Gustave: a User-oriented Statistical Toolkit for Analytical Variance Estimation
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Updated
Sep 2, 2026 - R
Gustave: a User-oriented Statistical Toolkit for Analytical Variance Estimation
A small C library for computation of U-statistics
Applying portfolio theory on real-life stock market data in order to derive some interesting insights about portfolio of renowned investors on twitter like @dmuthuk and @chetanp
Automated variance or load forecasting for a metric polled for min/max value on intervals (e.g. stock price, server resource utilisation)
Variance estimation and significance testing for ECB Consumer Expectations Survey aggregates using the Rao-Wu bootstrap. Config-driven Python pipeline with SDMX dissemination outputs.
Design-based sampling in R. Eleven reusable sampling designs that know their own inclusion probabilities, so a drawn sample carries the weights needed for Horvitz-Thompson totals and means with standard errors.
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