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Topic: "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: 5 months ago - Pushed at: 5 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: about 7 years ago - Stars: 0 - Forks: 0