PyRank

Heteroscedasticity Python Packages

Python packages with the GitHub topic heteroscedasticity. Sorted by relevance, with stars and monthly downloads.
burning-cost
insurance-distributional

Distributional GBM for insurance pricing — TweedieGBM, GammaGBM, ZIPGBM, NegBinomialGBM, per-risk volatility scoring

323 0 0
blei-lab
treeffuser

Probabilistic predictions for tabular data, using diffusion models and decision trees.

251 56 10
burning-cost
insurance-distributional-glm

GAMLSS for insurance pricing in Python — model variance, shape, and tail parameters as functions of covariates

226 0 0
burning-cost
insurance-dispersion

Double GLM for joint mean-dispersion modelling — alternating IRLS, REML, Gamma/Tweedie/Poisson families, overdispersion LRT, actuarial factor tables

205 0 0