ReIns - Functions from "Reinsurance: Actuarial and Statistical Aspects"
Functions from the book "Reinsurance: Actuarial and Statistical Aspects" (2017) by Hansjoerg Albrecher, Jan Beirlant and Jef Teugels <https://www.wiley.com/en-us/Reinsurance%3A+Actuarial+and+Statistical+Aspects-p-9780470772683>.
Last updated 3 months ago
extremesreinsurancerisk-analysiscpp
6.31 score 22 stars 186 scripts 494 downloadsrospca - Robust Sparse PCA using the ROSPCA Algorithm
Implementation of robust sparse PCA using the ROSPCA algorithm of Hubert et al. (2016) <DOI:10.1080/00401706.2015.1093962>.
Last updated 3 months ago
robust-pcasparse-data
4.77 score 13 stars 45 scripts 449 downloads