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eigen-port
9cf47f08
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Ported Sparse Own/Other to RcppEigen with 30-70% speedup as a result.
·
Dec 06, 2021
master-old
9cf47f08
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Ported Sparse Own/Other to RcppEigen with 30-70% speedup as a result.
·
Dec 06, 2021
fix-predict
c3562942
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predictMSX now returns the full forecast and not just the last few points for...
·
Mar 29, 2022
algorithms
6ad281b8
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WIP
·
Jul 04, 2022
BigVAR.fit-T1-T2
684052c6
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Merge branch 'wbnicholson:master' into BigVAR.fit-T1-T2
·
Aug 08, 2022
cv-parallel
f1f7009b
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Break out the minnesota prior code to its own function. Does not appear to have any effect though.
·
Feb 07, 2023
fix-dropf
9468a4c3
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Fix an edge case in cv.BigVAR by adding a drop=FALSE
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Nov 17, 2023
style-files
1a07163a
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* Apply R code style rules to BigVARAlgorithms.R and BigVARFitFun.R
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Sep 20, 2024
master
default
protected
4c5ac153
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Merge pull request #47 from jonlachmann/style-files
·
Sep 23, 2024
restrict
c346d092
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* Clean up the last bit of cpp code and start adding restrictions to the last few models.
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Sep 25, 2024
clean-cpp
4360f491
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* Clean up the cpp implementations of the algorithms and drop unused functions and dead code.
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Sep 25, 2024
restrict2
8afecf1c
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* Minor fixes.
·
Sep 27, 2024
tests
4e943e12
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* Start adding tests.
·
Oct 10, 2024