ahead - Time Series Forecasting with uncertainty quantification

Univariate and multivariate time series forecasting with uncertainty quantification.

Last updated

forecastingmachine-learningpredictive-modelingstatistical-learningtime-seriestime-series-forecastinguncertainty-quantificationcpp

7.69 score 23 stars 58 scripts

esgtoolkit - Toolkit for Monte Carlo Simulations

A toolkit for Monte Carlo Simulations in Finance, Economics, Insurance, Physics. Multiple simulation models can be created by combining building blocks provided in the package.

Last updated

diffusion-modeldiffusion-modelsmonte-carlo-methodsmonte-carlo-simulationmontecarlo-simulationscenario-analysisscenario-creatorscenario-generationsimulationstochastic-differential-equationsstochastic-processesstochastic-simulationcpp

6.10 score 13 stars 39 scripts

unifiedml - Unified Interface for Machine Learning Models

Provides a unified R6-based interface for various machine learning models with automatic interface detection, consistent cross-validation, model interpretations via numerical derivatives, and visualization. Supports both regression and classification tasks with any model function that follows R's standard modeling conventions (formula or matrix interface).

Last updated

6.00 score 4 stars 11 scripts 303 downloads

misc - Miscellaneous Useful R Functions

Miscellaneous Useful R Functions.

Last updated

5.80 score 1 dependents 52 scripts 612 downloads

learningmachine - Machine Learning with Explanations and Uncertainty Quantification

Regression-based Machine Learning with explanations and uncertainty quantification.

Last updated

conformal-predictionmachine-learningmachine-learning-algorithmsmachinelearningstatistical-learninguncertainty-quantificationcpp

4.68 score 5 stars 19 scripts

crossvalidation - Generic cross-validation functions

The packages provides generic functions for cross-validation of Statistical/Machine Learning models, including forecasting models.

Last updated

4.53 score 2 stars 17 scripts

rvfl - Random Vector Functional Link Networks

Random Vector Functional Link Networks.

Last updated

4.53 score 14 scripts

tisthemachinelearner - Lightweight interface to sklearn, nnetsauce and unifiedbooster with conformal prediction

Lightweight interface to Python packages sklearn, nnetsauce and unifiedbooster with conformal prediction.

Last updated

machine-learningmachinelearningcpp

4.47 score 14 scripts

mlS3 - Unified S3 Interface to Machine Learning Models

Provides a unified and consistent S3 interface for training and predicting with a variety of machine learning models in R. The package wraps popular algorithms (e.g., from 'glmnet', 'lightgbm', 'ranger', 'e1071', and 'caret') under a common workflow based on simple wrap_*() and predict() functions, allowing users to switch between models without changing their code structure. It supports both classification and regression tasks and facilitates rapid experimentation, benchmarking, and comparison of models. By abstracting away package-specific APIs while preserving flexibility in parameter specification, the package streamlines machine learning workflows and promotes reproducibility.

Last updated

3.85 score 7 scripts 428 downloads

bcn - Boosted Configuration Networks

Boosted Configuration (neural) Networks for supervised learning.

Last updated

machine-learningneural-networksstatistical-learningcpp

3.70 score 5 stars 4 scripts

healthsimulation - Generate Synthetic Healthcare data

Generate Synthetic Healthcare data for research.

Last updated

3.65 score 4 scripts

rvflnet - Random Vector Functional Link Networks with glmnet Backend

Implements Random Vector Functional Link (RVFL) networks using glmnet for elastic-net regularized output layer training. Supports Gaussian, uniform, and Sobol random projections with various activation functions.

Last updated

3.18 score 6 scripts

survivalisttoo - Model-Agnostic Survival Analysis

Model-agnostic survival analysis: using any Machine learning algorithm for doing survival analysis.

Last updated

cpp

3.00 score

nnetsauce - Randomized and Quasi-Randomized networks for Statistical/Machine Learning

Randomized and Quasi-Randomized networks for Statistical/Machine Learning

Last updated

deep-learningmachine-learningneural-networksrandomized-algorithmsstatistical-learning

3.00 score 4 stars 10 scripts

mlsauce - Miscellaneous Statistical/Machine Learning stuff

Miscellaneous Statistical/Machine Learning stuff.

Last updated

machine-learningmachine-learning-algorithmsmachinelearningstatistical-learning

2.78 score 2 stars 9 scripts

metalearnedridge2f - Forecasting With Meta-learned ridge2f

Forecasting with meta-learned ridge2f.

Last updated

cpp

2.00 score

garchf - Forecasting with GARCH

Forecasting with GARCH, using an interface like the forecast package's.

Last updated

2.00 score

bayesianrvfl - Bayesian Quasi-Randomized nnetworks

Bayesian Quasi-Randomized nnetworks.

Last updated

cpp

2.00 score 1 scripts

ftsatoo - Functional Time Series Analysis

Functions for visualizing, modeling, (generic) forecasting and hypothesis testing of functional time series.

Last updated

forecastingfunctional-data-analysistime-series

2.00 score 1 scripts

stochasticscenarios - A Package for Asset Projection

A Package for Asset Projection Using Stochastic Simulation

Last updated

diffusion-modelssimulationstochastic-gradient-descentstochastic-processes

1.70 score 2 scripts

matern32 - Kernel Ridge Regression using Matern 3/2 kernels

Interpretable Probabilistic Kernel Ridge Regression using Matern 3/2 kernels.

Last updated

cpp

1.70 score

forecastingapi - Tools for interacting with Techtonique API

High level R functions for interacting with Techtonique forecasting API.

Last updated

1.70 score 1 stars 2 scripts

simulatetimeseries - Time Series dataset collection (real-world and synthetic)

Collection of functions for simulating various types of time series data and accessing real-world time series datasets.

Last updated

cpp

1.30 score 5 scripts