-
related PRs
#3294 adds factor analysis
#4156 adds MLE for factor analysis/model based on Bai/Li
#4143 add asymptotic covariance matrices for correlation and covariance estimates which should be…
-
Dear @leeper
Would you, please, consider adding the glmtoolbox package (mostly the glmgee() function; but adding others would be great too!) to marginaleffects?
This package provides the predic…
-
**Issue by [betanalpha](https://github.com/betanalpha)**
_Sunday Apr 10, 2016 at 21:32 GMT_
_Originally opened as https://github.com/stan-dev/stan/issues/1853_
----
#### Summary:
The covariance es…
-
Dear, @joansola and @artivis
I'm looking into the implementation of the UKF on manifold from this repo.
I've just noticed, that in the case of the Right Invariance sigmas and increments are added…
-
Hi @JClavel,
This is not so much an issue with the code, but I thought it may be of interest to others using mvMORPH. Is it possible to constrain the covariance matrix R to have a pre-specified str…
-
In the file of `char60/beta.py`, I noticed that there is a TODO for a faster way to get rolling Beta estimation, the original function `get_beta` uses the matrix operation of the OLS formula to estima…
-
-
Can you estimate clustered standard errors using `linearmodels.system.model.IVSystemGMM`?
-
We'll be using this issue to create a living page where a list of code features, which are not yet in Tudat, but which we would like to have, will be kept (in no particular order!). If you would like …
-
(parking a reference to computational detail)
how do we normalize a scatter matrix so that it is consistent for specific distribution, commonly the normal
cov = sigma = c scatter -> find "size" c
re…