Software

Open-source Python and R packages.

Most of my open-source work is machine learning and AI code, from forecasting and causal inference to heavy-tailed data. You can find all of it at github.com/gmgeorg.

Python

Install these from GitHub; packages with similar names on PyPI belong to other people.

  • pyforeca: Forecastable Component Analysis.
  • pypsps: Predictive State Propensity Subclassification, causal deep learning in Keras.
  • torchlambertw: Lambert W x F distributions in PyTorch.
  • pylambertw: scikit-learn interface to Gaussianize heavy-tailed, skewed data.
  • pypress: Predictive State Smoothing (PRESS), non-parametric regression in Keras.

R

The R packages ForeCA and LambertW are on CRAN.