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GitHub topics: network-estimation

haeran-cho/fnets

Implementation of the FNETS methodology proposed in Barigozzi, Cho and Owens (2024) for network estimation and forecasting of high-dimensional time series

Language: R - Size: 5.62 MB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 7 - Forks: 5

neuroquant/parcor

Partial correlation (w. shrinkage estimation) networks and subsequent network analysis

Language: Matlab - Size: 36.1 KB - Last synced at: over 1 year ago - Pushed at: over 7 years ago - Stars: 0 - Forks: 0

Related Keywords
network-estimation 2 factor-models 1 forecasting 1 high-dimensional 1 time-series 1 vector-autoregression 1 fmri 1 functional-programming 1 graphical-models 1 network 1