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dmphillippo
multinma:Bayesian Network Meta-Analysis of Individual and Aggregate Data
Network meta-analysis and network meta-regression models for aggregate data, individual patient data, and mixtures of both individual and aggregate data using multilevel network meta-regression as described by Phillippo et al. (2020) <doi:10.1111/rssa.12579>. Models are estimated in a Bayesian framework using 'Stan'.
Maintained by David M. Phillippo. Last updated 3 days ago.
35 stars 9.34 score 163 scripts
berrij
profoc:Probabilistic Forecast Combination Using CRPS Learning
Combine probabilistic forecasts using CRPS learning algorithms proposed in Berrisch, Ziel (2021) <doi:10.48550/arXiv.2102.00968> <doi:10.1016/j.jeconom.2021.11.008>. The package implements multiple online learning algorithms like Bernstein online aggregation; see Wintenberger (2014) <doi:10.48550/arXiv.1404.1356>. Quantile regression is also implemented for comparison purposes. Model parameters can be tuned automatically with respect to the loss of the forecast combination. Methods like predict(), update(), plot() and print() are available for convenience. This package utilizes the optim C++ library for numeric optimization <https://github.com/kthohr/optim>.
Maintained by Jonathan Berrisch. Last updated 6 months ago.
14 stars 5.74 score 13 scripts