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gmcmacran/README.md

My repos focus on machine learning, statistics, functional programming, puzzle solving, and notes to myself. I program in python and R. Some repos are full-fledged data science tools and are published outside of github. Others are pet projects.

Open Source

  • python: statsmodels provides classes and functions for the estimation of many different statistical models.
  • R: dann is an implementation of Hastie and Tibshirani’s Discriminant Adaptive Nearest Neighbor Classification.
  • R: tidydann adds the 'dann' model and the 'sub_dann' model to the Tidymodels ecosystem.
  • R: extendedFamily adds new links to R’s generalized linear models.
  • R: LRTesteR is a collection of hypothesis tests and confidence intervals based on the likelihood ratio.
  • R: GlmSimulatoR allows the user to easily and quickly create data for the generalized linear model.

Example Work

  • python: microsoftLTR trains a M.L. model that directly optimizes gain.
  • R: survivoR builds time to event models.
  • python: time_series_M4 compares multiple models using the M4 dataset.
  • python: translator translates English to Spanish with tensorflow.
  • python: semi_supervised_two explores the usefulness of semi-supervised machine learning.
  • python: anomaly_detection trains multiple anomaly detection models on a simulated dataset.

Implementing ML Models From Scratch

  • python: glm_irls is an implementation of generalized linear models from the ground up using numpy.
  • python: coord-descent-glm is an implementation of generalized linear models using coordinate descent and functional programming.

Simulation Studies

  • R: TypeOneTypeTwoSim is a simulation of type I error rates, type II error rates, and coverage rates of functions in LRTesteR.
  • R: geometric_likelihood_ratio explores a distribution where asymptotic theory does not apply.
  • R: calibration studys calibration of p values from likelihood ratio tests when sample size is small.
  • R: normalTestsCompare compares power of Gaussian goodness of fit tests.
  • R: bayesian_p_values studies how changing the prior distribution's parameters affects p value calculations.

Functional Programming

Puzzle Solving

  • python: backtracking solving puzzles using backtracking algorithms.
    • Sudoku puzzles
    • Knights tour problem
    • N queens problem
    • Pizza Hut's pi day challenge.

Notes

  • R: glm_notes is a collection of notes about generalized linear models.
  • pencil: proofs is a collection of math proofs.

Pinned Loading

  1. statsmodels/statsmodels statsmodels/statsmodels Public

    Statsmodels: statistical modeling and econometrics in Python

    Python 10.7k 3.3k

  2. LRTesteR LRTesteR Public

    A collection of hypothesis tests and confidence intervals based on the likelihood ratio.

    R

  3. microsoftLTR microsoftLTR Public

    Optimizing gain with LightGBM and Microsoft's 30K data.

    Python

  4. survivoR survivoR Public

    Building survival models

    R

  5. translator translator Public

    English to Spanish with tensorflow.

    Python

  6. tidydann tidydann Public

    adds the 'dann' model and the 'sub_dann' model to the Tidymodels ecosystem.

    R 1