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1. gdpc gdpc Public

   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 compo…

   PostScript 4 1

2. odpc odpc Public

   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) (http…

   R 7 4

3. SplitReg SplitReg Public

   Forked from AnthonyChristidis/SplitReg

   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).

   C++

4. facusapienza21/optimaladj facusapienza21/optimaladj Public

   This package implements the algorithms introduced in Smucler, Sapienza, and Rotnitzky (2020) to compute optimal adjustment sets in causal graphical models.

   Python 11 1

5. statsmodels statsmodels Public

   Forked from statsmodels/statsmodels

   Statsmodels: statistical modeling and econometrics in Python

   Python

6. optimal_adjustment optimal_adjustment Public

   Scripts to reproduce examples in Rotnitzky and Smucler (2020).

   R 1