] Estimating stochastic differential equations

  * [ ] Parametric methods

  * [ ] Non-parametric methods

    * [ ] Pseudo-likelihood methods

      * [ ] Euler method

      * [ ] Elerian method

    * [ ] Approximated likelihood methods

      * [ ] Kessler method

## Support me

[![](https://img.shields.io/static/v1?label=Sponsor&message=%E2%9D%A4&logo=GitHub&color=%23fe8e86)](https://github.com/sponsors/mrtkp9993)

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