ineswilms / bigtime
Sparse estimation of large time series models
☆30Updated last year
Alternatives and similar repositories for bigtime:
Users that are interested in bigtime are comparing it to the libraries listed below
- R package for fast rolling and expanding linear regression models☆22Updated 2 years ago
- useR! 2019 CVXR tutorial☆27Updated last year
- This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reductio…☆9Updated last year
- Example datasets for tsibble☆25Updated 5 months ago
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆44Updated 7 months ago
- Rlgt is an R package for Bayesian Exponential Smoothing☆20Updated this week
- That's weird: Anomaly detection using R☆42Updated 3 months ago
- An R Package for Change Point Localisation☆12Updated last year
- All data and functions needed for the book "That's weird: anomaly detection using R" by Rob J Hyndman <https://OTexts.com/weird>☆15Updated 3 months ago
- R package to download Prof. Kenneth French data sets☆12Updated last year
- Convolution-type Smoothed Quantile Regression☆21Updated 2 years ago
- Boosting Functional Regression Models. The current release version can be found on CRAN (http://cran.r-project.org/package=FDboost).☆19Updated last week
- Bayesian DFA with Stan☆28Updated 3 weeks ago
- Converting base R code to Armadillo code for use with RcppArmadillo or for external programs (e.g. Matlab, Mathematica, ...)☆30Updated last year
- How to use EconML within R☆12Updated 5 years ago
- R package to estimate time-varying coefficient regressions☆19Updated last year
- 📦 Your One Stop to Targeted Learning in R with the tlverse☆33Updated 3 years ago
- Automatic forecasting and Bayesian modeling for time series with Stan☆45Updated last year
- Graphical User Interface for Seasonal Adjustment☆22Updated 5 months ago
- Time Series Forecasting Using KNN☆11Updated last year
- Univariate and multivariate time series forecasting, with uncertainty quantification (Python & R)☆13Updated 6 months ago
- ☆16Updated last year
- eXtreme RuleFit (sparse linear models on XGBoost ensembles)☆43Updated 2 years ago
- The Fast Kalman Filter (FKF) package for R☆12Updated 7 months ago
- Applied Time Series Analysis - course website repository.☆17Updated this week
- Interpretable and model-robust causal inference for heterogeneous treatment effects using generalized linear working models with targeted…☆24Updated 3 years ago
- Time-series functionality based on nanotime and data.table☆14Updated 3 months ago
- Dynamic factor model estimation for R☆23Updated 2 years ago
- R package for doubly robust estimates of causal effects in high-dimensions using flexible Bayesian methods☆26Updated 4 months ago
- Comprehensive Cross-Validation Engine☆27Updated 2 years ago