Module Algostream_advanced_models

module Distribution : sig ... end

Probability distributions used by Hypothesis_test.

module Eig : sig ... end

Jacobi symmetric eigendecomposition for small dense matrices.

module Garch11 : sig ... end

Variance-targeting GARCH(1,1) for forward-looking volatility forecasting.

module Hypothesis_test : sig ... end

Statistical hypothesis tests.

module Kalman_hedge : sig ... end

Bivariate state-space Kalman filter over the hedge regression y_t = α_t + β_t · x_t + ε_t.

module Nelder_mead : sig ... end

Derivative-free Nelder-Mead simplex minimizer for small fixed dimensions.

module Ornstein_uhlenbeck : sig ... end

Ornstein-Uhlenbeck continuous-time mean-reverting process modeling.

module Pca : sig ... end

Principal Component Analysis via Jacobi eigendecomposition of the sample covariance.

module Special : sig ... end

Special functions for hypothesis testing and statistical distributions.