Open Source Projects
Robustly estimate trend and periodicity for timeseries forecasting (Python/numpy)
Robust low-rank matrix decomposition and completion methods are the new hotness in numerical linear algebra. This implementation of Peng, et. al., "Robust Alignment by Sparse and Low-Rank decomposition" just confirms that. (Python/numpy/scikit-image)
Fast implementation of Dunning's T-Digest, a data structure for approximating a streaming metric distribution (Node/JS)
Natural language parser for time, for use with momentjs. You always wanted to say "3 days before week 2 of last April", now you can. (released as part of the Juttle code base) (Node/JS/PEG)
Generate random covariance matrices, and draw MVN samples using them (yes, linear algebra in Javascript, with a neat trick for generating random orthogonal matrices via QR decomposition). Handy for k-means testing. (Node/JS)
Imputation of missing microarray gene expression data for whole-genome functional classification, using Candes, et. al's matrix completion technique.