A C++ header-only library of statistical distribution functions.
PyTorch implementation of the state-of-the-art distributional reinforcement learning algorithm Fully Parameterized Quantile Function (FQF) and Extensions: N-step Bootstrapping, PER, Noisy Layer, Dueling Networks, and parallelization.
R package providing functions for computing Expected shortfall (ES) and Value at risk (VaR)
A library for the calculation of tail risk measures
The code for Quantile-Quantile Embedding (QQE).
Implementation of"Learning Quantile Functions for Temporal Point Processes with Recurrent Neural Splines" (@ AISTATS 2022)
Peptide structure prediction by global optimization of a potential energy function
Multivariate quantile function from discrete approximation of continuous probability distribution function
A repo of code and data for quantile-frequency analysis (QFA) & spline quantile regression (SQR). QFA uses trigonometric quantile regression to perform spectral analysis of time series at given quantiles or as 2D functions of frequency and quantile. SQR offers smooth functional representations of linear quantile regression across quantiles.
MultiVariate Empirical Quantile Function (grid-based)
One-dimensional quantile function from discrete approximation of continuous probability distribution function
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