A collection of various functions that I use in my Econophysics research. Usually these functions are/will be built upon the available functions (in vanilla Python or common libraries), but contain specific additions relevant to my research.
E.g., one of the libraries contains functions used to extract burst statistics as described in my paper with Gontis and Reimann [V. Gontis, A. Kononovicius, S. Reimann. The class of nonlinear stochastic models as a background for the bursty behavior in financial markets. Advances in Complex Systems 15 (supp01): 1250071 (2012). doi: 10.1142/S0219525912500713. arXiv: 1201.3083 [q-fin.ST].]. While another library contains an implementation of MF-DFA algorithm (which I wasn't able to find in any common Python library).
This repository is meant as a storage for the most recent versions of the stats libraries for myself. If it is useful to anyone else, feel free to use the code. Though you might want to check out my papers as you might also find something of interest there.