covariance topic

List covariance repositories

PyPortfolioOpt

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Financial portfolio optimisation in python, including classical efficient frontier, Black-Litterman, Hierarchical Risk Parity

pROC

116
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Display and analyze ROC curves in R and S+

mixed-models-with-R

121
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Covers the basics of mixed models, mostly using @lme4

25DaysInMachineLearning

58
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I will update this repository to learn Machine learning with python with statistics content and materials

combining3Dmorphablemodels

86
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Project Page of Combining 3D Morphable Models: A Large scale Face-and-Head Model - [CVPR 2019]

RiskPortfolios

50
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18
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Functions for the construction of risk-based portfolios

wink-statistics

46
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7
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Fast & numerically stable statistical analysis

CovarianceEstimation.jl

42
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7
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Lightweight robust covariance estimation in Julia

lme4qtl

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10
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Mixed models @lme4 + custom covariances + parameter constraints

vstat

17
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1
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SIMD-enabled descriptive statistics (mean, variance, covariance, correlation)