esmucler / odpc
This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reduction technique proposed in Peña, Smucler and Yohai (2019) (https://doi.org/10.1080/01621459.2018.1520117).
☆9Updated 11 months ago
Alternatives and similar repositories for odpc:
Users that are interested in odpc are comparing it to the libraries listed below
- R package for fast rolling and expanding linear regression models☆22Updated 2 years ago
- Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …☆9Updated 3 years ago
- getSymbols() reboot☆15Updated 5 months ago
- The Fast Kalman Filter (FKF) package for R☆12Updated 6 months ago
- All data and functions needed for the book "That's weird: anomaly detection using R" by Rob J Hyndman <https://OTexts.com/weird>☆17Updated 3 months ago
- Time-series functionality based on nanotime and data.table☆14Updated 2 months ago
- An R-package for obtaining real-time data from ALFRED database☆19Updated 2 years ago
- R package to download Prof. Kenneth French data sets☆12Updated last year
- Nice distribution plots with minimum user input☆16Updated last year
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆12Updated 10 months ago
- BLS API V2 interface☆14Updated last year
- ☆16Updated last year
- This is the replication code for the paper: Heimberger, Philipp (2022): "Does public debt reduce economic growth?", Journal of Economic S…☆15Updated 2 years ago
- ggplot2 extension for seasonal and trading day adjustment with RJDemetra☆12Updated 7 months ago
- Forecasting for mlr3☆20Updated 7 months ago
- an R interface to Refinitv Eikon and Refinitiv DataStream☆9Updated this week
- Leontief's Input-Output Model in R☆14Updated 9 months ago
- Fast Wild Cluster Bootstrap Inference for Regression Models / OLS in R. Additionally, R port to WildBootTests.jl via the JuliaConnectoR.☆25Updated 7 months ago
- Machine learning explanations☆22Updated 7 months ago
- EventDetectR is an R-package for detecting/classifiying events in time-series data. It aims to combine multiple well-known R-packages li…☆14Updated 4 years ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Updated 2 years ago
- Regression model building and forecasting in R☆30Updated last week
- statespacer: State Space Modelling in R☆15Updated 2 years ago
- How to use EconML within R☆11Updated 5 years ago
- Multivariate models for forecasting purposes☆11Updated last month
- Error Handling Made Easy☆27Updated 5 months ago
- R Installer Package for Pre-Built X-13ARIMA-SEATS Binaries☆10Updated 8 months ago
- Bayesian Inference of Complex Panel Data☆29Updated 3 weeks ago
- ☆9Updated 8 years ago
- An R package for multivariate signal extraction☆13Updated 4 months ago