Multivariate Python Packages

torchvinecopulib

A Python library for fitting and sampling vine copulas using PyTorch.

pymcr

pyMCR: Multivariate Curve Resolution for Python

geom-median

Fast and differentiable geometric median, a multivariate median analogue. Install with `pip install geom-median`

drvarma

drvarma (Python) — exact-ML multivariate VARMA estimation, forecasting, IRF/FEVD and diagnostics. Ships sima, an MCP server for LLM-driven VARMA analysis

tsflex

Flexible time series feature extraction & processing

copulax

JAX-based copula modelling

multivar-horner

python package implementing a multivariate Horner scheme for efficiently evaluating multivariate polynomials

colormap-complex

Complex / 2d multivariate bivariate colormap / Domain coloring for Matplotlib, Plotly etc. (pure-numpy)

sequentia

Scikit-Learn compatible HMM and DTW based sequence machine learning algorithms in Python.

pycop

Python library for multivariate dependence modeling with Copulas

localreg

Multivariate Local Polynomial Regression and Radial Basis Function Regression

convst

Implementation of the Random Dilated Shapelet Transform algorithm along with interpretability tools. ReadTheDocs documentation is not up to date with the current version for now.

polymat

A Python library designed for the representation and manipulation of multivariate polynomial matrices.

akde

Multivariate Adaptive Kernel Density Estimation using Gaussian Mixture Model

hyperts

A Full-Pipeline Automated Time Series (AutoTS) Analysis Toolkit.

deep-xf

Package towards building Explainable Forecasting and Nowcasting Models with State-of-the-art Deep Neural Networks and Dynamic Factor Model on Time Series data sets with single line of code. Also, provides utilify facility for time-series signal similarities matching, and removing noise from timeseries signals.

metran

Multivariate timeseries analysis using dynamic factor modelling.

factominer

FactoMineR-compatible multivariate exploratory data analysis in pure Python: PCA, CA, MCA, FAMD, MFA/HMFA/DMFA, GPA, HCPC, CaGalt, regression (LinearModel/AovSum/RegBest), textual, predict/reconst/estim_ncp, dimdesc/catdes/condes — numerically parity-verified against R FactoMineR 2.14.

multitfa

Multivariate thermodynamics-based metabolic flux analysis in Python.

leitmotif

Discovering Leitmotifs in Multidimensional Time Series

dtai-locomotif

LoCoMotif is a time series motif discovery method that discovers variable-length motif sets in multivariate time series using time warping

mv-laplace

Multivariate Laplace distribution sampler and utilities

insurance-multivariate-conformal

Joint prediction regions for multi-output insurance — LWC/GWC/Bonferroni, zero-claim masking, Solvency II SCR

multinorm

Multivariate Normal Distributions from Python