XiaoouPan / conquer
Convolution-type Smoothed Quantile Regression
☆20Updated last year
Alternatives and similar repositories for conquer:
Users that are interested in conquer are comparing it to the libraries listed below
- Dynamic Factor Models for R☆31Updated 5 months ago
- R package for fast rolling and expanding linear regression models☆22Updated 2 years ago
- Penalized Quantile Regression☆17Updated 2 weeks ago
- R package to estimate time-varying coefficient regressions☆19Updated last year
- r package for bayesian VARs☆22Updated 7 years ago
- R package for Mixed-Frequency Bayesian VARs☆38Updated 3 years ago
- Forecast uncertainty based on model averaging☆9Updated 3 years ago
- GAS models☆34Updated 3 years ago
- R/haldensify: Highly Adaptive Lasso Conditional Density Estimation☆18Updated 3 weeks ago
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆15Updated 4 months ago
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆44Updated 6 months ago
- Multivariate Time Series Models: VAR, SVAR and SVEC☆43Updated 2 years ago
- R/C++ implementation of Bayes VAR models☆17Updated 5 years ago
- An R-package for obtaining real-time data from ALFRED database☆19Updated last year
- R package np (Nonparametric Kernel Smoothing Methods for Mixed Data Types)☆49Updated 2 weeks ago
- The Fast Kalman Filter (FKF) package for R☆12Updated 6 months ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆27Updated 2 months ago
- Bayesian Multivariate GARCH☆17Updated 4 months ago
- An R Package for Change Point Localisation☆12Updated last year
- Sensitivity analysis tools for causal ML☆14Updated 9 months ago
- Inference in instrumental variables models robust to many instruments☆11Updated 4 years ago
- Dynamic factor model estimation for R☆23Updated 2 years ago
- statespacer: State Space Modelling in R☆15Updated 2 years ago
- This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reductio…☆8Updated 11 months ago
- tsDyn☆34Updated 4 months ago
- Additive quantile regression R package☆33Updated 5 months ago
- Time series forecasting with Lasso-type shrinkage methods☆13Updated 5 months ago
- Bayesian DFA with Stan☆28Updated 4 months ago
- Degrees of freedom adjustments for robust standard errors described in Imbens and Kolesár (2016, Review of Economics and Statistics)☆31Updated 2 months ago
- ddml: Double/Debiased Machine Learning in R☆17Updated 3 months ago