ineswilms / bigtimeLinks
Sparse estimation of large time series models
☆31Updated 2 years ago
Alternatives and similar repositories for bigtime
Users that are interested in bigtime are comparing it to the libraries listed below
Sorting:
- useR! 2019 CVXR tutorial☆28Updated 2 years ago
- R package for fast rolling and expanding linear regression models☆22Updated 3 years ago
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆45Updated 11 months ago
- Convolution-type Smoothed Quantile Regression☆22Updated 2 years ago
- Example datasets for tsibble☆27Updated 9 months ago
- Rlgt is an R package for Bayesian Exponential Smoothing☆22Updated 4 months ago
- Multivariate Autoregressive State-Space Modeling with R☆52Updated 3 weeks ago
- Forecast Combination in R☆29Updated 7 years ago
- Automatic forecasting and Bayesian modeling for time series with Stan☆46Updated 2 months ago
- Bayesian DFA with Stan☆29Updated 3 months ago
- R package np (Nonparametric Kernel Smoothing Methods for Mixed Data Types)☆49Updated 6 months ago
- energy package for R☆46Updated 11 months ago
- R package to download Prof. Kenneth French data sets☆14Updated last year
- Applied time series analysis in R with Stan. Allows fast Bayesian fitting of multivariate time-series models.☆48Updated last year
- Time-series functionality based on nanotime and data.table☆15Updated 7 months ago
- Graphical User Interface for Seasonal Adjustment☆23Updated 10 months ago
- An R Package for Change Point Localisation☆12Updated last year
- Methods for Temporal Disaggregation and Interpolation of Time Series☆41Updated 2 months ago
- Additive quantile regression R package☆34Updated 4 months ago
- How to use EconML within R☆12Updated 5 years ago
- That's weird: Anomaly detection using R☆42Updated last week
- Discrete Bayesian Additive Regression Trees Sampler☆59Updated 4 months ago
- Bindings for Nixtla's neuralforecast Library in R, specifically KANs, to use with {modeltime} package. Nixtla's KAN is called from R via …☆13Updated last month
- Bayesian Inference of Complex Panel Data☆34Updated last month
- R package to allow tidybayes to work with the rethinking package☆26Updated last year
- Differential evolution in R☆30Updated 2 years ago
- KFAS: R Package for Exponential Family State Space Models☆68Updated 3 months ago
- Bayesian Multivariate GARCH☆18Updated 9 months ago
- High Dimensional Numerical and Symbolic Calculus in R☆48Updated last month
- R package for dataset generation and benchmarking☆21Updated 5 years ago