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Author:
Mehmet Giray Ogut
License:
BSD 2-Clause License
Copyright (c) 2023, Stanford University Convex Optimization Group
Redistribution and use in source and binary forms, with or without
modi...
Summary:
Smooth periodic consistent quantile estimation
Latest version:
0.3.0
Required dependencies:
cvxpy
|
numpy
|
scikit-learn
|
sig-decomp
|
tqdm
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7-day smoothing