STOR-i/TailRiskScenGen.jl

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Created over 8 years ago
Updated over 1 year ago

STOR-i/TailRiskScenGen.jl

STOR-i

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Julia package for scenario generation for stochastic programs with tail risk measure

GaussianProcesses.jl

A Julia package for Gaussian Processes

Jupyter Notebook

Changepoints.jl

A Julia package for the detection of multiple changepoints in time series.

sgmcmc

sgmcmc: a stochastic gradient MCMC package for R

SkewDist.jl

Julia package implementing multivariate skew distributions