Translating R code to Python2

Job ID: 32909668

Budget: $30 – $250 USD

Translate R code into Python. In particular:

https://github.com/jstriaukas/midasml/blob/master/R/tscv.sglfit.R

This function involves 4 subfunctions and 1 Fortran subroutine. Fortran should be linked to Python via F2PY compiler, see https://numpy.org/doc/stable/f2py/ for details.