Research

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All Bayesian econometrics Anomaly detection R R packages C++ Python
Last updated on Jan 4, 2025 code
bvhar: Bayesian Vector Heterogeneous Autoregressive Modeling
bvhar: Bayesian Vector Heterogeneous Autoregressive Modeling

R and Python package for Bayesian multivariate time series modeling referring to Kim and Baek (2023), et cetera.

Cite Code Project DOI CRAN
Last updated on Nov 16, 2023 code
somanomaly: Self Organizing Map for Anomaly Detection
somanomaly: Self Organizing Map for Anomaly Detection

Python module for SOMAD research, https://doi.org/10.1007/978-3-030-78120-0_25

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Last updated on Nov 16, 2023 code
swatanomaly: Anomaly Detection using KL Divergence
swatanomaly: Anomaly Detection using KL Divergence

R package for Cho et al. (2019)
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Miscellaneous

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All R R packages Time series Shiny Notes
Last updated on Nov 16, 2023 shiny
Generating Long-range-dependent Time Series
Generating Long-range-dependent Time Series

Flexdashboard (Shiny app) generating multivariate LRD time series. This post is directly connected to the Shiny application.
Last updated on Nov 16, 2023 code
ceshat: Nonparametric Estimation of CES
ceshat: Nonparametric Estimation of CES

R package for SKKU nonparametric statistics course project.
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Last updated on Nov 16, 2023 code
propensityml: Propensity Score Weighting using Machine Learning
propensityml: Propensity Score Weighting using Machine Learning

R package for SKKU causal inference course project.
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Last updated on Apr 21, 2022 code
Loglinear Models for Three-way Tables
Loglinear Models for Three-way Tables

R functions automatically finding the best loglinear model for 3-way table
Last updated on Nov 12, 2022 code
Regression Analysis
Regression Analysis

Bookdown for regression analysis. Based on STA5017, SKKU, spring2019.
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Last updated on Nov 12, 2022 code
Statistical Computing
Statistical Computing

Bookdown for statistical computing. Based on STA5011, SKKU, Spring 2019.
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