12 Repositories
Latest Python Libraries
A Python package for causal inference using Synthetic Controls
Synthetic Control Methods A Python package for causal inference using synthetic controls This Python package implements a class of approaches to estim
107 Dec 28, 2022
A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
pmdarima Pmdarima (originally pyramid-arima, for the anagram of 'py' + 'arima') is a statistical library designed to fill the void in Python's time se
1.3k Dec 22, 2022
50% faster, 50% less RAM Machine Learning. Numba rewritten Sklearn. SVD, NNMF, PCA, LinearReg, RidgeReg, Randomized, Truncated SVD/PCA, CSR Matrices all 50+% faster
[Due to the time taken @ uni, work + hell breaking loose in my life, since things have calmed down a bit, will continue commiting!!!] [By the way, I'm
1.4k Jan 01, 2023
Lightweight mmm - Lightweight (Bayesian) Media Mix Model
Lightweight (Bayesian) Media Mix Model This is not an official Google product. L
342 Jan 03, 2023
Lightning ⚡️ fast forecasting with statistical and econometric models.
Nixtla Statistical ⚡️ Forecast Lightning fast forecasting with statistical and econometric models StatsForecast offers a collection of widely used uni
2.1k Dec 29, 2022
Scalable implementation of Lee / Mykland (2012) and Ait-Sahalia / Jacod (2012) Jump tests for noisy high frequency data
JumpDetectR Name of QuantLet : JumpDetectR Published in : 'To be published as "Jump dynamics in high frequency crypto markets"' Description : 'Scala
12 Jan 01, 2023
Spin-off Notice: the modules and functions used by our research notebooks have been refactored into another repository
Fecon235 - Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio eq
825 Dec 27, 2022
Statsmodels: statistical modeling and econometrics in Python
About statsmodels statsmodels is a Python package that provides a complement to scipy for statistical computations including descriptive statistics an
8.1k Jan 02, 2023
Statsmodels: statistical modeling and econometrics in Python
About statsmodels statsmodels is a Python package that provides a complement to scipy for statistical computations including descriptive statistics an
8.1k Dec 30, 2022
Statsmodels: statistical modeling and econometrics in Python
About statsmodels statsmodels is a Python package that provides a complement to scipy for statistical computations including descriptive statistics an
8k Dec 29, 2022
A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
pmdarima Pmdarima (originally pyramid-arima, for the anagram of 'py' + 'arima') is a statistical library designed to fill the void in Python's time se
1.3k Jan 06, 2023
A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
pmdarima Pmdarima (originally pyramid-arima, for the anagram of 'py' + 'arima') is a statistical library designed to fill the void in Python's time se
1.3k Dec 22, 2022