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Pinned repositories

  1. Bridge.jl

    A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.

    Jupyter Notebook 23 8

  2. CausalInference.jl

    Causal inference, graphical models and structure learning with the PC algorithm.

    Julia 13 3

  3. StructuresSeminar

    Statistics for Structures Seminar


  4. Kalman.jl

    Flexible filtering and smoothing in Julia

    Julia 5 2

  5. BridgeDiffEq.jl

    Forked from JuliaDiffEq/BridgeDiffEq.jl

    A thin wrapper over Bridge.jl to add it to the common interface


  6. MicrostructureNoise.jl

    Nonparametric Bayesian volatility learning under microstructure noise

    Jupyter Notebook 2

484 contributions in the last year

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Contribution activity

August 2018

mschauer has no activity yet for this period.

July 2018

Created a pull request in mschauer/GaussianDistributions.jl that received 1 comment

Add bivariate Gaussian cdf

Using the third displayed formula and formula (2) from but not the full fletched algorithm (th…

+167 −1 1 comment

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