Showing 5 of total 5 results (show query)
lrberge
fixest:Fast Fixed-Effects Estimations
Fast and user-friendly estimation of econometric models with multiple fixed-effects. Includes ordinary least squares (OLS), generalized linear models (GLM) and the negative binomial. The core of the package is based on optimized parallel C++ code, scaling especially well for large data sets. The method to obtain the fixed-effects coefficients is based on Berge (2018) <https://github.com/lrberge/fixest/blob/master/_DOCS/FENmlm_paper.pdf>. Further provides tools to export and view the results of several estimations with intuitive design to cluster the standard-errors.
Maintained by Laurent Berge. Last updated 7 months ago.
394 stars 14.69 score 3.8k scripts 26 dependents
robinhankin
onion:Octonions and Quaternions
Quaternions and Octonions are four- and eight- dimensional extensions of the complex numbers. They are normed division algebras over the real numbers and find applications in spatial rotations (quaternions), and string theory and relativity (octonions). The quaternions are noncommutative and the octonions nonassociative. See the package vignette for more details.
Maintained by Robin K. S. Hankin. Last updated 1 months ago.
6 stars 7.27 score 43 scripts 3 dependents
bioc
fabia:FABIA: Factor Analysis for Bicluster Acquisition
Biclustering by "Factor Analysis for Bicluster Acquisition" (FABIA). FABIA is a model-based technique for biclustering, that is clustering rows and columns simultaneously. Biclusters are found by factor analysis where both the factors and the loading matrix are sparse. FABIA is a multiplicative model that extracts linear dependencies between samples and feature patterns. It captures realistic non-Gaussian data distributions with heavy tails as observed in gene expression measurements. FABIA utilizes well understood model selection techniques like the EM algorithm and variational approaches and is embedded into a Bayesian framework. FABIA ranks biclusters according to their information content and separates spurious biclusters from true biclusters. The code is written in C.
Maintained by Andreas Mitterecker. Last updated 5 months ago.
statisticalmethodmicroarraydifferentialexpressionmultiplecomparisonclusteringvisualization
5.84 score 32 scripts 6 dependents
rhochreiter
portfolio.optimization:Contemporary Portfolio Optimization
Simplify your portfolio optimization process by applying a contemporary modeling way to model and solve your portfolio problems. While most approaches and packages are rather complicated this one tries to simplify things and is agnostic regarding risk measures as well as optimization solvers. Some of the methods implemented are described by Konno and Yamazaki (1991) <doi:10.1287/mnsc.37.5.519>, Rockafellar and Uryasev (2001) <doi:10.21314/JOR.2000.038> and Markowitz (1952) <doi:10.1111/j.1540-6261.1952.tb01525.x>.
Maintained by Ronald Hochreiter. Last updated 7 years ago.
2 stars 3.26 score 18 scripts