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mixture-distributions

Here are 7 public repositories matching this topic...

monty-se / PINstimation

A comprehensive bundle of utilities for the estimation of probability of informed trading models: original PIN in Easley and O'Hara (1992) and Easley et al. (1996); Multilayer PIN (MPIN) in Ersan (2016); Adjusted PIN (AdjPIN) in Duarte and Young (2009); and volume-synchronized PIN (VPIN) in Easley et al. (2011, 2012). Implementations of various …

poisson-distribution hierarchical-clustering maximum-likelihood-estimation market-microstructure expectation-maximisation-algorithm clustering-analysis mixture-distributions information-asymmetry

Updated Oct 22, 2024
R

RayDebashree / PLACO

A statistical test of pleiotropic effect of a genetic variant on two traits using GWAS summary statistics

meta-analysis statistical-genetics rscript frequentist-methods pleiotropy multiple-traits overlapping-samples cross-phenotype genetic-epidemiology gwas-tools mixture-distributions gwas-summary-statistics genetic-overlap

Updated Mar 26, 2022
R

vsimkus / torch-reparametrised-mixture-distribution

PyTorch implementation of the mixture distribution family with implicit reparametrisation gradients.

data-science machine-learning pytorch gradients mixture-model variational-inference mixture-distributions mixture-of-gaussians

Updated Jan 22, 2024
Python

suren-rathnayake / EMMIXmfa

An R package containing functions for clustering multivariate data using mixtures of factor analyzers.

r clustering mixture-model clustering-algorithm mixture-distributions

Updated Feb 23, 2019
R

hamzaelsaawy / ImportanceSampling

Importance sampling with control variates on top of Distributions.jl

monte-carlo importance-sampling control-variates mixture-distributions

Updated Mar 16, 2018
Julia

antononcube / Raku-Statistics-Distributions

Raku package for statistical distributions and related random variates generations.

statistics probability probability-distributions normal-distribution binomial-distribution bernoulli-distribution beta-distribution gamma-distribution raku mixture-distributions exponential-distribution rakulang chi-square-distribution

Updated Aug 26, 2024
Raku

bertcarnell / mixturedist

Provides the r,p,d,q functions for mixtures of standard R distributions

r mixture-distributions

Updated May 7, 2021
R

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