opardo / GPDPQuantReg
R Package. Bayesian and nonparametric quantile regression, using Gaussian Processes to model the trend, and Dirichlet Processes, for the error. Author: Carlos Omar Pardo Gomez.
☆10Updated 5 years ago
Alternatives and similar repositories for GPDPQuantReg:
Users that are interested in GPDPQuantReg are comparing it to the libraries listed below
- R code for ''Bayesian method for causal inference in spatially-correlated multivariate time series''☆46Updated 4 years ago
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆44Updated 7 months ago
- ProbCast: an R Package for Flexible Probabilistic Forecasting☆32Updated 9 months ago
- timeseries prediction using dynamic linear models and LSTM☆13Updated 7 years ago
- scoring rules to evaluate probabilistic forecasts☆60Updated 7 months ago
- Lasso Quantile Regression☆31Updated 5 years ago
- Statistical inference of vine copulas☆92Updated last month
- Dimension Reduction Methods for Multivariate Time Series☆59Updated 3 weeks ago
- GRATIS: GeneRAting TIme Series with diverse and controllable characteristics☆76Updated last year
- Targeted Learning for Survival Analysis☆20Updated last year
- Regularization Paths for Huber Loss Regression and Quantile Regression Penalized by Lasso or Elastic-Net☆10Updated 5 months ago
- Implementing MCMC sampling from scratch in R for various Bayesian models☆109Updated last year
- Full Bayesian Inference for Hidden Markov Models☆43Updated 6 years ago
- This is a read-only mirror of the CRAN R package repository. quantreg — Quantile Regression. Homepage: https://www.r-project.org☆19Updated last month
- repo for "Optimal Inference After Model Selection"☆11Updated 8 years ago
- This is a read-only mirror of the CRAN R package repository. qrnn — Quantile Regression Neural Network☆8Updated last year
- Applied time series analysis in R with Stan. Allows fast Bayesian fitting of multivariate time-series models.☆48Updated 10 months ago
- Online Prediction by ExpeRt Aggregation☆52Updated 5 months ago
- dbnlearn: An R package for Dynamic Bayesian Network Structure Learning, Parameter Learning and Forecasting☆18Updated 4 years ago
- Repository for Introduction to Bayesian Estimation of Causal Effects☆61Updated 4 years ago
- An R-Java Bayesian Additive Regression Trees implementation☆63Updated last year
- R package for doubly robust estimates of causal effects in high-dimensions using flexible Bayesian methods☆26Updated 5 months ago
- Methods for heterogeneous treatment effect estimation☆23Updated 3 years ago
- DEPRECATED. See new generalized random forest package for up-to-date implementation.☆53Updated 7 years ago
- Rlgt is an R package for Bayesian Exponential Smoothing☆20Updated this week
- Data for and description of the ACIC 2023 data competition☆32Updated last year
- Time Series Analysis for the State-Space Model with R/Stan☆24Updated 3 years ago
- ☆42Updated 4 years ago
- Multivariate Autoregressive State-Space Modeling with R☆52Updated last year
- Nonlinear time series analysis in R☆36Updated 7 months ago