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Distributional Regression PDF
·1337 words·7 mins
Python Code
A single-file Python module for estimating the full conditional probability density function of a scalar outcome y given covariates X
Smolyak Polynomial Interpolation in Practice
·1458 words·7 mins
Python Code
A python module for defining, training, updating and I/O of Smolyak-Chebyshev polynomial interpolation. Also implements standard interpolation methods like basis matrix and coefficients.
A Python module for partially monotonic MLP
·530 words·3 mins
Python Code
A PyTorch-based python module for defining, training, auto fine-tuning prediction and I/O of partially monotonic multi-layer perceptron (MLP) function approximator.
Estimating empirical measures of DNWR
·2207 words·11 mins
Python Code
Math and programs to estimate empirical measures of downward nominal wage rigidity (DNWR)
Discretize OU process over non-integer time step
·197 words·1 min
Math
Approximate OU process with Markov chain when time step is non-integer
LifetimeProblems.jl
·18 words·1 min
Julia Code
This package provides a programmatic framework of various lifetime problems of infinite and finite horizon. It provides a unified and user friendly API for economists.