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@railpath/finance-toolkit

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Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection

github.com/railpath/finance-toolkit

railpath/finance-toolkit

30 lines (29 loc) • 2.85 kB
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"use strict"; /** * Machine Learning Utility Functions * * Reusable utilities for ML algorithms */ Object.defineProperty(exports, "__esModule", { value: true }); exports.validateNumStates = exports.validateHMMParameters = exports.validateFeatureMatrix = exports.validatePriceArray = exports.logMultivariateGaussianPDF = exports.multivariateGaussianPDF = exports.standardize = exports.calculateVariance = exports.calculateMean = exports.logGaussianPDF = exports.gaussianPDF = exports.addNoise = exports.normalizeArray = exports.normalizeRows = exports.logSumExp = void 0; // Matrix Utils var matrixUtils_1 = require("./matrixUtils"); Object.defineProperty(exports, "logSumExp", { enumerable: true, get: function () { return matrixUtils_1.logSumExp; } }); Object.defineProperty(exports, "normalizeRows", { enumerable: true, get: function () { return matrixUtils_1.normalizeRows; } }); Object.defineProperty(exports, "normalizeArray", { enumerable: true, get: function () { return matrixUtils_1.normalizeArray; } }); Object.defineProperty(exports, "addNoise", { enumerable: true, get: function () { return matrixUtils_1.addNoise; } }); // Statistics Utils var statisticsUtils_1 = require("./statisticsUtils"); Object.defineProperty(exports, "gaussianPDF", { enumerable: true, get: function () { return statisticsUtils_1.gaussianPDF; } }); Object.defineProperty(exports, "logGaussianPDF", { enumerable: true, get: function () { return statisticsUtils_1.logGaussianPDF; } }); Object.defineProperty(exports, "calculateMean", { enumerable: true, get: function () { return statisticsUtils_1.calculateMean; } }); Object.defineProperty(exports, "calculateVariance", { enumerable: true, get: function () { return statisticsUtils_1.calculateVariance; } }); Object.defineProperty(exports, "standardize", { enumerable: true, get: function () { return statisticsUtils_1.standardize; } }); Object.defineProperty(exports, "multivariateGaussianPDF", { enumerable: true, get: function () { return statisticsUtils_1.multivariateGaussianPDF; } }); Object.defineProperty(exports, "logMultivariateGaussianPDF", { enumerable: true, get: function () { return statisticsUtils_1.logMultivariateGaussianPDF; } }); // Validation Utils var validationUtils_1 = require("./validationUtils"); Object.defineProperty(exports, "validatePriceArray", { enumerable: true, get: function () { return validationUtils_1.validatePriceArray; } }); Object.defineProperty(exports, "validateFeatureMatrix", { enumerable: true, get: function () { return validationUtils_1.validateFeatureMatrix; } }); Object.defineProperty(exports, "validateHMMParameters", { enumerable: true, get: function () { return validationUtils_1.validateHMMParameters; } }); Object.defineProperty(exports, "validateNumStates", { enumerable: true, get: function () { return validationUtils_1.validateNumStates; } });