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Seems like a good reference:
- https://www.bis.org/publ/bppdf/bispap25.pdf
- https://onriskandreturn.com/2019/12/01/nelson-siegel-yield-curve-model/
Three related variants:
- [x] Nelson-Siegel
…
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Hi,
Is it possible to include the function that conducts spline regression in the Riemann manifold? I read a paper "Smoothing splines on Riemannian manifolds, with applications to 3D shape space" pub…
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In the current version (may 2020) of megaradrp, one obtains two versions of the master sensitivity, the master_sensitivity.fits and sensitivity_raw.fits files. Apparently (by looking for example at th…
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Hi,
I recently found your package and after looking at the 2016 Applied Stat paper, I decided to give it a try. It seems to answer one of my long-standing needs ! So first of all, thanks a lot f…
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It is more than a question than an issue.
I'm trying to get same results with mgcv's and pygam's gam models but results are quite different.
here is the data with 500 observations
https://file.io…
ilkot updated
4 months ago
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aside: pygam has penalized Expectile regression according to the examples/documentation
Currently RLM and QuantileRegression only use a IRLS algorithm
For RLM we can add gradient fit with scipy …
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hi @adolgert!
How hard would it be to introduce penalty matrices (penalizing, for example second derivatives) to these splines? Basically, if $X$ is the model matrix of the spline, $y$ the data, $\…
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This follows up on #2508 and is related to #2320 (and the associated PR #2512).
**Is your feature request related to a problem? Please describe.**
When drawing fast with a high latency device, we …
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Hi all!
I'd like to exchange / contribute some opinions on the usability of the Tone Equalizer module.
I use the module quite often and noticed some issues regarding the Interface and UX that have g…
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Hey @annakat & @ashiklom. This is a preliminary list of features that I think we ultimately want to see implemented in spectrolab. Most of them are ready to go (unmarked).
__\*__ = Features that s…