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RonsenbergVI
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trendpy
Bayesian trend filtering micro library. http://trendpy.readthedocs.io/en/latest/
MIT License
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unstable MCMC algo (inverse gamma)
#7
RonsenbergVI
opened
6 years ago
0
two unit tests failing for the trendpy.series class
#6
RonsenbergVI
closed
6 years ago
0
MCMC algo still buggy
#5
RonsenbergVI
closed
6 years ago
1
improve trendpy.series.Series.annualized_return()
#4
RonsenbergVI
closed
6 years ago
0
python 2.7 error
#3
RonsenbergVI
opened
7 years ago
1
mcmc algo for l1 filter is too slow -- to optimize
#2
RonsenbergVI
opened
7 years ago
1
installation from pip
#1
RonsenbergVI
closed
7 years ago
1