XiaoouPan / conquer
Convolution-type Smoothed Quantile Regression
☆19Updated last year
Related projects ⓘ
Alternatives and complementary repositories for conquer
- Penalized Quantile Regression☆15Updated last week
- r package for bayesian VARs☆22Updated 6 years ago
- Dynamic Factor Models for R☆30Updated last month
- Forecast uncertainty based on model averaging☆9Updated 3 years ago
- R package for fast rolling and expanding linear regression models☆21Updated 2 years ago
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆15Updated last week
- statespacer: State Space Modelling in R☆15Updated last year
- An R Package for Change Point Localisation☆12Updated last year
- Expected Shortfall Backtesting☆12Updated last year
- R/C++ implementation of Bayes VAR models☆17Updated 4 years ago
- The Fast Kalman Filter (FKF) package for R☆11Updated 2 months ago
- Bayesian Multivariate GARCH☆16Updated last week
- R package to estimate time-varying coefficient regressions☆19Updated last year
- Time series forecasting with Lasso-type shrinkage methods☆13Updated last month
- Multivariate Time Series Models: VAR, SVAR and SVEC☆41Updated 2 years ago
- Forecast Combination in R☆30Updated 6 years ago
- R package np (Nonparametric Kernel Smoothing Methods for Mixed Data Types)☆47Updated 2 months ago
- ddml: Double/Debiased Machine Learning in R☆15Updated 2 weeks ago
- This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reductio…☆7Updated 7 months ago
- An R-package for obtaining real-time data from ALFRED database☆20Updated last year
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆45Updated 2 months ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆27Updated last month
- Sparse estimation of large time series models☆29Updated last year
- R/haldensify: Highly Adaptive Lasso Conditional Density Estimation☆17Updated last month
- R package for Mixed-Frequency Bayesian VARs☆38Updated 3 years ago
- Sensitivity analysis tools for causal ML☆12Updated 5 months ago
- GAS models☆35Updated 3 years ago
- R interface for Fixed Effect Models☆21Updated 4 years ago
- Degrees of freedom adjustments for robust standard errors described in Imbens and Kolesár (2016, Review of Economics and Statistics)☆31Updated 2 months ago
- Instrumental Variable Quantile Regression☆11Updated last year