PSTR - Panel Smooth Transition Regression Modelling
Implements the Panel Smooth Transition Regression (PSTR) framework for nonlinear panel data modelling. The modelling procedure consists of three stages: Specification, Estimation and Evaluation. The package provides tools for model specification testing, to do PSTR model estimation, and to do model evaluation. The implemented tests allow for cluster dependence and are heteroskedasticity-consistent. The wild bootstrap and wild cluster bootstrap tests are also implemented. Parallel computation (optional) is supported for computationally intensive routines such as bootstrap tests.
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bootstrapbootstrap-testevaluationheterogeneitylinearitymodel-specifitionmodellingnonlinearitypanel-dataparallel-computingpstr-modelregressionsmooth-transitiontransition-variableswild-bootstrapwild-cluster-bootstrap
6.06 score 23 stars 33 scripts 249 downloadsSMFilter - Filtering Algorithms for the State Space Models on the Stiefel Manifold
Provides the filtering algorithms for the state space models on the Stiefel manifold as well as the corresponding sampling algorithms for uniform, vector Langevin-Bingham and matrix Langevin-Bingham distributions on the Stiefel manifold.
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filteringfiltering-algorithmnonlinear-dynamicsnonlinear-optimizationreduced-rank-parameterssamplingsimulated-datasmoothingstate-space-modelsstiefel-manifoldtime-series-models
4.19 score 2 stars 78 scripts 230 downloadszoomgrid - Grid Search Algorithm with a Zoom
Implements a grid search algorithm with an adaptive zooming strategy for global optimisation problems with multiple local optima. The method recursively refines the search region around promising grid points, providing reliable initial values for subsequent optimisation procedures. The algorithm is computationally efficient in moderate- to high-dimensional settings.
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grid-searchnon-convex-optimizationoptimization
3.48 score 6 stars 9 scripts 162 downloadsR6DS - R6 Reference Class Based Data Structures
Provides reference classes implementing some useful data structures. The package implements these data structures by using the reference class R6. Therefore, the classes of the data structures are also reference classes which means that their instances are passed by reference. The implemented data structures include stack, queue, double-ended queue, doubly linked list, set, dictionary and binary search tree. See for example <https://en.wikipedia.org/wiki/Data_structure> for more information about the data structures.
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binary-search-treesdata-structuresdequedictionarydoubly-linked-listfunctional-programmingmapqueuereference-classstacktraversal
3.48 score 6 stars 5 scripts 187 downloads