Commits · master · Jon Lachmann / BigVAR · GitLab

Sep 23, 2024
- Merge pull request #47 from jonlachmann/style-files · 4c5ac153
  Will Nicholson authored Sep 23, 2024
  4c5ac153
Sep 20, 2024
- * Apply R code style rules to BigVARAlgorithms.R and BigVARFitFun.R · 1a07163a
  Jon Lachmann authored Sep 20, 2024
  1a07163a
Jan 29, 2024
- update to fix VARX alloc issue · ae76586e
  will authored Jan 28, 2024
  
  ae76586e
- update to fix VARX alloc issue · 5ab4c255
  will authored Jan 28, 2024
  
  5ab4c255
Jan 04, 2024
- Merge pull request #45 from jonlachmann/fix-dropf · 67b936da
  Will Nicholson authored Jan 04, 2024
  67b936da
Nov 17, 2023
- Fix an edge case in cv.BigVAR by adding a drop=FALSE · 9468a4c3
  Jon Lachmann authored Nov 17, 2023
  
  9468a4c3
Oct 26, 2022
- Merge pull request #40 from jonlachmann/master · 8691d79e
  Will Nicholson authored Oct 25, 2022
  8691d79e
Oct 25, 2022
- Adjust comment. · 10bea0f8
  Jon Lachmann authored Oct 25, 2022
  
  10bea0f8
- Merge branch 'wbnicholson:master' into master · 9dba9d5a
  Jon Lachmann authored Oct 25, 2022
  
  9dba9d5a
- Add a check in ZmatF used by VARXCons to avoid a possible segmentation fault. · 7c48c295
  Jon Lachmann authored Oct 25, 2022
  7c48c295
- Merge pull request #39 from jonlachmann/master · 4f994428
  Will Nicholson authored Oct 24, 2022
  4f994428
Oct 24, 2022
- Fix a bug where the dimensions of a matrix were dropped when they shouldn't. · 541cff0a
  Jon Lachmann authored Oct 24, 2022
  541cff0a
Oct 07, 2022
- update for cran release · c57caa94
  Will Nicholson authored Oct 06, 2022
  
  c57caa94
Sep 29, 2022
- Merge pull request #37 from jonlachmann/master · d62419f8
  Will Nicholson authored Sep 28, 2022
  d62419f8
Sep 28, 2022
- Fix a bug when beta has only one row in some of the BigVAR algorithms. · a8d57143
  Jon Lachmann authored Sep 28, 2022
  a8d57143
Aug 09, 2022
- added error check for cv.BigVAR · f571b76f
  Will Nicholson authored Aug 09, 2022
  
  f571b76f
- added error check for cv.BigVAR · 86a3c6e7
  Will Nicholson authored Aug 08, 2022
  
  86a3c6e7
- Merge pull request #35 from jonlachmann/BigVAR.fit-T1-T2 · 813dbed0
  Will Nicholson authored Aug 08, 2022
  813dbed0
Aug 08, 2022
- Merge branch 'wbnicholson:master' into BigVAR.fit-T1-T2 · 684052c6
  Jon Lachmann authored Aug 08, 2022
  
  684052c6
- Merge pull request #32 from jonlachmann/master · 8557794f
  Will Nicholson authored Aug 07, 2022
  8557794f
Aug 02, 2022
- Merge branch 'wbnicholson:master' into BigVAR.fit-T1-T2 · 4970c363
  Jon Lachmann authored Aug 02, 2022
  
  4970c363
- Allow BigVAR.fit to work without having to match requirements for T1 and T2. · 4a54b568
  Jon Lachmann authored Aug 02, 2022
  
  4a54b568
- Merge branch 'wbnicholson:master' into master · 54550503
  Jon Lachmann authored Aug 02, 2022
  
  54550503
- Fix to avoid segmentation fault in ZmatF and ICX functions. · 2a0ce1f6
  Jon Lachmann authored Aug 02, 2022
  
  2a0ce1f6
Jul 10, 2022
- Merge pull request #30 from jonlachmann/master · 07bdaeac
  Will Nicholson authored Jul 10, 2022
  07bdaeac
Jul 04, 2022
- Add a counter to the inner loop of MCP to avoid the code getting stuck in an infinite loop. · 7c6bc259
  Jon Lachmann authored Jul 04, 2022
  
  7c6bc259
Jun 17, 2022
- fixed contemp VARX indicator · 9e1805b8
  Will Nicholson authored Jun 16, 2022
  
  9e1805b8
May 27, 2022
- fixed VARX coef · d5f62faa
  Will Nicholson authored May 27, 2022
  
  d5f62faa
May 23, 2022
- fixed window.size indexing error · b4bfe0a3
  Will Nicholson authored May 22, 2022
  
  b4bfe0a3
Apr 26, 2022
- Addressing Penalty Grid Construction · 9b963c34
  Will Nicholson authored Apr 26, 2022
  
  9b963c34
Apr 24, 2022
- Addressing Penalty Grid Construction · 5ce657fa
  Will Nicholson authored Apr 24, 2022
  
  5ce657fa
Mar 18, 2022
- major updates for new BigVAR cran release · ca4bf6aa
  Will Nicholson authored Mar 18, 2022
  
  ca4bf6aa
- major updates for new BigVAR cran release · 9aacdcea
  Will Nicholson authored Mar 18, 2022
  
  9aacdcea
Aug 20, 2021
- Fixed Tapered Lasso in BigVAR.fit · db5fa4a7
  Will Nicholson authored Aug 20, 2021
  
  db5fa4a7
Jul 23, 2021
- Update README.md · 6041ea6d
  Will Nicholson authored Jul 23, 2021
  
  6041ea6d
- addressed issues with one penalty parameter · 6512e835
  Will Nicholson authored Jul 23, 2021
  
  6512e835
Jul 20, 2021
- change 0 to float in ST in python package · 9c2746a5
  Will Nicholson authored Jul 19, 2021
  
  9c2746a5
- corrected python VAR forecast and readme · 8fd3944e
  Will Nicholson authored Jul 19, 2021
  
  8fd3944e
Jul 18, 2021
- added python module · 1643eaac
  Will Nicholson authored Jul 18, 2021
  
  1643eaac
- updated readme · e4d8daf8
  Will Nicholson authored Jul 18, 2021
  
  e4d8daf8