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2
votes
3answers
78 views

Library routine for rolling window lag 1 autocorrelation?

I am looking for a library routine that will calculate the lag 1 autocorrelation of a time series with a rolling window; meaning "slide a window of size N points along the time series, calculate the ...
1
vote
3answers
197 views

Complete machine learning library for Java/Scala

Python is plenty of ML libraries (like the great scikit-learn). Is there any good for java/scala, containing many algos (regression, classification, clustering, cross-validation, feature processing), ...
0
votes
1answer
43 views

A way to use GPU hardware in matlab [closed]

I know that theano is a python library for using gpu hardware and make effective implementations. Is there any such library or a way to do the same in matlab?
2
votes
1answer
59 views

Extremely fast regularized linear model libraries

I have a huge dataset (millions of rows, thousands of columns) and glmnet Lasso regularised regression is too slow. I am wondering what other libraries there are ...
0
votes
1answer
32 views

JavaScript/PHP libraries for calculating common

I am looking for a JavaScript or a PHP library to calculate common business/statistical metrics (e.g. ...
2
votes
0answers
189 views

Good libraries for working with probabilistic graphical models?

Could someone recommend some well-maintained and up-to-date libraries for working with probabilistic graphical models? I noticed that there are some libraries for R listed here and one for C++, but ...
1
vote
2answers
169 views

Multivariate Weighted Linear Regression

Very simple. I am looking for a package that does Multivariate Linear Regression with weights on the observations. Does anyone know of a package that does this? I am shocked that I have not been ...
1
vote
1answer
175 views

Hidden Markov model library

I am looking for a free hidden markov model libraries in C/C++. I can google and get a list, but a it is impossible to tell which free ones are industry standard and well established. Can anyone ...
11
votes
2answers
4k views

Pandas / Statsmodel / Scikits-learn

Are Pandas, Statsmodels and scikits-learn different implementations of machine learning/statistical operations, or are these complementary to one another? Which of these has the most comprehensive ...
0
votes
1answer
365 views

How do I use vector auto regression using the statsmodels library in python?

Sorry about the rookie question but I have been at the documentation for three days and couldn't figure much out. (Link To documentation page) First, how do I load my own data? Must I store it in a ...
4
votes
1answer
2k views

Constrained Optimization library for equality and inequality constraints

Any recommendations for choice of a constrained optimization library suitable for my optimization function? I am minimizing a i) non-linear function with linear equality and inequality constraints, ...
16
votes
4answers
4k views

C++ libraries for statistical computing

I've got a particular MCMC algorithm which I would like to port to C/C++. Much of the expensive computation is in C already via Cython, but I want to have the whole sampler written in a compiled ...
1
vote
2answers
1k views

Java library for Bayesian Networks [closed]

Hello fellow Number crunchers As the headline suggest, I am looking for a java library for learning and inference of Bayesian Networks. I have already found some, but I am hoping for a ...
9
votes
3answers
483 views

Web visualization libraries

What are some good visualization libraries for online use? Are they easy to use and is there good documentation? Thanks.