Projects in Awesome Lists tagged with variance

https://github.com/bashtage/arch

ARCH models in Python

adf arch bootstrap df-gls dickey-fuller finance financial-econometrics forecasting garch model-confidence-set multiple-comparison-procedures phillips-perron reality-check risk spa time-series unit-root variance volatility

Last synced: 13 May 2025

https://github.com/MastodonC/kixi.stats

A library of statistical distribution sampling and transducing functions

distribution stats variance

Last synced: 13 Nov 2025

https://github.com/mastodonc/kixi.stats

A library of statistical distribution sampling and transducing functions

distribution stats variance

Last synced: 22 Oct 2025

https://github.com/xrobin/proc

Display and analyze ROC curves in R

bootstrapping covariance cran hypothesis-testing machine-learning plot plotting r r-package roc roc-curve variance

Last synced: 21 Oct 2025

https://github.com/jeroenterheerdt/HADailySensor

Sensor for Home Assistant that gets reset at midnight

aggregation average home-assistant home-automation homeassistant max maximum mean median min minimum sensor standard-deviation statistics stdev sum var variance

Last synced: 07 Apr 2025

https://github.com/jeroenterheerdt/hadailysensor

Sensor for Home Assistant that gets reset at midnight

aggregation average home-assistant home-automation homeassistant max maximum mean median min minimum sensor standard-deviation statistics stdev sum var variance

Last synced: 05 Apr 2025

https://github.com/keblu/msgarch

MSGARCH R Package

arch econometrics egarch finance forecasting forecasting-models garch gjr-garch r risk tgarch time-series variance volatility

Last synced: 08 Apr 2025

https://github.com/10mohi6/portfolio-backtest-python

portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.

asset-allocation backtest cvar etf hrp minimum mutual-fund portfolio python stock tangency variance

Last synced: 14 Apr 2025

https://github.com/ledell/cvAUC

Computationally efficient confidence intervals for cross-validated AUC estimates in R

auc confidence-intervals cross-validation machine-learning r statistics variance

Last synced: 26 Apr 2025

https://github.com/ledell/cvauc

Computationally efficient confidence intervals for cross-validated AUC estimates in R

auc confidence-intervals cross-validation machine-learning r statistics variance

Last synced: 08 Oct 2025

https://github.com/axiomhq/variance

Go implementation of variance's method for one-pass variance computation with D. H. D. West improved methods which features merging of several multiple sets of statistics and adding weighted values.

go golang standard-deviation variance welford welford-online-algorithm

Last synced: 14 Jul 2025

https://github.com/microprediction/momentum

Running mean, variance, skew, and kurtosis

kurtosis mean online-learning skewness variance

Last synced: 26 Mar 2025

https://github.com/lukem512/anova

Analysis of Variance (ANOVA)

analysis anova degrees-of-freedom f-value mean-squared statistics sum-of-squares variance

Last synced: 08 Jul 2025

https://github.com/csblatvia/vardpoor

Variance Estimation for Sample Surveys by the Ultimate Cluster Method

r sampling statistics variance

Last synced: 02 Feb 2026

https://github.com/tupol/online-stats

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

covariance exponential-moving-average exponential-moving-variance kurtosis library online-stats scala skewness variance

Last synced: 05 Mar 2026

https://github.com/alexandrehiroyuki/datatome

Data analysis and filtering using time series for embedded devices (IoT). All in a single C++ library, Data Tome. Focus on the developer's experience and performance. It is the successor to the MovingAveragePlus library.

algorithms analysis arduino arduino-library cpp cumulative-mean data-processing data-structures exponential-moving-average filters median moving-average moving-median pio platformio platformio-library standard-deviation variance

Last synced: 24 Oct 2025

https://github.com/cossio/truncatednormal.jl

Compute mean and variance of the univariate truncated normal distribution (works far from the peak).

julia julia-language mean normal-distribution numerical-methods statistics variance

Last synced: 31 Aug 2025

https://github.com/kofes/satellite_image_analyze

Satellite library(fft, variogram,...)

apodization brezenham correlation covariance drift fft first-moment least-squares moment otsu satellite semivariance tapering threshold variance variogram window-function

Last synced: 05 Jul 2025

https://github.com/shilangyu/dart-variance-hack

Small overview of subtyping and variance in Dart motivated by a real example.

contravariance dart variance

Last synced: 30 Aug 2025

https://github.com/limen/redenvelope

Php library for red envelope/packet (红包) what is popular among Chinese.

assignment random redenvelope redpacket variance

Last synced: 03 Mar 2026

https://github.com/facundoq/tmeasures

The Transformational Measures (TM) library allows neural network researchers to evaluate the invariance and equivariance of their models with respect to a set of transformations. Support for Pytorch (current) and Tensorflow/Keras (coming).

