Open Source Projects
seasonal
Robustly estimate trend and periodicity for timeseries forecasting (Python/numpy)
rasl
Robust low-rank matrix decomposition and completion
methods are the new hotness in numerical linear algebra. This implementation of
Peng, et. al., "Robust Alignment by Sparse and Low-Rank decomposition"
just confirms that. (Python/numpy/scikit-image)
tdigest
Fast implementation of Dunning's T-Digest, a data structure for approximating a streaming metric distribution (Node/JS)
moment-parser
Natural language parser for time, for use with momentjs. You always wanted to say "3 days before week 2 of last April", now you can. (released as part of the
Juttle code base) (Node/JS/PEG)
gencov
Generate random covariance matrices, and draw MVN samples using them
(yes, linear algebra in Javascript, with a neat trick for generating
random orthogonal matrices via QR decomposition). Handy for k-means
testing. (Node/JS)
gfunk
Imputation of missing microarray gene expression data for whole-genome
functional classification, using Candes, et. al's matrix completion technique.