wbnicholson / BigVARLinks
Dimension Reduction Methods for Multivariate Time Series
☆61Updated 8 months ago
Alternatives and similar repositories for BigVAR
Users that are interested in BigVAR are comparing it to the libraries listed below
Sorting:
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆46Updated last year
- KFAS: R Package for Exponential Family State Space Models☆72Updated 8 months ago
- GAS models☆35Updated 4 years ago
- R package for mixed frequency time series data analysis.☆81Updated 10 months ago
- Multivariate Autoregressive State-Space Modeling with R☆53Updated 5 months ago
- Dynamic factor model estimation for R☆25Updated 3 years ago
- Full Bayesian Inference for Hidden Markov Models☆43Updated 7 years ago
- ☆96Updated 2 years ago
- Bayesian Causal Forests☆53Updated last year
- GRATIS: GeneRAting TIme Series with diverse and controllable characteristics☆77Updated 2 weeks ago
- Convolution-type Smoothed Quantile Regression☆23Updated 2 years ago
- tsDyn☆35Updated last year
- R package for Tools for Handling Extraction of Features from Time series (theft)☆42Updated 3 weeks ago
- Stan models for state space time series☆146Updated 8 years ago
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆57Updated last year
- Penalized Quantile Regression☆19Updated last week
- Bayesian DFA with Stan☆29Updated 8 months ago
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆102Updated 3 years ago
- Data for and description of the ACIC 2023 data competition☆32Updated 2 years ago
- R Functions implementing UCR Matrix Profile Algorithm☆75Updated 2 months ago
- R package for doubly robust estimates of causal effects in high-dimensions using flexible Bayesian methods☆27Updated last year
- R package for Mixed-Frequency Bayesian VARs☆44Updated 4 years ago
- midasml package is dedicated to run predictive high-dimensional mixed data sampling models☆44Updated 2 years ago
- ☆44Updated 4 years ago
- Sparse estimation of large time series models☆32Updated 2 years ago
- State space models (dynamic linear models, hidden Markov models) implemented in Stan.☆48Updated 7 years ago
- Distributional Random Forests (Cevid et al., 2020)☆45Updated 3 weeks ago
- Forecast Reconciliation - Classical (bottom-up), optimal and heuristic combination forecast reconciliation procedures for cross-sectional…☆36Updated 2 weeks ago
- Policy learning via doubly robust empirical welfare maximization over trees☆86Updated 6 months ago
- Causal Inference using Bayesian Additive Regression Trees☆85Updated 6 months ago