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updated 1 month ago

mandymejia/shrinkIt by Amanda Mejia

Perform shrinkage on resting state fMRI connectivity matrices for subject-level parcellation (fmri, statistics, parcellation)

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updated 3 years ago

Estimation of Structured t-Copulas by Attilio Meucci

Recursive routine to estimate structured correlation matrix and degrees of freedom (finance, modeling, analysis)




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updated 5 years ago

Risk and Asset Allocation by Attilio Meucci

Software for quantitative portfolio and risk management (finance, modeling, analysis)



Adendotd(dense, d, sparAd, Ablk, blkstart)

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