srlanalytics bdfm issues

srlanalytics / bdfm

Bayesian dynamic factor model estimation and predictive statistics including nowcasting and forecasting

MIT License

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#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