Showing 3 of total 3 results (show query)
cran
wavethresh:Wavelets Statistics and Transforms
Performs 1, 2 and 3D real and complex-valued wavelet transforms, nondecimated transforms, wavelet packet transforms, nondecimated wavelet packet transforms, multiple wavelet transforms, complex-valued wavelet transforms, wavelet shrinkage for various kinds of data, locally stationary wavelet time series, nonstationary multiscale transfer function modeling, density estimation.
Maintained by Guy Nason. Last updated 7 months ago.
5.89 score 41 dependents
svazzole
sparsevar:Sparse VAR/VECM Models Estimation
A wrapper for sparse VAR/VECM time series models estimation using penalties like ENET (Elastic Net), SCAD (Smoothly Clipped Absolute Deviation) and MCP (Minimax Concave Penalty). Based on the work of Sumanta Basu and George Michailidis <doi:10.1214/15-AOS1315>.
Maintained by Simone Vazzoler. Last updated 4 years ago.
econometricslassomcpscadsparsestatisticstime-seriesvarvecm
11 stars 5.69 score 30 scripts 1 dependents
r-forge
TopKLists:Inference, Aggregation and Visualization for Top-K Ranked Lists
For multiple ranked input lists (full or partial) representing the same set of N objects, the package TopKLists offers (1) statistical inference on the lengths of informative top-k lists, (2) stochastic aggregation of full or partial lists, and (3) graphical tools for the statistical exploration of input lists, and for the visualization of aggregation results.
Maintained by Michael G. Schimek. Last updated 9 years ago.
4.05 score 37 scripts 1 dependents