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

Covers the basics of mixed models, mostly using @lme4

Display and analyze ROC curves in R and S+

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

A script toolkit for SLAM research, including but not limited to various plotting functions, ROS bag processing, and more.

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

Functions for the construction of risk-based portfolios

Mixed models @lme4 + custom covariances + parameter constraints

Fast & numerically stable statistical analysis

Lightweight robust covariance estimation in Julia

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

Kriging estimators for the GeoStats.jl framework

Statistical Tools for Covariance Analysis

Dimensionality reduction on manifold of SPD matrices, based on pymanopt implementation

Gaussian process regression

Online statistics implementations, including average, variance and standard deviation; exponentially weighted versions as well.

Variography for the GeoStats.jl framework

power spectra on the masked sky

Built-in solvers for the GeoStats.jl framework

General purpose correlation and covariance estimation