wbnicholson

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New York, NY

http://www.wbnicholson.com

Will Nicholson's repositories

BigVAR

Dimension Reduction Methods for Multivariate Time Series

Language:R57 11 37

HackingR

Code examples from my blog:

Language:R9 30

HLAG

Replication files for High Dimensional Forecasting via Interpretable Vector Autoregression

Language:R400