svazzole / sparsevar
R package for sparse VAR estimation
☆11Updated 3 years ago
Alternatives and similar repositories for sparsevar:
Users that are interested in sparsevar are comparing it to the libraries listed below
- ☆18Updated 6 months ago
- Boosted regression trees for multivariate, longitudinal, and hierarchically clustered data.☆36Updated 6 years ago
- Code to implement the network histogram (Olhede and Wolfe, arXiv:1312.5306)☆11Updated 10 years ago
- Dynamical graphical models for multivariate time series data to estimate directed dynamic relationships in networks.☆25Updated 3 years ago
- An Interface to Specify Causal Graphs and Compute Balke Bounds☆17Updated 3 weeks ago
- Bayesian DFA with Stan☆28Updated this week
- Full Bayesian Inference for Hidden Markov Models☆41Updated 6 years ago
- R package cfcausal☆27Updated 2 years ago
- ☆10Updated 2 years ago
- CausalFX R Package☆13Updated 9 years 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.☆31Updated 7 years ago
- R-package for interpretable nonparametric modeling of longitudinal data using additive Gaussian processes. Contains functionality for in…☆25Updated 6 months ago
- ☆31Updated 2 months ago
- Bayesian linear survival analysis with shrinkage priors in Stan☆24Updated 9 years ago
- Differential evolution in R☆29Updated 2 years ago
- Gamma lasso regression☆23Updated last year
- R packages for Bayesian Nonparametrics☆15Updated this week
- Define Stan models using glmer-style (lme4) formulas☆55Updated 11 years ago
- R package np (Nonparametric Kernel Smoothing Methods for Mixed Data Types)☆49Updated last month
- R code to generate simulated data and implement the hierarchical TMLEs described in "A new approach to hierarchical data analysis: Target…☆9Updated 5 years ago
- Time varying vector autoregressive state space modeling of community interactions in a Bayesian framework☆10Updated 3 years ago
- Nonparametric estimators of the average treatment effect with doubly-robust confidence intervals and hypothesis tests☆19Updated 2 years ago
- Interpretable and model-robust causal inference for heterogeneous treatment effects using generalized linear working models with targeted…☆24Updated 2 years ago
- R package: Manifold learning in R☆13Updated 4 years ago
- Estimation of Time-Varying k-order Mixed Graphical Models☆29Updated last week
- Functional Data Analysis using Square-Root Slope Framework☆13Updated last month
- An R-Java Bayesian Additive Regression Trees implementation☆62Updated last year
- Penalized least squares estimation using the Orthogonalizing EM (OEM) algorithm☆27Updated 7 months ago
- Regression model building and forecasting in R☆30Updated last week
- R package for Bayesian inference with state-space models using LibBi.☆24Updated 9 months ago