MikeWolf007 / covShrinkageView external linksLinks
A package for shrinkage estimation of covariance matrices
☆14Feb 8, 2024Updated 2 years ago
Alternatives and similar repositories for covShrinkage
Users that are interested in covShrinkage are comparing it to the libraries listed below
Sorting:
- A Package for Shrinkage Estimation of Covariance Matrices☆16Feb 8, 2024Updated 2 years ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 3 years ago
- A package for Shrinkage Estimation of Covariance Matrices☆31May 26, 2024Updated last year
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆13May 2, 2024Updated last year
- Leontief's Input-Output Model in R☆18Aug 30, 2025Updated 5 months ago
- R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"☆13Dec 4, 2022Updated 3 years ago
- Quarto revealjs slides for RSS International Conference 2023 presentation on teaching with webR.☆17Aug 11, 2024Updated last year
- The hourly demand and supply of electricity in the US☆26May 26, 2021Updated 4 years ago
- Minimal(ish) R codespaces environment☆17Oct 22, 2023Updated 2 years ago
- ☆24Aug 19, 2017Updated 8 years ago
- Estimating VARs using sign restrictions in R☆22Mar 29, 2016Updated 9 years ago
- Advanced dynamic programming☆25Oct 24, 2023Updated 2 years ago
- Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.☆30May 23, 2023Updated 2 years ago
- It is a project that conducts a study on predicting the cross section of Chinese stock market returns with a large panel of 75 individual…☆34Jun 19, 2021Updated 4 years ago
- Set of R functions for high-dimensional econometrics☆37Apr 23, 2020Updated 5 years ago
- Lexicon-based Sentiment Analysis for Economic and Financial Applications☆41Mar 29, 2023Updated 2 years ago
- ☆10Nov 18, 2024Updated last year
- Econ5821 2026☆13Updated this week
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- Short course on dimension reduction for AMSI☆35Dec 7, 2022Updated 3 years ago
- Covariance Matrix Estimation via Factor Models☆38Mar 25, 2019Updated 6 years ago
- Demo to show how to reuse a document using different metadata.☆12Mar 15, 2025Updated 11 months ago
- Machine Learning for the ASX200☆10Apr 12, 2017Updated 8 years ago
- R Package for General-to-Specific (GETS) modelling and Indicator Saturation (ISAT) methods☆10Sep 12, 2025Updated 5 months ago
- An R package for writing Geneva Graduate Institute documents☆11Sep 3, 2024Updated last year
- Explore semantic caching to reduce your OpenAI/LLM API bill☆11Jul 21, 2023Updated 2 years ago
- Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask spread. Further, outstanding del…☆10Jan 11, 2026Updated last month
- Course materials for UCSD class ma189, winter 2021.☆13Mar 23, 2021Updated 4 years ago
- The code for network autoregression model (NAR)☆10May 12, 2016Updated 9 years ago
- midasml package is dedicated to run predictive high-dimensional mixed data sampling models☆44Sep 26, 2023Updated 2 years ago
- Time series analysis in R☆14Nov 17, 2025Updated 3 months ago
- Revisiting Whittaker-Henderson Smoothing☆11Jun 19, 2025Updated 7 months ago
- Toolbox for "A Solution Method for Continuous-Time General Equilibrium Models"☆10Sep 20, 2021Updated 4 years ago
- ZH-color-scheme & theme_stat template for ggplot2.☆18Apr 9, 2024Updated last year
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆35Sep 28, 2024Updated last year
- Zotero course notes for the workshops given by the librarians at EPFL, Lausanne☆10Apr 25, 2023Updated 2 years ago
- ☆10Jan 2, 2025Updated last year
- Real-Time US Treasury Yields and Prices; Bond analyses and options functions including all the 'Greeks' (R Package)☆11Feb 29, 2016Updated 9 years ago
- This repository contains the code to generate results from the paper "Artificial Neural Networks to solve dynamic programming problems: a…☆10May 24, 2024Updated last year