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Common R utility functions

Driver backup for windows.

R Package for Auto Regressive Distributed Lag time series regression.

Multivariate Time Series Models: VAR, SVAR and SVEC

Mini-course (lecture set) on State Space Models.

Explaining the output of machine learning models with more accurately estimated Shapley values

R Package Dependency Resolution

Perform sparse supernodal LLT decomposition to sample from a multivariate normal for some Bayesian models

Supplementary for my thesis "Subsampling strategies for marginal likelihood computation in BGNLMs"

Linear algebra foundation for the Rust programming language

Facilities to load native DLLs from .NET. More flexible and hide platform specifics.

S-IRLS-SGD in the form of Newtons method

tiny jQuery/Bootstrap widget that makes a HTML table editable

(Python, Tensorflow, R, C, C++) Stochastic, limited-memory quasi-Newton optimizers (adaQN, SQN, oLBFGS)

R interface to X-13ARIMA-SEATS

Run R code from C++ using RInside for debugging, profiling etc.

An R package for large scale estimation with stochastic gradient descent

❗ This is a read-only mirror of the CRAN R package repository. dsa — Seasonal Adjustment of Daily Time Series