API for MichaelGurkov/GaRPackg
Runs GaR analysis
| Global functions | |
|---|---|
| align_pca | Source code |
| calculate_skew_and_iqr | Source code |
| chain_index | Source code |
| extract_coeffs_from_gar_model | Source code |
| extract_factor_contribution_from_gar_model | Source code |
| extract_pca_loadings_from_gar_model | Source code |
| extract_pca_timeseries_from_gar_model | Source code |
| extract_qreq_coeff_table | Source code |
| extract_smoothed_quantiles | Source code |
| fit_t_skew | Source code |
| fit_t_skew_to_gar_df | Source code |
| get_gar_forecast | Source code |
| get_partition_combs | Source code |
| get_t_skew_quantiles | Source code |
| get_time_indices_list | Source code |
| identify_endpoints_NA | Source code |
| import_from_fame_template | Source code |
| interpolate | Man page Source code |
| is_partition_identical | Source code |
| pca_reduction | Man page Source code |
| quantile_pit_score | Source code |
| quantile_prediction_score | Source code |
| quantile_r2_score | Source code |
| quantile_r2_score_calculation | Source code |
| run_GaR_analysis | Source code |
| run_cross_validation | Source code |
| run_quant_reg | Source code |
| run_t_skew_optimization | Source code |
| t_skew_loss | Source code |
