ayotoasset Goto Github PK

additivecausalexpansion

This is a package for the treatment effect estimation using a varying coefficient model with Gaussian process priors on the parameters. The coefficient functions are dependent on the confounders. The linear elements are the basis expansion of the treatment variable, allowing for causal inference for binary, multivariate, and continuous treatments.

analytic_wavelet

A translation of J.M. Lilly's code for ridge and element analysis using generalized Morse wavelets into python

anomalies_detection_based_on_copulas_and_quantile_regression

anomaly

Fast anomaly detection in R

application-of-transfer-entropy-to-assess-causality-in-metabolomic-networks

My third research project at the Centre for Computation, Mathematics and Physics in the Life Sciences and Experimental Biology at University College London (UCL CoMPLEX).

arch

ARCH models in Python

awesome-causality-algorithms

An index of algorithms for learning causality with data

awesome-r

A curated list of awesome R packages, frameworks and software.

barronscot

Get Barron's Commitments of Traders data, store and analyze

bayesian-for-persistent-homology

A full Bayesian framework is illustrated. The R-packages estimate the posteriors and classify any dataset converted to persistence diagrams.

bayesian-ms-var

This repository contains a matlab code to estimate a Bayesian Markov-Switching Vector Auto Regression Model

bayesmar

Bayesian Median Autoregressive model for time series forecasting

bayesvar_tvp

R/C++ implementation of Bayes VAR models

bentqr

breakpsar

A novel and Fast Multiple Structural Break Estimation for Nonstationary Time Series Models.

causalimpact

An R package for causal inference in time series

causalxtreme

An R package for causal discovery in heavy-tailed models

cci

Cyclic Causal Inference

cdcopula

Covariate-dependent copula models

cftc-cot

Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes

clustering_of_time-varying_hurst_exponents

commitment_of_traders

Parsing COT (Commitment of Traders)

cop

cop-estimation-misspec

R code used in the master thesis "Estimation of the Dependence Parameter in Bivariate Archimedean Copula Models Under Misspecification"

copulafactormodel

Inference for Gaussian copula factor models and its application to causal discovery.

copulaone

A R package that implements very flexible bivariate parametric copulas

copulas

Playing around with time-varying parameter copulas

copulastatistic

All code related to the paper: "A Copula Statistic for Measuring Nonlinear Multivariate Dependence"

covar

CoVaR estimation via quantile regression

cpcoh

Consensus-based partial coherence implementation as described in Ter Wal et al., NeuroImage, 2018.