| Name : R-midasml
| |
| Version : 0.1.10
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.4.7
| Date : 2024-06-14 11:37:54
|
| Group : Development/Libraries/Other
| Source RPM : R-midasml-0.1.10-lp153.4.7.src.rpm
|
| Size : 0.91 MB
| |
| Packager : (none)
| |
| Summary : Estimation and Prediction Methods for High-Dimensional Mixed Frequency Time Series Data
|
Description :
The \'midasml\' package implements estimation and prediction methods for
high-dimensional mixed-frequency (MIDAS) time-series and panel data
regression models. The regularized MIDAS models are estimated using
orthogonal (e.g. Legendre) polynomials and sparse-group LASSO
(sg-LASSO) estimator. For more information on the \'midasml\' approach
see Babii, Ghysels, and Striaukas (2021, JBES forthcoming)
< doi:10.1080/07350015.2021.1899933>. The package is equipped with the
fast implementation of the sg-LASSO estimator by means of proximal
block coordinate descent. High-dimensional mixed frequency time-series
data can also be easily manipulated with functions provided in the
package.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
