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
