wbnicholson / BigVAR
Dimension Reduction Methods for Multivariate Time Series
☆58Updated 5 months ago
Alternatives and similar repositories for BigVAR:
Users that are interested in BigVAR are comparing it to the libraries listed below
- Full Bayesian Inference for Hidden Markov Models☆41Updated 6 years ago
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆44Updated 6 months ago
- Dynamic factor model estimation for R☆23Updated 2 years ago
- R package for mixed frequency time series data analysis.☆77Updated 2 years ago
- GAS models☆34Updated 3 years ago
- Penalized Quantile Regression☆17Updated last month
- tsDyn☆34Updated 4 months ago
- Repository for Introduction to Bayesian Estimation of Causal Effects☆59Updated 4 years ago
- KFAS: R Package for Exponential Family State Space Models☆64Updated 6 months ago
- R package for Mixed-Frequency Bayesian VARs☆39Updated 3 years ago
- ☆12Updated 3 months ago
- R package for doubly robust estimates of causal effects in high-dimensions using flexible Bayesian methods☆26Updated 3 months ago
- Data for and description of the ACIC 2023 data competition☆32Updated last year
- Multivariate Autoregressive State-Space Modeling with R☆52Updated last year
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆51Updated 4 months ago
- R code for ''Bayesian method for causal inference in spatially-correlated multivariate time series''☆45Updated 4 years ago
- Policy learning via doubly robust empirical welfare maximization over trees☆78Updated 9 months ago
- Time Series Analysis for the State-Space Model with R/Stan☆24Updated 3 years ago
- ☆93Updated last year
- GRATIS: GeneRAting TIme Series with diverse and controllable characteristics☆76Updated 11 months ago
- Convolution-type Smoothed Quantile Regression☆21Updated 2 years ago
- Stan models for state space time series☆144Updated 7 years ago
- Testing version of fdapace☆31Updated 8 months ago
- R package to implement high-dimensional confounding adjustment using continuous spike and slab priors☆10Updated 5 years ago
- Bayesian Causal Forests☆42Updated 10 months ago
- Sufficient Representation for Categorical Variables https://arxiv.org/abs/1908.09874v1☆14Updated 4 years ago
- r package for bayesian VARs☆22Updated 7 years ago
- State space models (dynamic linear models, hidden Markov models) implemented in Stan.☆47Updated 6 years ago
- Generalized Autoregressive Score Models in R☆14Updated last year
- Bayesian Multivariate GARCH☆17Updated 4 months ago