Alternatives and similar repositories for BoostedHP

Users that are interested in BoostedHP are comparing it to the libraries listed below

• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆22Updated 5 years ago
• dhopp1 / nowcastLSTM
  R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.
  ☆13Updated last year
• SebKrantz / dfms
  Dynamic Factor Models for R
  ☆39Updated 2 weeks ago
• franzmohr / bgvars
  Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models
  ☆17Updated last year
• mpfarrho / tvp-network-panel
  TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…
  ☆13Updated 4 years ago
• dhopp1 / nowcastDFM
  Dynamic factor models (DFM) in R. Easy estimation and new data contributions to changes in prediction.
  ☆28Updated 2 years ago
• hannes101 / TimeVaryingCointegration
  R Implementation of the Time Varying Cointegration by Bierens and Martins 2010
  ☆10Updated 9 years ago
• tylerJPike / sovereign
  State-Dependent Empirical Analysis: tools for state-dependent forecasts, impulse response functions, historical decomposition, and foreca…
  ☆15Updated 2 years ago
• mboeck11 / BGVAR
  Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
  ☆29Updated 8 months ago
• pruggerd / Structural-Vector-Autoregression-Modeling
  I analyze the interplay of three U.S. time series: unemployment, inflation and gross domestic product. The first cleans the data and inve…
  ☆10Updated 5 years ago
• bsvars / bsvarSIGNs
  Bayesian SVARs with Sign, Zero, and Narrative Restrictions
  ☆21Updated 2 months ago
• gregorkastner / stochvol
  Partial re-write of the R package stochvol to allow for asymmetry (leverage).
  ☆17Updated 3 weeks ago
• JustinMShea / neverhpfilter
  R package recreating econometric methods proposed in "Why You Should Never Use the Hodrick-Prescott Filter" by James Hamilton
  ☆16Updated this week
• ankargren / mfbvar
  R package for Mixed-Frequency Bayesian VARs
  ☆42Updated 4 years ago
• DylanB95 / statespacer
  statespacer: State Space Modelling in R
  ☆15Updated 2 years ago
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated 2 years ago
• franzmohr / bvartools
  Functions for Bayesian inference of vector autoregressive and vector error correction models
  ☆33Updated 10 months ago
• tylerJPike / OOS
  Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …
  ☆10Updated 4 years ago
• tomzylkin / penppml
  Penalized Poisson Pseudo Maximum Likelihood
  ☆12Updated 6 months ago
• Marga8 / HDGCvar
  Granger causality testing in High Dimensional Vector Autoregressive Models
  ☆16Updated last year
• zhan-gao / LasForecast
  Time series forecasting with Lasso-type shrinkage methods
  ☆13Updated 2 months ago
• mpfarrho / tvp-qr
  TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regress…
  ☆11Updated 3 years ago
• yukai-yang / PSTR
  an R package for testing, estimating and evaluating the Panel Smooth Transition Regression (PSTR) model.
  ☆21Updated 3 months ago
• lcallot / lassovar
  Estimation and forecasting of VAR model with the Lasso
  ☆31Updated 3 months ago
• mpiktas / midasr-user-guide
  ☆11Updated 10 years ago
• bdemeshev / bvarr
  r package for bayesian VARs
  ☆23Updated 7 years ago
• groditi / blsR
  BLS API V2 interface
  ☆15Updated last year
• BayerSe / esback
  Expected Shortfall Backtesting
  ☆12Updated last year
• MikeWolf007 / covShrinkage
  A package for shrinkage estimation of covariance matrices
  ☆12Updated last year
• KevinKotze / tsm
  Time Series Modelling
  ☆24Updated 3 weeks ago