ineswilms / bigtimeLinks
Sparse estimation of large time series models
☆32Updated 2 years ago
Alternatives and similar repositories for bigtime
Users that are interested in bigtime are comparing it to the libraries listed below
Sorting:
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆45Updated last year
- Multivariate Autoregressive State-Space Modeling with R☆53Updated last month
- useR! 2019 CVXR tutorial☆29Updated 2 years ago
- R package for fast rolling and expanding linear regression models☆22Updated 3 years ago
- Rlgt is an R package for Bayesian Exponential Smoothing☆22Updated 6 months ago
- KFAS: R Package for Exponential Family State Space Models☆69Updated 5 months ago
- That's weird: Anomaly detection using R☆42Updated last month
- Convolution-type Smoothed Quantile Regression☆23Updated 2 years ago
- Forecast Combination in R☆29Updated 7 years ago
- Example datasets for tsibble☆27Updated 11 months ago
- Methods for Temporal Disaggregation and Interpolation of Time Series☆41Updated 4 months ago
- Bayesian DFA with Stan☆29Updated 5 months ago
- R package np (Nonparametric Kernel Smoothing Methods for Mixed Data Types)☆49Updated 8 months ago
- Applied time series analysis in R with Stan. Allows fast Bayesian fitting of multivariate time-series models.☆48Updated last year
- An R Package for Change Point Localisation☆13Updated 2 years ago
- Automatic forecasting and Bayesian modeling for time series with Stan☆46Updated 4 months ago
- R package to estimate time-varying coefficient regressions☆19Updated last month
- stray {Search and TRace AnomalY}. Full paper is available from https://arxiv.org/pdf/1908.04000.pdf☆59Updated last year
- Full Bayesian Inference for Hidden Markov Models☆43Updated 6 years ago
- Dynamic factor model estimation for R☆24Updated 3 years ago
- Regression Spline Functions and Classes☆44Updated 7 months ago
- Graphical User Interface for Seasonal Adjustment☆23Updated last year
- Differential evolution in R☆30Updated 2 years ago
- R package to download Prof. Kenneth French data sets☆14Updated last year
- 🎯 Targeted Learning in R: A Causal Data Science Handbook☆60Updated last year
- 📦 Your One Stop to Targeted Learning in R with the tlverse☆33Updated 4 years ago
- An R-package for obtaining real-time data from ALFRED database☆19Updated 2 years ago
- Discrete Bayesian Additive Regression Trees Sampler☆59Updated last week
- Time-series functionality based on nanotime and data.table☆15Updated 9 months ago
- Additive quantile regression R package☆35Updated 6 months ago