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Projects in Awesome Lists tagged with covariance-estimation
A curated list of projects in awesome lists tagged with covariance-estimation .
https://github.com/deeptime-ml/deeptime
Python library for analysis of time series data including dimensionality reduction, clustering, and Markov model estimation
coherent-set-detection covariance-estimation hidden-markov-model koopman-operator markov-model markov-state-model python time-series-analysis
Last synced: 05 Nov 2024
https://github.com/pyRiemann/pyRiemann
Machine learning for multivariate data through the Riemannian geometry of positive definite matrices in Python
brain-computer-interface covariance-estimation covariance-matrix eeg hermitian-matrices image-processing machine-learning positive-definite-matrices python radar-image remote-sensing riemannian-geometry signal-processing statistics symmetric-matrices time-series
Last synced: 12 Nov 2024
https://github.com/pyriemann/pyriemann
Machine learning for multivariate data through the Riemannian geometry of positive definite matrices in Python
brain-computer-interface covariance-estimation covariance-matrix eeg hermitian-matrices image-processing machine-learning positive-definite-matrices python radar-image remote-sensing riemannian-geometry signal-processing statistics symmetric-matrices time-series
Last synced: 20 Dec 2024
https://github.com/microprediction/precise
World beating online covariance and portfolio construction.
covariance-estimation covariance-matrix investment-portfolio portfolio
Last synced: 20 Dec 2024
https://github.com/mateuszbaran/covarianceestimation.jl
Lightweight robust covariance estimation in Julia
covariance covariance-estimation julia statistics
Last synced: 18 Dec 2024
https://github.com/egpivo/SpatPCA
R Package: Regularized Principal Component Analysis for Spatial Data
admm covariance-estimation eigenfunctions lasso matrix-factorization pca r r-package rcpparmadillo rcppparallel regularization spatial spatial-data-analysis splines
Last synced: 22 Nov 2024
https://github.com/egpivo/spatpca
R Package: Regularized Principal Component Analysis for Spatial Data
admm covariance-estimation eigenfunctions lasso matrix-factorization pca r r-package rcpparmadillo rcppparallel regularization spatial spatial-data-analysis splines
Last synced: 12 Oct 2024
https://github.com/kisungyou/covtools
Statistical Tools for Covariance Analysis
covariance covariance-estimation r
Last synced: 12 Oct 2024
https://github.com/aebilgrau/correlater
General purpose correlation and covariance estimation
covariance covariance-estimation cross-correlation cross-covariance partial-correlations r
Last synced: 31 Oct 2024
https://github.com/mnarayan/ggmclass
A matlab class for ggm estimation
covariance-estimation distribution-shifts graphical-models networks statistics
Last synced: 15 Dec 2024
