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bvar-toolkit: Large Bayesian VARs
Large Bayesian VARs in MATLAB: samplers, shrinkage priors, stochastic volatility and forecasting
9일 전 | 다운로드 수: 5 |
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statespace-toolkit: Bayesian State Space Models
Bayesian state space models in MATLAB, with precision samplers that draw the whole state path
대략 1개월 전 | 다운로드 수: 2 |
