No packages match
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
11.08 score 70 stars 21 dependents 2.7k scripts 20k downloadsrBayesianOptimization - Bayesian Optimization of Hyperparameters
A Pure R implementation of Bayesian Global Optimization with Gaussian Processes.
Last updated
7.96 score 91 stars 1 dependents 342 scripts 1.4k 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
4.40 score 7 stars 1 dependents 24 scripts 220 downloads