PyRank

Model Confidence Set Python Packages

Python packages with the GitHub topic model-confidence-set. Sorted by relevance, with stars and monthly downloads.
bashtage
arch

ARCH models in Python

965K 2K 280
JLDC
model-confidence-set

model-confidence-set provides a Python implementation of the Model Confidence Set (MCS) procedure (Hansen, Lunde, and Nason, 2011), a statistical method for comparing and selecting models based on their performance.

963 20 2