Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.
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Updated
May 6, 2024 - Python
Time-series machine learning at scale. Built with Polars for embarrassingly parallel feature extraction and forecasts on panel data.
Additional linear models including instrumental variable and panel data models that are missing from statsmodels.
DEPRECATED, now in sktime - companion package for deep learning based on TensorFlow
Advanced and Fast Data Transformation in R
R package for automation of machine learning, forecasting, model evaluation, and model interpretation
Fast Estimation of Linear Models with IV and High Dimensional Categorical Variables
An Extensible Suite of High-Performance and Low-Dependency Packages for Statistical Computing and Data Manipulation in R
difference-in-differences in Python
Fixedeffectmodel: panel data modeling in Python
R package to easily build panel data sets from the PSID
The Random Intercept-Cross Lagged Panel Model with extensions. Code provided for Mplus and Lavaan (R).
Bayesian Inference of Complex Panel Data
The replication data and files for Liangjun Su, Zhentao Shi and Peter Phillips (2016, Econometrica): “Identifying Latent Structures in Panel Data”
an R package for testing, estimating and evaluating the Panel Smooth Transition Regression (PSTR) model.
This repository has been transferred to jeroendmulder.github.io/RI-CLPM for easier maintenance. The Github Pages automatically redirects to the new Github Page.
SMARTboost (boosting of smooth symmetric regression trees)
TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy"
R tools related to panel data analysis and optimization
Adive is a web and admin panel generator, a great alternative to manage MySQL databases with custom User Interface.
Official mirror of the actively maintained repo on sourceforge
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