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serkor1
SLmetrics:Machine Learning Performance Evaluation on Steroids
Performance evaluation metrics for supervised and unsupervised machine learning, statistical learning and artificial intelligence applications. Core computations are implemented in 'C++' for scalability and efficiency.
Maintained by Serkan Korkmaz. Last updated 2 days ago.
cppdata-analysisdata-scienceeigen3machine-learningperformance-metricsrcpprcppeigenstatisticssupervised-learningcppopenmp
22 stars 6.56 score
gregorkastner
factorstochvol:Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models
Markov chain Monte Carlo (MCMC) sampler for fully Bayesian estimation of latent factor stochastic volatility models with interweaving <doi:10.1080/10618600.2017.1322091>. Sparsity can be achieved through the usage of Normal-Gamma priors on the factor loading matrix <doi:10.1016/j.jeconom.2018.11.007>.
Maintained by Gregor Kastner. Last updated 1 years ago.
7 stars 4.73 score 17 scripts 1 dependents
peekxc
simplextree:Provides Tools for Working with General Simplicial Complexes
Provides an interface to a Simplex Tree data structure, which is a data structure aimed at enabling efficient manipulation of simplicial complexes of any dimension. The Simplex Tree data structure was originally introduced by Jean-Daniel Boissonnat and Clément Maria (2014) <doi:10.1007/s00453-014-9887-3>.
Maintained by Matt Piekenbrock. Last updated 1 years ago.
rcppsimplicial-complextopological-data-analysistopologycpp
15 stars 4.56 score 16 scripts 1 dependents