covariance topic
PyPortfolioOpt
Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity
pROC
Display and analyze ROC curves in R and S+
mixed-models-with-R
Covers the basics of mixed models, mostly using @lme4
25DaysInMachineLearning
I will update this repository to learn Machine learning with python with statistics content and materials
combining3Dmorphablemodels
Project Page of Combining 3D Morphable Models: A Large scale Face-and-Head Model - [CVPR 2019]
RiskPortfolios
Functions for the construction of risk-based portfolios
wink-statistics
Fast & numerically stable statistical analysis
CovarianceEstimation.jl
Lightweight robust covariance estimation in Julia
lme4qtl
Mixed models @lme4 + custom covariances + parameter constraints
vstat
SIMD-enabled descriptive statistics (mean, variance, covariance, correlation)