equivariance invariance keras measure neural-networks python python3 pytorch tensorflow variance

Last synced: 28 Oct 2025

https://github.com/lukem512/levene-test

Perform Levene's statistical test for equality of group variances.

analysis deviation levene-test statistics variance

Last synced: 24 Apr 2026

https://github.com/stdlib-js/stats-base-dists-laplace-variance

Laplace distribution variance.

continuous dispersion dist distribution double-exponential exponential-family javascript laplace location-scale node node-js nodejs spread statistics stats stdlib univariate variance

Last synced: 23 Sep 2025

https://github.com/gfoidl/stochastics

Stochastic tools, distrubution, analysis

kutosis median outlier-detection sigma simd skewness variance

Last synced: 14 Apr 2025

https://github.com/stdlib-js/stats-base-dists-chisquare-variance

Chi-squared distribution variance.

chi-square chi-squared chisq chisquare chisquared continuous deviation dispersion dist distribution javascript node node-js nodejs spread statistics stats stdlib univariate variance

Last synced: 19 Mar 2025

https://github.com/lilingxi01/svdm

SVDM - Styling Variance Decomposition Module

design design-system styling svdm ui ui-components ux variance

Last synced: 17 Apr 2026

https://github.com/jammyjamjamman/pywinslide

Sliding window functions for processing iterative timeseries data in python.

average downsampling mean moving resampling rolling sliding timeseries variance

Last synced: 31 Mar 2025

https://github.com/fredgainza/generateacp

Génération data et graphs d'une ACP

acp analysis-package cercle-correlation coordonnees-factorielles correlation eboulis projection-individus variance variance-expliquee vecteurs-propres

Last synced: 05 Jun 2026

https://github.com/stdlib-js/stats-base-variance

Calculate the variance of a strided array.

array deviation dispersion javascript math mathematics node node-js nodejs sample-variance standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance

Last synced: 27 Feb 2026

https://github.com/stdlib-js/stats-base-stdev

Calculate the standard deviation of a strided array.

deviation dispersion javascript math mathematics node node-js nodejs sample-standard-deviation spread standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance

Last synced: 28 May 2026

https://github.com/stdlib-js/stats-incr-vmr

Compute a variance-to-mean ratio (VMR) incrementally.

dispersion dispersion-index fano-factor index-of-dispersion javascript math mathematics mean node node-js nodejs relative-variance sample-variance statistics stats stdlib unbiased var variance vmr

Last synced: 10 Mar 2026

https://github.com/stdlib-js/stats-base-dvariancepn

Calculate the variance of a double-precision floating-point strided array using a two-pass algorithm.

array deviation dispersion javascript math mathematics node node-js nodejs sample-variance standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance

Last synced: 21 Aug 2025

https://github.com/stdlib-js/stats-incr-apcorr

Compute a sample absolute Pearson product-moment correlation coefficient.

abs absolute corr correlation covariance javascript math mathematics node node-js nodejs pearson product-moment sample-covariance statistics stats stdlib unbiased var variance

Last synced: 11 Jun 2025

https://github.com/stdlib-js/stats-base-dists-exponential-variance

Exponential distribution variance.

continuous dispersion dist distribution exponential javascript node node-js nodejs parameter spread statistics stats stdlib univariate variance

Last synced: 19 Mar 2025

https://github.com/stdlib-js/stats-base-dmeanstdev

Calculate the mean and standard deviation of a double-precision floating-point strided array.

arithmetic-mean average avg central-tendency deviation dispersion javascript math mathematics mean node node-js nodejs sample-standard-deviation statistics stats stdlib unbiased var variance

Last synced: 13 May 2025

https://github.com/stdlib-js/stats-incr-ewstdev

Compute an exponentially weighted standard deviation incrementally.

deviation dispersion emsd emv ewmsd ewmv exponential javascript math mathematics node node-js nodejs standard statistics stats stdlib var variance weighted

Last synced: 04 Feb 2026

https://github.com/stdlib-js/stats-base-nanstdevtk

Calculate the standard deviation of a strided array ignoring NaN values and using a one-pass textbook algorithm.

array deviation dispersion javascript math mathematics node node-js nodejs sample-standard-deviation standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance

Last synced: 05 Oct 2025

https://github.com/stdlib-js/stats-base-nanstdevch

Calculate the standard deviation of a strided array ignoring NaN values and using a one-pass trial mean algorithm.

array deviation dispersion javascript math mathematics node node-js nodejs sample-standard-deviation standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance

