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We need helper functions or classes for the multivariate Gaussian model. We are starting to use it in several models, but a simple standalone class would be useful for rapid development, and maybe as …
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I have a question regarding the degrees of freedom for fixed **and** labeled loadings. If a loading is labeled **and** fixed, the degrees of freedom are not updated compared to the fit with the loadin…
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## Description
```gtsam/python/gtsam/tests/test_Pose3SLAMExample.py```: Is it something wrong wit the the definition of covariance (line 33):
```
covariance = gtsam.noiseModel.Diagonal.…
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Posteriors are wildly underestimated, likely due to the poor (non-existent) handling of uncertainties. Try and implement a GP to model the covariance matrix and then marginalize over its hyper-paramet…
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I can't seem to understand if I'm mastering well enough the ARIMA model from statsmodels. It seems that, although I'm differentiating, and the series does need differentiation, the ARIMA model itself …
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https://github.com/cwrucutter/snowmower_localization/blob/1c1ea38bc43369e5d111ad427bd2c815abcef81c/launch/ekf_common_params.yaml#L10
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statsmodels provides largely the same types of robust covariances that Stata provides.
However, statsmodels provides the same set of covariance options in several of the main models, currently linear…
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(I don't find an issue, but the idea is old.)
This is similar to #3570 but for the specific case of adding a model class for linear regression based on summary statistics like the covariance matrix…
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also would want to load our own custom alpha factors & models to forecast returns and run simulation
covariance can just be historical
can offer bounty if anyone can help to set this up :)
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Hello MetaXcan
I am trying to use SPrediXcan.py with the mashr Brain_Cortex training model db file, covariance file txt.gz, and GWAS summary data(chromosomes information compiled in just one text fi…