stochasticresearch Goto Github PK

atm

Auto Tune Models - A multi-user, multi-data system for model selection and tuning.

bn

Bayes Nets Related Code

bnlearn-r

copula

Matlab Copula Toolbox

copula-py

Python Copula Module

copula-r

Fork of CRAN's copula for experimentation.

copulastatistic

All code related to the paper: "A Copula Statistic for Measuring Nonlinear Multivariate Dependence"

depmeas

Repository hosts code for various dependence metrics, including RSDM, RDC, MIC, CoS, Ccor, dCor

discretization-r

:exclamation: This is a read-only mirror of the CRAN R package repository. discretization — Data preprocessing, discretization for classification.

dt

Some experiments with Decision Trees

energy-r

This is a fork of the CRAN R package repository. energy — E-statistics (energy statistics)

featureselect

genord-r

:exclamation: This is a read-only mirror of the CRAN R package repository. GenOrd — Simulation of Discrete Random Variables with Given Correlation Matrix and Marginal Distributions

matlab_utils

Helpful functions for Matlab

minepy

minepy - Maximal Information-based Nonparametric Exploration

minerva-r

Fork of minerva package that computes MICe instead of MIC

minet-r

Mutual Information NETworks

mixedvinetoolbox_v1.0

Vine Copula toolbox - a copy of https://stommac.eu/index.php/code

mutual-information-ica

Matlab scripts for implementing a mutual-information-based algorithm for independent component analysis. The algorithm works by iteratively rotating pairs of principle components until an optimum is found. The cost function is based on the summed negentropy of the discovered components, which is closely relative to the component mutual information.

pgraph-r

:exclamation: This is a read-only mirror of the CRAN R package repository. pgraph — Build Dependency Graphs using Projection

quandl

Code related to financial data with Quandl