ARCH models in Python

A library of statistical distribution sampling and transducing functions

Display and analyze ROC curves in R and S+

Sensor for Home Assistant that gets reset at midnight

MSGARCH R Package

Select, weight and analyze complex sample data

Quantitative Finance & Statistics Projects. Topics including multiple linear regression, variance and instability estimates, display methodology.

Micro Kalman Filter for linear and nonlinear systems

Leibniz equivalence and Liskov substitutability library for Scala.

portfolio-backtest is a python library for backtest portfolio asset allocation on Python 3.7 and above.

Computationally efficient confidence intervals for cross-validated AUC estimates in R

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

Go implementation of variance's method for one-pass variance computation with D. H. D. West improved methods which features merging of several multiple sets of statistics and adding weighted values.

statistics module used for the TCI

Running mean, variance, skew, and kurtosis

Analysis of Variance (ANOVA)

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

Variance Estimation for Sample Surveys by the Ultimate Cluster Method

Data analysis and filtering using time series for embedded devices (IoT). All in a single C++ library, Data Tome. Focus on the developer's experience and performance. It is the successor to the MovingAveragePlus library.

Compute mean and variance of the univariate truncated normal distribution (works far from the peak).