feng-li / dlsa
Distributed least squares approximation (dlsa) implemented with Apache Spark
☆42Updated last year
Alternatives and similar repositories for dlsa:
Users that are interested in dlsa are comparing it to the libraries listed below
- Penalized Quantile Regression☆17Updated last month
- Implements risk measures for (financial) networks, such as DebtRank, Impact Susceptibility, Impact Diffusion and Impact Fluidity.☆68Updated 5 years ago
- Forecast Reconciliation - Classical (bottom-up), optimal and heuristic combination forecast reconciliation procedures for cross-sectional…☆33Updated 2 months ago
- Seminars Hosted By Kang & Li's Lab☆9Updated 5 years ago
- Stan-code for Markov-switching vector autoregressive models☆17Updated 4 years ago
- quant, financial data, economic data☆59Updated 2 weeks ago
- This is a read-only mirror of the CRAN R package repository. rugarch — Univariate GARCH Models. Homepage: http://www.unstarched.net, ht…☆28Updated 6 months ago
- Scorecard Development in R, 评分卡☆165Updated 11 months ago
- Feng Li's Python Course for Statisticians and Economists☆14Updated 9 months ago
- Forecast uncertainty based on model averaging☆9Updated 3 years ago
- GAS models☆34Updated 3 years ago
- R package for mixed frequency time series data analysis.☆77Updated 2 years ago
- ☆42Updated 3 years ago
- Convolution-type Smoothed Quantile Regression☆21Updated 2 years ago
- Expected Shortfall Backtesting☆12Updated last year
- An R package for using mixed-frequency GARCH models☆70Updated 2 years ago
- Analyse sentiment of Chinese text.☆12Updated 7 years ago
- Multivariate Time Series Models: VAR, SVAR and SVEC☆44Updated 3 years ago
- Regularization Paths for Huber Loss Regression and Quantile Regression Penalized by Lasso or Elastic-Net☆10Updated 4 months ago
- Regression with functional data☆43Updated 3 months ago
- R package for Mixed-Frequency Bayesian VARs☆39Updated 3 years ago
- Julia codes in "High-dimensional vector autoregressive time series modeling via tensor decomposition"☆13Updated last year
- Dynamic factor model estimation for R☆23Updated 2 years ago
- R package to estimate time-varying coefficient regressions☆19Updated last year
- R Package for Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes☆15Updated 2 years ago
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆53Updated 4 months ago
- Dimension Reduction Methods for Multivariate Time Series☆58Updated 6 months ago
- ☆42Updated 6 years ago
- R Package for data driven SVAR identification of impulse response functions☆48Updated 2 years ago
- Time Series Ensemble Forecasting☆78Updated 8 months ago