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The second sentence of the Description for the scaleM is confusing with regard to the "sample standard deviation" part: "M-estimators of scale are a robust alternative to the sample standard deviatio…
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We have issues for using Mallow's or Schweppe's weights but I don't see any functional form for it.
We need references and functions for those.
Then we could use var and freq weights in GLM, based…
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I'm seeing a fair number of public shinyapps.io apps which are basically modelled risk estimators for patients. For example you might input a bunch of factors to determine someone's progression-free c…
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### Description
Enclude Elasso algorithm as per https://www.monash.edu/__data/assets/pdf_file/0003/3611901/Optimal-forecast-reconciliation-with-time-series-selection.pdf
### Use case
_No response_
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### What happened?
`DataArrayWeighted.quantile` returns incorrect numbers for weighted quantiles.
As an example, passing a quantile of `1` should return the maximum value by definition, but when…
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Hi there
I'm trying to install rgf/fastrgf and use the python wrapper to launch the executables.
I've installed using
`pip install rgf_python`
However when i import the `rgf` module i get a…
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**Is your feature request related to a problem? Please describe.**
Sample weights are relevant in machine learning to describe the importance of a sample to the model.
For example, regression based …
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Hi,
I was keen to use this package since when I've tried to do conformal prediction using quantile regression in the past I've encountered the common issue of quantile forecast results not increas…
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Similar to the [scikit-learn module](https://scikit-learn.org/stable/modules/classes.html#module-sklearn.covariance). I'm primarily interested in implementing the Graphical Lasso, but empirical and sh…
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I'm getting a ValueError when setting n_buckets. The error states that n_buckets is not in range when it is in range:
combo: 0.1.2
pyod: 0.8.6
```
print(train_scores.shape)
(12115, 6)
outd…