kjartako / MS_VARLinks
Stan-code for Markov-switching vector autoregressive models
☆20Updated 5 years ago
Alternatives and similar repositories for MS_VAR
Users that are interested in MS_VAR are comparing it to the libraries listed below
Sorting:
- Panel Data Econometrics with R☆64Updated 2 months ago
 - DoubleML - Double Machine Learning in R☆153Updated 6 months ago
 - Penalized Quantile Regression☆19Updated 8 months ago
 - maple: Model averaged projections of life expectancy☆16Updated 6 years ago
 - A large set of JAGS examples using R☆98Updated 2 years ago
 - tsDyn☆35Updated last year
 - R package dlnm☆86Updated 6 months ago
 - R package for Mixed-Frequency Bayesian VARs☆42Updated 4 years ago
 - General-Purpose MCMC and SMC Samplers and Tools for Bayesian Statistics☆125Updated last year
 - ☆81Updated 2 years ago
 - R package to estimate time-varying coefficient regressions☆19Updated last month
 - Uses Stan sampler and math library to semiparametrically fit linear and multilevel models with additive Bayesian Additive Regression Tree…☆46Updated last year
 - Suite of sensitivity analysis tools for OLS☆95Updated 11 months ago
 - {mvgam} R 📦 to fit Dynamic Bayesian Generalized Additive Models for multivariate modeling and forecasting☆168Updated this week
 - CRAN Task View: Time Series Analysis☆25Updated last month
 - Kentaro Matsuura (2022). Bayesian Statistical Modeling with Stan, R, and Python. Springer, Singapore.☆140Updated 8 months ago
 - WeightIt: an R package for propensity score weighting☆117Updated last month
 - Regression with functional data☆48Updated 10 months ago
 - R package to implement high-dimensional confounding adjustment using continuous spike and slab priors☆10Updated 5 years ago
 - R package for Gaussian process modeling☆17Updated 2 months ago
 - R interface to JDemetra+ v 2.x☆53Updated 2 months ago
 - Multivariate Autoregressive State-Space Modeling with R☆53Updated last month
 - GLMMs with adaptive Gaussian quadrature☆63Updated 7 months ago
 - StanCon Connect 2022 space and time☆24Updated 2 years ago
 - R package to perform Bayesian regularization using Stan.☆24Updated 3 years ago
 - Applied Time Series Analysis - course website repository.☆18Updated 5 months ago
 - Testing version of fdapace☆32Updated last year
 - R package for Prithwis Das Gupta's 1991 specification of decomposition and standardisation of rates.☆10Updated 7 months ago
 - Repo for tutorial/paper on mixed-effect GAMs☆124Updated 5 years ago
 - Multivariate Time Series Models: VAR, SVAR and SVEC☆45Updated 3 years ago