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EconCausal - Causal Analysis for Macroeconomic Time Series (ECM-MARS, BSTS, Bayesian GLM-AR(1))

Implements three complementary pipelines for causal analysis on macroeconomic time series: (1) Error-Correction Models with Multivariate Adaptive Regression Splines (ECM-MARS), (2) Bayesian Structural Time Series (BSTS), and (3) Bayesian GLM with AR(1) errors validated with Leave-Future-Out (LFO). Heavy backends (Stan) are optional and never used in examples or tests.

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4.95 score 1 stars 122 downloads

BayesianDisaggregation - Bayesian Methods for Economic Data Disaggregation

Implements a novel Bayesian disaggregation framework that combines Principal Component Analysis (PCA) and Singular Value Decomposition (SVD) dimension reduction of prior weight matrices with deterministic Bayesian updating rules. The method provides Markov Chain Monte Carlo (MCMC) free posterior estimation with built-in diagnostic metrics. While based on established PCA (Jolliffe, 2002) <doi:10.1007/b98835> and Bayesian principles (Gelman et al., 2013) <doi:10.1201/b16018>, the specific integration for economic disaggregation represents an original methodological contribution.

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3.60 score 1 stars 5 scripts 211 downloads

topologyR - Topological Connectivity Analysis for Numeric Data

Topological data analysis methods based on graph-theoretic approaches for discovering topological structures in data. Constructs topological spaces from graphs following Nada et al. (2018) <doi:10.1002/mma.4726>, with visibility graph construction for time series following Lacasa et al. (2008) <doi:10.1073/pnas.0709247105>. Supports directed visibility graphs for bitopological analysis of temporal irreversibility (Kelly, 1963), and Alexandrov topology construction from reachability preorders.

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2.00 score 7 scripts 436 downloads