esmucler Goto Github PK
Name: Ezequiel Smucler
Type: User
Company: Glovo
Bio: Statistician with diverse interests
Location: Barcelona, Spain
Name: Ezequiel Smucler
Type: User
Company: Glovo
Bio: Statistician with diverse interests
Location: Barcelona, Spain
DoWhy is a Python library for causal inference that supports explicit modeling and testing of causal assumptions. DoWhy is based on a unified language for causal inference, combining causal graphical models and potential outcomes frameworks.
Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes
This package provides functions for computing the Generalized Dynamic Principal Components proposed in Peña and Yohai (2016). It also provides a function to automatically choose the number of components and lags, using the criteria described in Peña, Smucler and Yohai (2020).
R package to compute the MM-Lasso and adaptive MM-Lasso estimators proposed in Smucler and Yohai (2017). A more efficient implementation, with a lot more options and functionalities, is available as part of the pense package https://cran.r-project.org/web/packages/pense/index.html.
This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reduction technique proposed in Peña, Smucler and Yohai (2019) (https://doi.org/10.1080/01621459.2018.1520117).
Scripts to reproduce examples in Rotnitzky and Smucler (2020).
This repository contains an R package to perform split regularized regression as defined in Christidis, Lakshmanan, Smucler and Zamar (2019) (https://arxiv.org/abs/1712.03561).
Statsmodels: statistical modeling and econometrics in Python
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Data-Driven Documents codes.
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