Sparse estimation of large time series models
☆32Aug 21, 2023Updated 3 years ago
Alternatives and similar repositories for bigtime
Users that are interested in bigtime are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated 2 years ago
- Linear Model with Tree-Based Lasso Regularization for Rare Feature Selection☆11Jan 24, 2022Updated 4 years ago
- Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…☆39Aug 20, 2026Updated last week
- Time Series Forecasting Using KNN☆11Dec 20, 2023Updated 2 years ago
- An R package for Neural Nets created using nnlib2☆13Mar 5, 2025Updated last year
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- (R) Efficient methods and operators for the sparse matrix classes in 'Matrix' (esp. CSR format or "RsparseMatrix")☆23Jun 15, 2026Updated 2 months ago
- Hierarchical Clustering with Prototypes☆10Apr 1, 2022Updated 4 years ago
- R package to estimate time-varying coefficient regressions☆21Mar 11, 2026Updated 5 months ago
- Time series with torch☆13Jun 18, 2022Updated 4 years ago
- Multivariate models for forecasting purposes☆12Aug 14, 2026Updated 2 weeks ago
- Extreme Learning Machine using RcppArmadillo☆15Feb 1, 2026Updated 7 months ago
- MAPA package for R☆15Nov 16, 2023Updated 2 years ago
- A terribly-simple data base for time series☆14Mar 25, 2026Updated 5 months ago
- getSymbols() reboot☆17Oct 17, 2024Updated last year
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Time-series functionality based on nanotime and data.table☆15Aug 10, 2026Updated 3 weeks ago
- API Client for US Treasury Fiscal Data☆10Jan 28, 2024Updated 2 years ago
- Two-Steps Benchmarks for Time Series Disaggregation (French Quarterly National Accounts methodology)☆11Jul 13, 2026Updated last month
- Rcpp (free of Java/Weka) implementation of FSelector entropy-based feature selection algorithms with a sparse matrix support☆36Oct 1, 2024Updated last year
- A demo R package incorporating C code with Rcpp☆19Aug 30, 2020Updated 6 years ago
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆19Apr 11, 2026Updated 4 months ago
- An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)☆19Jan 8, 2023Updated 3 years ago
- Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …☆11Mar 30, 2021Updated 5 years ago
- Higher order fluid or coordinatized data transforms in R. Distributed under choice of GPL-2 or GPL-3 license.☆43Sep 26, 2024Updated last year
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Datasets, algorithms, and code to develop clustering methods for the global ocean☆13May 20, 2020Updated 6 years ago
- Black-box optimization framework for R.☆26Aug 20, 2026Updated last week
- parallel execution of RSelenium☆14Apr 22, 2025Updated last year
- split-apply-combine with optional collapsing groups☆12Jun 20, 2025Updated last year
- Differential evolution in R☆31Nov 9, 2022Updated 3 years ago
- Univariate and multivariate time series forecasting, with uncertainty quantification (Python & R)☆23Updated this week
- an R interface to Refinitv Eikon and Refinitiv DataStream☆12Jul 13, 2026Updated last month
- Enhanced Fork-Based Parallelization for R☆17Jul 2, 2026Updated 2 months ago
- An R modeling language for convex optimization problems.☆218Aug 24, 2026Updated last week
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"☆31Jan 15, 2023Updated 3 years ago
- Proof of Concept Dashboard in Quarto☆14Jul 10, 2023Updated 3 years ago
- Filter-based feature selection for mlr3☆21Aug 20, 2026Updated last week
- ☆13Jun 1, 2019Updated 7 years ago
- Factor-Based Imputation for Missing Data☆66Jan 24, 2025Updated last year
- A package implements Classifier-Lasso☆11Apr 20, 2020Updated 6 years ago
- Multi-Calibration & Multi-Accuracy Boosting for R☆33Jul 24, 2025Updated last year