fixest is an R package that delivers fast fixed-effects and other econometric estimations through a novel fixed-point acceleration algorithm in C++.
Rcpp : Seamless R and C++ Integration
3 Pith papers cite this work. Polarity classification is still indexing.
3
Pith papers citing it
representative citing papers
QATS is a new polylog-time approximate decoding procedure for HMMs that builds admissible state sequences by locally maximizing likelihoods over paths with at most three segments via adaptive ternary segmentation and cumulative sum storage.
stochvol is an R package providing MCMC-based Bayesian inference for stochastic volatility models, with examples on exchange rate data.
citing papers explorer
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fixest: A fast and feature-rich framework for econometric estimations in R
fixest is an R package that delivers fast fixed-effects and other econometric estimations through a novel fixed-point acceleration algorithm in C++.
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Quick Adaptive Ternary Segmentation: An Efficient Decoding Procedure For Hidden Markov Models
QATS is a new polylog-time approximate decoding procedure for HMMs that builds admissible state sequences by locally maximizing likelihoods over paths with at most three segments via adaptive ternary segmentation and cumulative sum storage.
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Dealing with Stochastic Volatility in Time Series Using the R Package stochvol
stochvol is an R package providing MCMC-based Bayesian inference for stochastic volatility models, with examples on exchange rate data.