ineswilms / bigtime
Sparse estimation of large time series models
☆28Updated last year
Related projects: ⓘ
- miceRanger: Fast Imputation with Random Forests in R☆64Updated 2 years ago
- This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reductio…☆7Updated 5 months ago
- useR! 2019 CVXR tutorial☆27Updated last year
- Bayesian DFA with Stan☆28Updated 6 months ago
- Rlgt is an R package for Bayesian Exponential Smoothing☆20Updated 2 months ago
- An R Package for Change Point Localisation☆12Updated 11 months ago
- How to use EconML within R☆10Updated 4 years ago
- Graphical User Interface for Seasonal Adjustment☆22Updated 5 months ago
- That's weird: Anomaly detection using R☆42Updated this week
- R package for fast rolling and expanding linear regression models☆21Updated 2 years ago
- 📦 Your One Stop to Targeted Learning in R with the tlverse☆32Updated 2 years ago
- Automatic forecasting and Bayesian modeling for time series with Stan☆44Updated 8 months ago
- Comprehensive Cross-Validation Engine☆27Updated 2 years ago
- Convolution-type Smoothed Quantile Regression☆19Updated last year
- R Bindings to the Certifiably Optimal Rule Lists (Corels) Learner☆45Updated last month
- ☆37Updated this week
- ☆17Updated last year
- Boosting Functional Regression Models. The current release version can be found on CRAN (http://cran.r-project.org/package=FDboost).☆16Updated 4 months ago
- A primer on Hidden Markov Models using Stan. A Case Study submitted as a candidate for a contributed talk in StanCon 2018. Under review.☆30Updated 6 years ago
- R package to estimate time-varying coefficient regressions☆19Updated last year
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆45Updated 3 weeks ago
- R package to download Prof. Kenneth French data sets☆12Updated 5 months ago
- ☆25Updated 5 months ago
- Applied time series analysis in R with Stan. Allows fast Bayesian fitting of multivariate time-series models.☆49Updated 3 months ago
- R package for doubly robust estimates of causal effects in high-dimensions using flexible Bayesian methods☆26Updated 3 years ago
- Applied Time Series Analysis - course website repository.☆17Updated last year
- Full Bayesian Inference for Hidden Markov Models☆39Updated 5 years ago
- Additive quantile regression R package☆30Updated last week
- An R package for assumption-lean covariance matrix estimation in high dimensions☆13Updated 7 months ago
- Example datasets for tsibble☆25Updated 2 years ago