Heteroscedasticity Python Packages

treeffuser

Treeffuser is an easy-to-use package for probabilistic prediction and probabilistic regression on tabular data with tree-based diffusion models.

insurance-distributional

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

insurance-distributional-glm

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

insurance-dispersion

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

ua-metrics

Standard and uncertainty-adjusted regression metrics with Gaussian, Student-t, and lognormal uncertainty models