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peitalin / keybase.md
Created September 30, 2020 03:05

Keybase proof

I hereby claim:

  • I am peitalin on github.
  • I am peita (https://keybase.io/peita) on keybase.
  • I have a public key ASAcLMvAKFK0RI_-2hPyaxZjAeH1p19AxYCA55O_Np2B6go

To claim this, I am signing this object:

@peitalin
peitalin / info_game_theory.ipynb
Last active December 27, 2015 20:49
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@peitalin
peitalin / linreg.py
Last active December 18, 2015 03:49
import numpy as np
import statsmodels.api as sm
import pandas as pd
def FF3_Reg(y, x):
ones = np.ones(len(x[0]))
X = sm.add_constant(np.column_stack((x[0], ones)))
for factor in x[1:]:
X = sm.add_constant(np.column_stack((factor, X)))
estimates = sm.OLS(y, X).fit()
@peitalin
peitalin / lingreg.hs
Last active December 18, 2015 03:49
CSV parsing with cassava and lens -> Hmatrix types -> basic OLS regression.
{-# LANGUAGE FlexibleContexts #-}
{-# LANGUAGE ConstraintKinds #-}
import qualified Data.ByteString.Lazy.Char8 as BL
import qualified Data.Vector as V (toList)
import Data.Csv
import Data.List
import Control.Lens hiding ((<.>))
import Numeric.LinearAlgebra