zacccchen

lassovar

Estimation and forecasting of VAR model with the Lasso

penalized

matlab penalized toolbox

HDGCvar

Granger causality testing in High Dimensional Vector Autoregressive Models

Granger-Causality-in-High-Dimensional-VARs

This repo gather R functions to reproduce analyses on the paper: Hecq,A.,Margaritella,L.,Smeekes,S. (2019), "Granger Causality testing in High-Dimensional VARs: a Post-Double-Selection Procedure"

time-series-forecasting

python-introduction

A set of notebooks the provide an introduction to Python.

quthesis

A LaTeX thesis template for PhD students at the Queensland University of Technology (QUT)

hpc_guide

A BRAG Guide to HPC

python-for-econometrics-statistics-data-analysis

Code from "Introduction to Python for Econometrics, Statistics and Data Analysis" by Kevin Sheppard

ggplot2-book

ggplot2: elegant graphics for data analysis

r4ds

R for data science: a book

cheatsheets

Posit Cheat Sheets - Can also be found at https://posit.co/resources/cheatsheets/.

AMSI-Winter-School

Materials for the AMSI Winter School

Bayesian-Neural-Networks

Pytorch implementations of Bayes By Backprop, MC Dropout, SGLD, the Local Reparametrization Trick, KF-Laplace, SG-HMC and more