DROP icon indicating copy to clipboard operation
DROP copied to clipboard

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

Results 101 DROP issues
Sort by recently updated
recently updated
newest added

KernelDensityEstimationL1 implements the L1 Error Scheme Estimation for a Multivariate Kernel Density Estimator with Focus on establishing targeted Variate-Specific and Agnostic Bounds. Module = Numerical Core Module Library = Statistical...

sequence

LongestCommonSubsequence contains Variance Bounds on the Critical Measures of the Longest Common Subsequence between two Strings. Module = Numerical Core Module Library = Statistical Learning Library Project = Sequence Package...

sequence

OrientedPercolationFirstPassage contains Variance Bounds on the Critical Measures of the Standard Problem of First Passage Time in Oriented Percolation. Module = Numerical Core Module Library = Statistical Learning Library Project...

sequence

BasisSplineRegressionEngine implements the RegressionEngine class for the basis spline functionality. Module = Numerical Core Module Library = Algorithm Support Library Project = Regression Package = Spline

regression

BasisSplineRegressor implements the custom basis spline regressor for the given basis spline. As part of the regression run, it executes the following: * Calibrate and compute the left and the...

regression

BasisSplineRegressorSet carries out regression testing for the following series of basis splines: * 1: Polynomial Basis Spline, n = 2 basis functions, and Ck = 0. * 2: Polynomial Basis...

regression

HermiteBasisSplineRegressor implements the Hermite basis spline regressor for the given basis spline. As part of the regression run, it executes the following: * Calibrate and compute the left and the...

regression

LagrangePolynomialStretchRegressor implements the local control basis spline regressor for the given basis spline. As part of the regression run, it executes the following: * Calibrate and compute the left and...

regression

LocalControlBasisSplineRegressor implements the local control basis spline regressor for the given basis spline. As part of the regression run, it executes the following: * Calibrate and compute the left and...

regression

BracketingRegressorSet implements regression run for the Primitive Bracketing Fixed Point Search Method. It implements the following 4 primitive bracketing schemes: Bisection, False Position, Quadratic, and Inverse Quadratic. Module = Numerical...

regression