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beliavsky's Projects

fortran_faq icon fortran_faq

originally the comp.lang.fortran FAQ from January 1997 by Keith Bierman

locally-weighted-linear-regression icon locally-weighted-linear-regression

An implementation of Locally Weighted Linear Regression from scratch. LWLR is a very inefficient learning method but does really good in regression problems after hyper-parameter tuning.

matrix_inversion icon matrix_inversion

Matrix inversion and the solution of a set of linear equations using Crout's method

random_normal icon random_normal

random normal variates in Fortran using the polar, Box-Muller, and ratio-of-uniforms methods

regression_spaeth icon regression_spaeth

Fortran 90 library of John Burkardt for regression using least-squares and other criteria, based on Spaeth's codes

spectre icon spectre

GPU-accelerated Factors analysis library and Backtester

stdlib_ideas icon stdlib_ideas

Ideas and codes related to the Fortran Standard Library project stdlib

timeslab icon timeslab

Mirror of Timeslab Fortran 77 time series package by H. Joseph Newton

ziggurat icon ziggurat

generate uniform, normal, and exponential random deviates using algorithms from Marsaglia

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