Browse Items (11 total)

One of the contemporary challenges in anomaly detection is the ability to detect,
and differentiate between, both point and collective anomalies within a data sequence or
time series. The anomaly package has been developed to provide users with a…

Modeling complex real-world situations such as infectious diseases, geological phenomena, and biological processes can present a dilemma: the computer model (referred to as
a simulator) needs to be complex enough to capture the dynamics of the…

Hidden Markov models constitute a versatile class of statistical models for time series
that are driven by hidden states. In financial applications, the hidden states can often
be linked to market regimes such as bearish and bullish markets or…

The hyper2 package provides functionality to work with extensions of the BradleyTerry probability model such as Plackett-Luce likelihood including team strengths and
reified entities (monsters). The package allows one to use relatively natural R…

Changepoint detection is an important problem with a wide range of applications.
There are many different types of changes that one may wish to detect, and a wide
range of algorithms and software for detecting them. However there are relatively…

The Extremes.jl package provides exhaustive, high-performance functions by leveraging the multiple-dispatch capabilities in Julia for the analysis of extreme values. In
particular, the package implements statistical models for both block maxima and…

This article introduces funGp, an R package which handles regression problems involving multiple scalar and/or functional inputs, and a scalar output, through the Gaussian
process model. This is particularly of interest for the design and analysis…

This article presents the magi software package for the inference of dynamic systems.
The focus of magi is on dynamics modeled by nonlinear ordinary differential equations
with unknown parameters. While such models are widely used in science and…

One of the most popular techniques for visualizing large, high-dimensional data sets
is t-distributed stochastic neighbor embedding (t-SNE). Recently, several extensions have
been proposed to address scalability issues and the quality of the…

he library scikit-fda is a Python package for functional data analysis (FDA). It provides a comprehensive set of tools for representation, preprocessing, and exploratory analysis of functional data. The library is built upon and integrated in…