Last synced: 07 Sep 2025

https://github.com/stdlib-js/stats-base-dists-lognormal-variance

Lognormal distribution variance.

continuous dispersion dist distribution gaussian javascript log logarithm lognormal node node-js nodejs normal spread statistics stats stdlib univariate variance

Last synced: 09 Sep 2025

https://github.com/lukem512/statistical-methods

A collection of statistical methods

average deviation mean statistics variance

Last synced: 14 Mar 2025

https://github.com/stdlib-js/stats-incr-mstdev

Compute a moving corrected sample standard deviation incrementally.

accumulator corrected deviation dispersion incremental javascript math mathematics moving-variance node node-js nodejs sample sample-variance sliding-window standard statistics stats stdlib variance

Last synced: 13 Oct 2025

https://github.com/travorlzh/temperature-analyzer

Python crawler that helps fetch temperature of Beijing, China

crawler homework python variance

Last synced: 25 Aug 2025

https://github.com/quantumsnowball/appledaily20191104

capm mean mean-variance-analysis mean-variance-model mean-variance-optimization portfolio portfolio-optimization portfolio-optimizer risk-management standard-deviation variance

Last synced: 17 Jan 2026

https://github.com/stdlib-js/stats-base-sstdevtk

Calculate the standard deviation of a single-precision floating-point strided array using a one-pass textbook algorithm.

deviation dispersion javascript math mathematics node node-js nodejs sample-standard-deviation spread standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance

Last synced: 04 Apr 2026

https://github.com/stdlib-js/stats-base-dists-kumaraswamy-variance

Kumaraswamy's double bounded distribution variance.

bounded continuous dispersion dist distribution javascript kumaraswamy node node-js nodejs prob probability spread statistics stats stdlib univariate variance

Last synced: 10 Apr 2025

https://github.com/stdlib-js/stats-incr-covariance

Compute an unbiased sample covariance incrementally.

accumulator corr correlation covariance dispersion incremental javascript math mathematics node node-js nodejs sample-covariance standard-deviation statistics stats stdlib unbiased var variance

Last synced: 12 Apr 2025

https://github.com/stdlib-js/stats-base-dnanvariancetk

Calculate the variance of a double-precision floating-point strided array ignoring NaN values and using a one-pass textbook algorithm.

array deviation dispersion javascript math mathematics node node-js nodejs sample-variance standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance

Last synced: 19 Feb 2026

https://github.com/stdlib-js/stats-base-snanvariance

Calculate the variance of a single-precision floating-point strided array ignoring NaN values.

array deviation dispersion javascript math mathematics node node-js nodejs sample-variance standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance

Last synced: 11 Aug 2025

https://github.com/stdlib-js/stats-base-dists-discrete-uniform-variance

Discrete uniform distribution variance.

deviation discrete dispersion dist distribution javascript node node-js nodejs prob probability spread statistics stats stdlib uniform variance

Last synced: 23 Aug 2025

https://github.com/stdlib-js/stats-bartlett-test

Compute Bartlett’s test for equal variances.

bartlett equal hypothesis javascript math mathematics node node-js nodejs statistics stats stdlib summary test variance

Last synced: 24 May 2026

https://github.com/stdlib-js/stats-incr-pcorrmat

Compute a sample Pearson product-moment correlation matrix incrementally.

anticorrelation correlated correlation covariance dispersion javascript math mathematics matrix node node-js nodejs sample-covariance standard-deviation statistics stats stdlib unbiased var variance

Last synced: 07 May 2025

https://github.com/stdlib-js/stats-incr-variance

Compute an unbiased sample variance incrementally.

accumulator central-tendency dispersion incremental javascript math mathematics node node-js nodejs sample-variance standard-deviation statistics stats stdlib unbiased var variance

Last synced: 30 Apr 2025

https://github.com/stdlib-js/stats-base-dists-chi-variance

Chi distribution variance.

chi continuous deviation dispersion dist distribution javascript node node-js nodejs spread statistics stats stdlib univariate variance

Last synced: 16 Aug 2025

https://github.com/stdlib-js/stats-base-dvariancewd

Calculate the variance of a double-precision floating-point strided array using Welford's algorithm.

deviation dispersion javascript math mathematics node node-js nodejs sample-variance standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance welford

Last synced: 21 Jun 2025

https://github.com/quantumsnowball/appledaily20190722

capm mean mean-variance-analysis mean-variance-model mean-variance-optimization portfolio portfolio-management portfolio-optimization risk-management sharpe-ratio standard-deviation stock stock-market variance

Last synced: 17 Jan 2026

https://github.com/stdlib-js/stats-base-variancech

Calculate the variance of a strided array using a one-pass trial mean algorithm.

