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MLmetrics - Machine Learning Evaluation Metrics
A collection of evaluation metrics, including loss, score and utility functions, that measure regression, classification and ranking performance.
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10.96 score 70 stars 22 dependents 3.2k scripts 12k downloadsrBayesianOptimization - Bayesian Optimization of Hyperparameters
A Pure R implementation of Bayesian Global Optimization with Gaussian Processes.
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7.89 score 92 stars 1 dependents 372 scripts 1.1k 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.
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4.40 score 7 stars 1 dependents 24 scripts 247 downloads