boennecd / rollRegres
R package for fast rolling and expanding linear regression models
☆21Updated 2 years ago
Related projects ⓘ
Alternatives and complementary repositories for rollRegres
- An R-package for obtaining real-time data from ALFRED database☆20Updated last year
- R package to download Prof. Kenneth French data sets☆12Updated 7 months ago
- Fast Wild Cluster Bootstrap Inference for Regression Models / OLS in R. Additionally, R port to WildBootTests.jl via the JuliaConnectoR.☆24Updated 3 months ago
- getSymbols() reboot☆16Updated 3 weeks ago
- Time-series functionality based on nanotime and data.table☆14Updated 2 months ago
- R package with helper functions for developers and researchers familiar with Tidy Finance☆13Updated 3 weeks ago
- This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reductio…☆7Updated 7 months ago
- The Fast Kalman Filter (FKF) package for R☆11Updated 2 months ago
- Error Handling Made Easy☆25Updated 3 weeks ago
- Degrees of freedom adjustments for robust standard errors described in Imbens and Kolesár (2016, Review of Economics and Statistics)☆31Updated 2 months ago
- Forecast Combination in R☆30Updated 6 years ago
- an R interface to Refinitv Eikon and Refinitiv DataStream☆7Updated last month
- R package for dataset generation and benchmarking☆20Updated 4 years ago
- Fast Estimation of GLMs with High-Dimensional Fixed Effects☆28Updated 2 years ago
- Forecasting for mlr3☆20Updated 2 months ago
- statespacer: State Space Modelling in R☆15Updated last year
- Graphical User Interface for Seasonal Adjustment☆22Updated 2 weeks ago
- Bayesian Multivariate GARCH☆16Updated last week
- Access DBnomics data series from R. THIS IS A MIRROR REPO, GO TO☆28Updated 4 years ago
- Leontief's Input-Output Model in R☆12Updated 4 months ago
- Latent Variable Models in R https://kkholst.github.io/lava/☆33Updated last week
- The R package x12☆17Updated 2 years ago
- Machine learning explanations☆22Updated 3 months ago
- Fast Naive Bayes implementation in R☆42Updated 4 years ago
- R package for retrieving public data☆13Updated last month
- ☆46Updated 5 years ago
- R Installer Package for Pre-Built X-13ARIMA-SEATS Binaries☆10Updated 3 months ago
- Rcpp Example for accessing NLopt☆13Updated 3 weeks ago
- Cluster analysis for mlr3☆21Updated this week
- Get Tidy Fundamental Financial Data from EGDAR☆10Updated 3 months ago