array deviation dispersion javascript math mathematics node node-js nodejs sample-variance standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance

Last synced: 24 Jun 2025

https://github.com/stdlib-js/stats-base-dsvariance

Calculate the variance of a single-precision floating-point strided array using extended accumulation and returning an extended precision result.

array deviation dispersion javascript math mathematics node node-js nodejs sample-variance standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance

Last synced: 12 Jun 2025

https://github.com/stdlib-js/stats-incr-mvmr

Compute a moving variance-to-mean ratio (VMR) incrementally.

dispersion dispersion-index fano fano-factor index-of-dispersion javascript math mathematics node node-js nodejs relative-variance sample sample-variance statistics stats stdlib unbiased variance vmr

Last synced: 19 Jun 2025

https://github.com/stdlib-js/stats-iter-variance

Compute the unbiased sample variance over all iterated values.

dispersion iterable iterate iterator javascript math mathematics node node-js nodejs sample-variance standard-deviation statistics stats stdlib unbiased var variance

Last synced: 03 Mar 2026

https://github.com/stdlib-js/stats-base-dstdevwd

Calculate the standard deviation of a double-precision floating-point strided array using Welford's algorithm.

deviation dispersion javascript math mathematics node node-js nodejs sample-standard-deviation spread standard-deviation statistics stats stdlib strided strided-array unbiased var variance welford

Last synced: 16 Mar 2026

https://github.com/stdlib-js/stats-base-dists-triangular-variance

Triangular distribution variance.

continuous dispersion dist distribution javascript node node-js nodejs prob probability spread statistics stats stdlib triangular univariate variance

Last synced: 23 Feb 2026

https://github.com/stdlib-js/stats-base-nanstdev

Calculate the standard deviation of a strided array ignoring NaN values.

array deviation dispersion javascript math mathematics node node-js nodejs sample-standard-deviation standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance

Last synced: 24 Aug 2025

https://github.com/stdlib-js/stats-array-variancech

Calculate the variance of an array using a one-pass trial mean algorithm.

array deviation dispersion javascript math mathematics node node-js nodejs sample-variance standard-deviation statistics stats stdlib unbiased var variance

Last synced: 27 Apr 2026

https://github.com/stdlib-js/stats-base-dnanvariancepn

Calculate the variance of a double-precision floating-point strided array ignoring NaN values and using a two-pass algorithm.

array deviation dispersion javascript math mathematics node node-js nodejs sample-variance standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance

Last synced: 18 Feb 2026

https://github.com/stdlib-js/stats-base-dstdevch

Calculate the standard deviation of a double-precision floating-point strided array using a one-pass trial mean algorithm.

deviation dispersion javascript math mathematics node node-js nodejs sample-standard-deviation spread standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance

Last synced: 01 Mar 2026

https://github.com/lukem512/brown-forsythe-test

Perform the Brown-Forsythe statistical test for equality of group variances.

brown-forsythe-test statistics variance

Last synced: 24 Apr 2026

https://github.com/stdlib-js/stats-base-snanvariancepn

Calculate the variance of a single-precision floating-point strided array ignoring NaN values and using a two-pass algorithm.

array deviation dispersion javascript math mathematics node node-js nodejs sample-variance standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance

Last synced: 08 Oct 2025

https://github.com/stdlib-js/stats-base-dists-degenerate-variance

Degenerate distribution variance.

degenerate deviation discrete dispersion dist distribution javascript node node-js nodejs parameter point-mass spread statistics stats stdlib univariate variance

Last synced: 30 Aug 2025

https://github.com/stdlib-js/stats-base-stdevyc

Calculate the standard deviation of a strided array using a one-pass algorithm proposed by Youngs and Cramer.

cramer deviation dispersion javascript math mathematics node node-js nodejs sample-standard-deviation spread standard-deviation statistics stats stdlib strided unbiased var variance youngs

Last synced: 26 Jun 2025

https://github.com/stdlib-js/stats-base-varianceyc

Calculate the variance of a strided array using a one-pass algorithm proposed by Youngs and Cramer.

cramer deviation dispersion javascript math mathematics node node-js nodejs sample-variance standard-deviation statistics stats stdlib strided strided-array unbiased var variance youngs

Last synced: 09 Apr 2025

https://github.com/stdlib-js/stats-incr-meanstdev

Compute an arithmetic mean and corrected sample standard deviation incrementally.

arithmetic-mean average avg central-tendency dispersion javascript math mathematics mean node node-js nodejs sample-variance standard-deviation statistics stats stdlib unbiased var variance

