@railpath/finance-toolkit
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Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection
9 lines (8 loc) • 461 B
TypeScript
/**
* Machine Learning Utility Functions
*
* Reusable utilities for ML algorithms
*/
export { logSumExp, normalizeRows, normalizeArray, addNoise } from './matrixUtils';
export { gaussianPDF, logGaussianPDF, calculateMean, calculateVariance, standardize, multivariateGaussianPDF, logMultivariateGaussianPDF, } from './statisticsUtils';
export { validatePriceArray, validateFeatureMatrix, validateHMMParameters, validateNumStates, } from './validationUtils';