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Statovic


Active since 2008

Professional Interests: statistics, machine learning

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  • 5-Star Galaxy Level 2
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Submitted


Generate sorted vectors of uniformly distributed variates
Efficiently generate sorted p-vectors of variates drawn uniformly from [0,1]

13 years ago | 0 downloads |

Submitted


Non-negative Garotte
Implementation of Leo Breiman's non-negative garotte for linear regression

13 years ago | 2 downloads |

Submitted


Exact Negative Log-likelihood of ARMA models via Kalman Filtering
Computation of the exact negative log-likelihood of ARMA models using the Kalman Filter

13 years ago | 3 downloads |