Last synced: 06 Sep 2025

https://github.com/stdlib-js/stats-base-snanstdevwd

Calculate the standard deviation of a single-precision floating-point strided array ignoring NaN values and using Welford's algorithm.

deviation dispersion javascript math mathematics node node-js nodejs sample-standard-deviation standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance welford

Last synced: 05 Jul 2025

https://github.com/stdlib-js/stats-base-dists-binomial-variance

Binomial distribution variance.

bernoulli binom binomial deviation discrete dispersion dist distribution exponential-family independent-trials javascript node node-js nodejs spread statistics stats stdlib successes variance

Last synced: 03 Mar 2026

https://github.com/stdlib-js/stats-incr-mrange

Compute a moving range incrementally.

accumulator dispersion domain extent incremental javascript math mathematics max maximum min minimum node node-js nodejs range statistics stats stdlib variance

Last synced: 26 Feb 2025

https://github.com/stdlib-js/stats-base-dists-erlang-variance

Erlang distribution variance.

continuous dispersion dist distribution erlang javascript node node-js nodejs prob probability spread statistics stats stdlib univariate variance

Last synced: 26 Oct 2025

https://github.com/stdlib-js/stats-base-dnanstdevwd

Calculate the standard deviation of a double-precision floating-point strided array ignoring NaN values and using Welford's algorithm.

deviation dispersion javascript math mathematics node node-js nodejs sample-standard-deviation standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance welford

Last synced: 29 Jan 2026

https://github.com/stdlib-js/stats-base-sstdevyc

Calculate the standard deviation of a single-precision floating-point strided array using a one-pass algorithm proposed by Youngs and Cramer.

deviation dispersion javascript math mathematics node node-js nodejs sample-standard-deviation spread standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance

Last synced: 25 Feb 2026

https://github.com/stdlib-js/stats-base-variancepn

Calculate the variance of a strided array using a two-pass algorithm.

array deviation dispersion javascript math mathematics node node-js nodejs sample-variance standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance

Last synced: 24 Oct 2025

https://github.com/stdlib-js/stats-base-dnanstdev

Calculate the standard deviation of a double-precision floating-point strided array ignoring NaN values.

array deviation dispersion javascript math mathematics node node-js nodejs sample-standard-deviation standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance

Last synced: 08 Mar 2026

https://github.com/stdlib-js/stats-base-svariancetk

Calculate the variance of a single-precision floating-point strided array using a one-pass textbook algorithm.

array deviation dispersion javascript math mathematics node node-js nodejs sample-variance standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance

Last synced: 16 Feb 2026

https://github.com/stdlib-js/stats-base-dvarmtk

Calculate the variance of a double-precision floating-point strided array provided a known mean and using a one-pass textbook algorithm.

array deviation dispersion javascript math mathematics node node-js nodejs sample-variance standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance

Last synced: 13 Feb 2026

https://github.com/stdlib-js/stats-base-nanvariancetk

Calculate the variance of a strided array ignoring NaN values and using a one-pass textbook algorithm.

array deviation dispersion javascript math mathematics node node-js nodejs sample-variance standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance

Last synced: 28 Feb 2026

https://github.com/borchehq/incstatspy

NumPy based Python library for online calculation of moments .

central-moments mean numpy numpy-arrays numpy-library online-algorithms rolling-statistics running-statistics statistics variance

Last synced: 01 May 2026

https://github.com/stdlib-js/stats-base-nanvariancepn

Calculate the variance of a strided array ignoring NaN values and using a two-pass algorithm.

array deviation dispersion javascript math mathematics node node-js nodejs sample-variance standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance

Last synced: 14 Mar 2026

https://github.com/stdlib-js/stats-base-dvarm

Calculate the variance of a double-precision floating-point strided array provided a known mean.

array deviation dispersion javascript math mathematics node node-js nodejs sample-variance standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance

Last synced: 12 Jan 2026

https://github.com/stdlib-js/stats-base-dvarianceyc

Calculate the variance of a double-precision floating-point strided array using a one-pass algorithm proposed by Youngs and Cramer.

cramer deviation dispersion javascript math mathematics node node-js nodejs sample-variance standard-deviation statistics stats stdlib strided strided-array unbiased var variance youngs

Last synced: 17 Feb 2026

https://github.com/stdlib-js/stats-base-dsvariancepn

Calculate the variance of a single-precision floating-point strided array using a two-pass algorithm with extended accumulation and returning an extended precision result.

array deviation dispersion javascript math mathematics node node-js nodejs sample-variance standard-deviation statistics stats stdlib strided strided-array typed unbiased var variance