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Hey Alex!
Is there a way to easily regularize `CospCovariances'?
I'm trying to do
```python
clf = make_pipeline(
CospCovariances(fmin=4., fmax=45, fs=500.),
SlidingEstimator(
…
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After applying the algorithm to very small portfolio of ~15 assets, I noticed that the covariance is very underestimated. For instance, correlation between MSCI WLD and S&P 500 was negative (!!)
M…
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On my task it was even a bit slower than sklearn, since the bottleneck is not in tree boosting. But it can deal with missing features.
```python
# This program is free software: you can redistribu…
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It seems that Gradient boosting doesn't fit or throws an error due to to the default value of max_leaf_nodes being None. It seems the code tries to use an int() function on this parameter even though …
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Hi @CGATOxford/contributors,
When running `pipeline_testing.py` I run into the following issue in task `runDESeq2` of `pipeline_rnaseqdiffexpression.py`.
```
Task = def runDESeq2(...)…
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Hi,
I encountered an error for running StackNet. Here is the command:
```
java -Xmx12144m -jar StackNet.jar train train_file='/home/jlu/Experiments/Examples/Instacart/imba/data/nz_train_slim.cs…
ajing updated
7 years ago
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![image](https://cloud.githubusercontent.com/assets/6830626/25411176/d82b5c46-2a23-11e7-989a-8a6acd8433a7.png)
Any another clue where the error and how to fix it ?
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With the default shrinkage covariance matrix estimator, no warning or error is thrown when the number of data points, N, is less than the number of features. But very frequently, the largest eigenvalu…
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Trying to get the FeatureSelector to work with the pipeline in Osprey. It's not playing ball:
Config file:
```
# osprey configuration file.
#---------------------------
# usage:
# osprey wor…
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Update the following URL to point to the GitHub repository of
the package you wish to submit to _Bioconductor_
- Repository: https://github.com/azhu513/apeglm
Confirm the following by editing e…