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arXiv · 1707.03003

Tick: a Python library for statistical learning, with a particular emphasis on time-dependent modelling

Emmanuel Bacry·Martin Bompaire·Stéphane Gaïffas·Soren Poulsen
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Abstract

Tick is a statistical learning library for Python~3, with a particular emphasis on time-dependent models, such as point processes, and tools for generalized linear models and survival analysis. The core of the library is an optimization module providing model computational classes, solvers and proximal operators for regularization. tick relies on a C++ implementation and state-of-the-art optimization algorithms to provide very fast computations in a single node multi-core setting. Source code and documentation can be downloaded from https://github.com/X-DataInitiative/tick

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Emmanuel Bacry, Martin Bompaire, Stéphane Gaïffas, Soren Poulsen. 2017-07-10. Tick: a Python library for statistical learning, with a particular emphasis on time-dependent modelling. https://arxiv.org/abs/1707.03003

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