Dale Roberts

itermplot. An awesome iTerm2 backend for Matplotlib, so you can plot directly in your terminal.

tv. Quickly view (satellite) imagery directly in your terminal using Unicode 9.0 characters and true color.

math-finance-cheat-sheet. Mathematical finance cheat sheet.

bv. Quickly view satellite imagery, hyperspectral imagery, and machine learning image outputs directly in your iTerm2 terminal.

hdmedians. High-dimensional medians (medoid, geometric median, etc.). Fast implementations in Python.

pypar. Efficient and scalable parallelism using the message passing interface (MPI) to handle big data and highly computational problems.

black-scholes. Black Scholes formula and greeks

poisson. Solve Poisson equation on arbitrary 2D domain using the finite element method.

heston. Implementations of the Heston stochastic volatility model

hdstats. A library of multivariate, high-dimensional statistics, and time series algorithms for spatial-temporal stacks.

s2cloudmask. Sentinel-2 Cloud and Shadow Detection using Machine Learning

datacube-2nd-order-stats. 2nd-order robust temporal statistics of Earth observations

heat. Example solvers for the heat equation

psvlm. Measurement of vertical land motion using Sentinel-1 Synthetic Aperture Radar (SAR) observations and a persistent scatterer approach

obstacle-problem. Solve an obstacle problem (i.e, a partial differential equation with constraints)

vgfd. Finite difference solver for the 'Variance Gamma' partial-integro differential equation (PIDE)

pbs-examples. PBS script examples

inteq-laplace. Boundary integral equation solver for 2D Laplace equation

opendatacube-pixeldrill. Show/extract time series in temporal stack of satellite imagery using a GUI

nrt-predict. Predict from NRT data

luigi-examples. Some luigi examples

py-dwt. A simple ctypes wrapper around the GSL wavelet functions.

tfdeploy. Deploy tensorflow graphs for fast evaluation and export to tensorflow-less environments running numpy.

volmodels. Stochastic volatility models

ruin-tstable. Finite-time ruin problem for tempered stable processes

binomial. Binomial models

luigi. Luigi is a Python module that helps you build complex pipelines of batch jobs. It handles dependency resolution, workflow management, visualization etc. It also comes with Hadoop support built in.

heston-qmc. Exact simulation and Quasi Monte Carlo for the Heston stochastic volatility model