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1. midasml midasml Public

   midasml package is dedicated to run predictive high-dimensional mixed data sampling models

   R 42 23

2. midasml_mat midasml_mat Public

   midasml implementation for MATLAB

   Fortran 5 4

3. midasmlpy midasmlpy Public

   Python implementation of the midasml approach

   Fortran 27 11

4. dynquant dynquant Public

   dynquant - dynamic quantile regression models: CAViaR (different specifications), MVMQCAViaR, and Mixed Data Sampling versions of these models.

   R 9 6

5. FAS FAS Public

   Inference methods for Factor-Augmented Sparse Regression

   Fortran 2

6. TIE TIE Public

   Tail index estimators

   R 1