jkirkby3 / pymle

Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)

Date Created 2021-04-13 (3 years ago)

Commits 72 (last one about a year ago)

Stargazers 44 (0 this week)

Watchers 2 (0 this week)

Forks 13

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RepositoryStats indexes 584,777 repositories, of these jkirkby3/pymle is ranked #493,579 (16th percentile) for total stargazers, and #478,954 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #95,064/116,437.

jkirkby3/pymle is also tagged with popular topics, for these it's ranked: python (#19,457/22023), simulation (#892/1005), statistics (#681/742)

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All Topics

fit mle sde sdes python fitting brownian milstein diffusion estimation likelihood simulation statistics ait-sahalia monte-carlo mle-estimation maximum-likelihood maximum-likelihood-estimation stochastic-differential-equations

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40 commits on the default branch (master) since jan '22

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The only known language in this repository is Python

updated: 2024-10-09 @ 08:22am, id: 357382155 / R_kgDOFU04Cw