MLmetrics - Machine Learning Evaluation Metrics
A collection of evaluation metrics, including loss, score and utility functions, that measure regression, classification and ranking performance.
Last updated 8 months ago
11.08 score 69 stars 19 packages 2.1k scripts 14k downloadsrBayesianOptimization - Bayesian Optimization of Hyperparameters
A Pure R implementation of Bayesian Global Optimization with Gaussian Processes.
Last updated 8 months ago
8.28 score 85 stars 2 packages 255 scripts 1.0k downloadsFinCovRegularization - Covariance Matrix Estimation and Regularization for Finance
Estimation and regularization for covariance matrix of asset returns. For covariance matrix estimation, three major types of factor models are included: macroeconomic factor model, fundamental factor model and statistical factor model. For covariance matrix regularization, four regularized estimators are included: banding, tapering, hard-thresholding and soft- thresholding. The tuning parameters of these regularized estimators are selected via cross-validation.
Last updated 8 years ago
4.30 score 7 stars 1 packages 19 scripts 164 downloads