Ecosyste.ms: Issues

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GitHub / wbnicholson/BigVAR issues and pull requests

#45 - Fix an edge case in cv.BigVAR by adding a drop=FALSE

Pull Request - State: closed - Opened by jonlachmann 11 months ago

#44 - predict() method confusion

Issue - State: open - Opened by michael-aksonov about 1 year ago

#43 - Lag-weighted Lasso in BigVar.fit

Issue - State: open - Opened by dk1453 almost 2 years ago

#42 - Out-of-sample evaluation

Issue - State: open - Opened by sehoff almost 2 years ago - 2 comments

#41 - Rolling n-period ahead predictions

Issue - State: open - Opened by sehoff almost 2 years ago - 2 comments

#40 - Add a check in ZmatF used by VARXCons to avoid a possible segfault.

Pull Request - State: closed - Opened by jonlachmann almost 2 years ago

#38 - update for cran release

Pull Request - State: closed - Opened by wbnicholson almost 2 years ago

#37 - Fix a bug when beta has only one row in some of the BigVAR algorithms.

Pull Request - State: closed - Opened by jonlachmann about 2 years ago

#36 - Lamda grid parameters question.

Issue - State: open - Opened by CopulaCoVaR about 2 years ago - 3 comments

#35 - Big var.fit t1 t2

Pull Request - State: closed - Opened by jonlachmann about 2 years ago

#34 - BigVAR.fit failing with "Forecast Horizon too long; increase T1 or decrease h".

Issue - State: closed - Opened by jonlachmann about 2 years ago - 9 comments

#33 - Segmentation faults in ICX and ZmatF when using short data (Fix in PR)

Issue - State: closed - Opened by jonlachmann about 2 years ago - 1 comment

#32 - Fix to avoid segmentation fault in ZmatF and ICX functions.

Pull Request - State: closed - Opened by jonlachmann about 2 years ago

#31 - MCP gets stuck in an infinite loop in some cases - Fix in PR

Issue - State: closed - Opened by jonlachmann about 2 years ago - 1 comment

#29 - BigVAR.fit not respecting VARX$contemp = FALSE

Issue - State: closed - Opened by jonlachmann over 2 years ago - 3 comments

#28 - window size and dual not working?

Issue - State: open - Opened by msramirezgo over 2 years ago - 1 comment

#27 - Is coef() method return the best estimated beta?

Issue - State: open - Opened by TigerZhao007 over 2 years ago - 1 comment

#26 - Over-penalization after 2022 March Update

Issue - State: open - Opened by wysjdy0511 over 2 years ago - 2 comments

#25 - Error in .lassoVARTL() argument palpha is missing

Issue - State: closed - Opened by FransAndersen about 3 years ago - 1 comment
Labels: bug

#24 - cv.BigVAR assertion code incorrectly written for single lambda parameter

Issue - State: open - Opened by extrospective about 3 years ago - 3 comments
Labels: bug

#23 - Invoking BigVar with pandas DataFrame for data does not work, to_numpy() provides workaround

Issue - State: open - Opened by extrospective about 3 years ago - 1 comment
Labels: python

#22 - python README sample: not repeatable

Issue - State: closed - Opened by extrospective about 3 years ago - 1 comment

#21 - python README: variable k not declared

Issue - State: closed - Opened by extrospective about 3 years ago - 1 comment

#20 - Predict with VARX returns error in VARXCons

Issue - State: closed - Opened by Blaieet over 3 years ago - 2 comments

#19 - In-sampe estimation without cross-validation

Issue - State: closed - Opened by FransAndersen over 3 years ago - 3 comments

#18 - predict() failed but the source code in BigVARObjectClass.R can work

Issue - State: closed - Opened by Sue-17 over 3 years ago - 1 comment

#17 - Predict only returns last n.ahead prediction

Issue - State: closed - Opened by FransAndersen over 3 years ago - 5 comments

#16 - Default T1 causes error

Issue - State: closed - Opened by FransAndersen about 4 years ago - 4 comments

#15 - colnames betaPred

Issue - State: open - Opened by FransAndersen about 4 years ago - 4 comments

#14 - Predict - Confidence intervals

Issue - State: closed - Opened by FransAndersen about 4 years ago - 3 comments

#13 - Dim reductoin on big dataset

Issue - State: open - Opened by MislavSag about 4 years ago - 6 comments

#12 - Predict function VARX

Issue - State: open - Opened by alexsuarez94 over 5 years ago - 13 comments

#11 - generateIRF Sigma

Issue - State: open - Opened by alexsuarez94 over 5 years ago - 3 comments

#10 - How can i extract coefficients for each variable from a BigVAR object?

Issue - State: open - Opened by runnytone over 5 years ago - 3 comments

#9 - Forecast for VARXFit

Issue - State: closed - Opened by TuSKan over 6 years ago - 3 comments

#8 - Restrictions on coefficients

Issue - State: open - Opened by TuSKan over 6 years ago - 4 comments

#7 - Large k, small T scenario

Issue - State: open - Opened by sentian over 6 years ago - 1 comment

#6 - The script can run without stop.

Issue - State: open - Opened by weiweilars almost 7 years ago - 1 comment

#5 - generateIRF

Issue - State: closed - Opened by joshualeond about 7 years ago - 3 comments

#4 - The variance of predictions and a refit function

Issue - State: closed - Opened by weiweilars about 7 years ago

#3 - last model fit by cv.BigVAR?

Issue - State: closed - Opened by bdemeshev over 7 years ago - 2 comments

#2 - When Y has class "mts"

Issue - State: open - Opened by jacobbien over 7 years ago - 5 comments

#1 - Avoid type name clash

Pull Request - State: closed - Opened by yixuan over 7 years ago - 4 comments