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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5 Pith papers cite this work, alongside 1,385 external citations. Polarity classification is still indexing.
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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.
Goodness-of-fit tests are developed using simulated hyperrectangular and highest-density-region confidence sets for joint distributions of multiple sample statistics, with simulations indicating competitive or superior power to classical and graphical methods.
ShrinkageTrees is an R package implementing regularized Bayesian tree ensembles for survival outcomes and causal inference via AFT models, including the first Horseshoe Forest implementation.
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.
-
Goodness of Fit Tests Based on Joint Densities of Multiple Sample Statistics
Goodness-of-fit tests are developed using simulated hyperrectangular and highest-density-region confidence sets for joint distributions of multiple sample statistics, with simulations indicating competitive or superior power to classical and graphical methods.
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ShrinkageTrees: An R Package for Bayesian Tree Ensembles for Survival Analysis and Causal Inference
ShrinkageTrees is an R package implementing regularized Bayesian tree ensembles for survival outcomes and causal inference via AFT models, including the first Horseshoe Forest implementation.
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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.