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bnn

Bayesian Neural Network in PyTorch

covid-19

Novel Coronavirus (COVID-19) Cases, provided by JHU CSSE

direpack

A Python 3 package for state-of-the-art statistical dimension reduction methods

eigengame

Pseudo code from https://arxiv.org/abs/2102.04152

estool

Evolution Strategies Tool

midas.jl

Mixed Data Sampling (MIDAS) regressions in Julia

mvskew

Multivariate skew distribution samplers

optimalportfolio

An open source library for portfolio optimisation

orquestra

ppdire

Projection Pursuit Dimension Reduction (Python 3)

pycopula

Python copulas library for dependency modeling

scikitlearn.jl

Julia implementation of the scikit-learn API https://cstjean.github.io/ScikitLearn.jl/dev/

sparseregression

Code for Sparse regression: Scalable algorithms and empirical performance

spls

Julia Package for Sparse PLS regression

sprm

Sparse partial robust M regression

ssvregression

Open-source implementation of the Slowly Varying Regression under Sparsity framework.

statsmodels

Statsmodels: statistical modeling and econometrics in Python

subsetselection.jl

Fast Subset Selection algorithm for Statistics/Machine Learning

subsetselectioncio.jl

Cutting-plane algorithm for exact cardinality-constrained regression

tripls_r

R package for trilinear partial least squares regression, including case specific prediction intervals

unisimpls