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srlanalytics
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bdfm
Bayesian dynamic factor model estimation and predictive statistics including nowcasting and forecasting
MIT License
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Literature Links
#87
christophsax
opened
5 years ago
0
c++ exception
#86
christophsax
opened
5 years ago
3
Sax mini take
#85
christophsax
closed
3 years ago
1
auto log/diff correct?
#84
christophsax
closed
3 years ago
0
posterior median for parameters and actual series of interest
#83
christophsax
opened
5 years ago
5
Checking convergence
#82
christophsax
closed
5 years ago
2
Any frequency example for Bayesian method
#81
christophsax
opened
5 years ago
1
Reasons for prefering Bayesian over ML or PC
#80
christophsax
opened
5 years ago
0
Mixed frequencies in ML and PC
#79
christophsax
closed
5 years ago
4
Another docu take
#78
christophsax
closed
5 years ago
1
More tests
#77
christophsax
closed
5 years ago
3
Auto log diff detection with single series
#76
christophsax
closed
5 years ago
0
Alternative identification does not work
#75
christophsax
closed
5 years ago
5
Seth updates
#74
SethOttoQuant
closed
5 years ago
2
progress indicator in "ml" method
#73
christophsax
closed
5 years ago
0
progress indicator in knitr files
#72
christophsax
closed
5 years ago
0
Increase test coverage
#71
christophsax
closed
5 years ago
3
E-Mail down
#70
christophsax
closed
5 years ago
1
A few more details and explanations to the bayesian arguments in the docu.
#69
christophsax
closed
5 years ago
5
Revise Vignette
#68
christophsax
closed
5 years ago
5
Compiler NOTE
#67
christophsax
closed
5 years ago
2
Chris take
#66
christophsax
closed
5 years ago
1
better initial conditions
#65
srlanalytics
closed
5 years ago
0
C++ files split up into smaller files with needed headers for each
#64
SethOttoQuant
closed
5 years ago
2
update outlier removal in UVreg
#63
srlanalytics
closed
5 years ago
0
Allow argument 'newdata' in predict method
#62
srlanalytics
closed
5 years ago
3
Diff log tweaks
#61
christophsax
closed
5 years ago
2
Drop Nice Error if Factors > NCOL(data)
#60
christophsax
closed
5 years ago
1
`adjusted`: An adjusted version of `value`
#59
christophsax
closed
5 years ago
3
Adjusted final values
#58
christophsax
closed
5 years ago
0
set seed in cpp
#57
christophsax
opened
5 years ago
2
Exploding Forecast of T10Y3M
#56
christophsax
closed
5 years ago
3
Automatically take logs and diffs of input series
#55
srlanalytics
closed
5 years ago
8
weird stuff
#54
christophsax
closed
5 years ago
4
corrections/updates to news contributions of each variable
#53
srlanalytics
closed
5 years ago
1
Filling in missing values
#52
srlanalytics
closed
5 years ago
1
Goodness of fit
#51
srlanalytics
closed
5 years ago
1
idx_update as time series
#50
christophsax
closed
5 years ago
1
rm seas_we
#49
christophsax
closed
5 years ago
1
Errors for method = "ml"
#48
christophsax
closed
5 years ago
4
Nowcasting and "news" content of variables
#47
srlanalytics
closed
5 years ago
3
Forecast updates by variable
#46
srlanalytics
closed
5 years ago
1
Streamline dfm
#45
christophsax
closed
5 years ago
0
Testing
#44
christophsax
closed
5 years ago
1
Variable names in dfm_core
#43
christophsax
closed
5 years ago
0
Us gdp
#42
christophsax
closed
5 years ago
3
clean up example and ensure stationary draws
#41
srlanalytics
closed
5 years ago
1
delay seas_we
#40
christophsax
closed
5 years ago
1
Tweaks
#39
christophsax
closed
5 years ago
5
complain about mixed frequencies if they are not
#38
christophsax
closed
5 years ago
0
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