array2list | Convert an array(or matrix) to a list |
aT.x.DvecSigma4beta.inv | <description> |
block.diag | Block diagonal matrix. |
close.all | Close all graphics devices. |
combination_forecast | Function to generate combination forecast |
convert.densParams | Convert the parameters corresponding to different... |
data.partition | Partition data index for cross validation. |
delta.K | Gradient for a diagonal matrix. |
delta.vecPartiSigma4beta.inv | This is the gradient for a single partition of beta's... |
delta.xi | Gradient with respect to the knots locations. |
DensGradHess | A collection of gradient and Hessian for the log form of... |
density_prior | Densities for priors |
deriv_prior | Gradient for priors |
DGP | DATA GENERATING PROCESSES |
DGP.surface | DGP Surface nested |
diwishart | ##' Density for the inverse wishart distribution |
d.matrix | Design matrix for splines |
dmixnorm | Density for normal mixtures |
dmixnorm.ts | The conditional density for AR-type mixture of normals |
dot-ls.objects | List the object size Modified from Dirk Eddelbuettel's... |
dsplitt | Split student-t distribution |
fcast_m1 | fcast_m1 |
features.df | features.df |
features.df.m1 | features.df.m1 |
fformpp.model | fformpp.model |
FitDiagnosis | Diagnosis if the spline model |
FitDiagnosis.hwang | Diagnosis if the spline model |
fit_fformpp | Function to fit Efficient Bayesian Surface Regression Models. |
foldMat | Fold a matrix |
forecast.error | forecast.error |
forecast.error.m1 | forecast.error.m1 |
ghypergeo | The generalized hypergeometric function pFq. |
glm_logpost | The conditional and joint log posterior function |
glogit | logit transformation |
grapes-d-times-grapes | Fast matrix algebra with diagonal matrices. |
grid2 | Add grids on plot |
harmonic | Harmonic number |
hessApprox | Numerical approximation of Hessian |
hessian_approx | Numerical approximation of hessian matrix. |
ibeta | Incomplete beta function |
idx.b2beta | Make indices from b to beta. |
idx.beta2b | Convert indices from beta to b |
individual_forecast | Function to generate forecasts from minimum error |
ineff | Inefficiency factor |
is.singular | Check if a square matrix is computational singular |
knots_check_boundary | Description |
knots_list2mat | Convert list of knots into a n-by-1 matrix. |
knots_mat2list | convert the knots matrix into the knots list |
knots_subsetsIdx | This function is to find the locations of subsets in the... |
KStepNewtonMove | This is the simple Newton move for spline models without... |
linear_IWishart | Calculate the posterior df and location matrix V from the... |
locate.knots | Locate knots in a m-space using Villani(2009)'s algorithm. |
LogPredScore | This is the LPDS |
log_prior | logarithm density for priors |
make.knots | Locate the knots in m-space. |
make.knotsPriVar | set the prior variance of the knots. |
make_stepsize | Make step size for SGLD |
Mat.delta.xi | <description> |
Mat.x.AT.k.I.x.K.x.delta.knots | <description> |
Mat.x.delta.vecSigma4beta.inv | Compute a matrix to pre-multiply the gradient for vec beta's... |
Mat.x.DvecA.k.P_stp1 | Perform a dense matrix multiplying by Dev[vec[A K_qi,qi) |
Mat.x.DvecA.k.P_stp2 | <description> |
Mat.x.DvecA.k.XTX_stp1 | Perform a dense matrix multiplying by Dev[vec[A K_qi,qi) |
mesh.grid | Same as expand.grid function but return a matrix. |
MHPropMain_rw | The Main file for Metropolis–Hastings algorithm |
MHPropMain_sgld | The Main file for MCMC algorithm. |
MHPropWithIWishart | Random walk Metropolis–Hastings algorithm for Sigma |
MHPropWithKStepNewton | Metropolis–Hastings algorithm with K-step Newton method for... |
mseq | A simple sequence generater |
mvgamma | Multivariate gamma function |
MVStocks | Multivariate Variables for Stocks |
Params.subsets | Organize the subsets of the parameters by taking away the... |
parLinkFun | Transform the mean function in the GLM framework. |
parMeanFun | Transform the mean function in the GLM framework. |
parMeanFunGrad | The gradient for the mean function in the GLM framework. |
par.transform | Description |
par.transform2 | Transform the parameters from the original scale to the new... |
P.matrix | Generate the P matrices for the moving knots model |
pochhammer | Pochhammer symbol |
predict_fformpp | Function to predict forecast error measures from the the... |
progressbar | Very Simple progress bar for "for loops" |
RandomWalkMetropolis | Random walk Metropolis algorithm. |
rbeta2 | The reparameterized beta distribution |
rdist | Euclidean distance matrix between two matrices |
rhex | Random hex |
rlnorm2 | Log-normal distribution with alternative parametrization. |
rmixnorm | Generate random variables from univariate and multivariate... |
rmixnorm.ts | AR-type random variables from mixture of normals |
save.all | Save all the objects to a folder. |
set.crossvalid | Setup cross-validation |
SGLD | Stochastic MCMC using Stochastic gradient Langevin dynamics |
Sigma4betaFun | Calculate the variance for the prior of coefficients (beta)... |
size | Print object.size |
StdData | StdData |
stock2covariates | Construct time series covariates. |
tr | trace of a matrix |
transform_features | Function to transform features |
vech | calculating a vector |
vech2m | Convert from the vech vector to the full matrix. |
whichInd | Raw indices finder for array. |
Xmats.x.delta.xi | Preform X_i multiply Dev xi |
X.x.delta.xi | Preform X multiply Dev xi |
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