jonlachmann's repositories
Amelia
Amelia: A Package for Missing Data
ardl
R Package for Auto Regressive Distributed Lag time series regression.
BMR
Bayesian Macroeconometrics in R
drvbckp
Driver backup for windows.
fastglm
Fast glm fitting via RcppEigen
forecast
forecast package for R
irls.sgd
Approximately fit a GLM model using Subsampling IRLS and SGD
irls_demo
IRLS algorithm with WLS quantile extraction and stochastic subsampling
jutils
Common R utility functions
MTS
Multivariate Time Series Package for R
pkgdepends
R Package Dependency Resolution
rcpp.package
Demo rcpp package
seasonal
R interface to X-13ARIMA-SEATS
sgd
An R package for large scale estimation with stochastic gradient descent
shapr
Explaining the output of machine learning models with more accurately estimated Shapley values
sharpfilesystem
A virtual file system for .NET written in C#
StateSpaceModels
Mini-course (lecture set) on State Space Models.
stochastic_newton
S-IRLS-SGD in the form of Newtons method
stochQN
(Python, Tensorflow, R, C, C++) Stochastic, limited-memory quasi-Newton optimizers (adaQN, SQN, oLBFGS)
thesis_supplementary
Supplementary for my thesis "Subsampling strategies for marginal likelihood computation in BGNLMs"
torch
R Interface to Torch
vars
Multivariate Time Series Models: VAR, SVAR and SVEC