DSGE.jl
GLM.jl
DSGE.jl | GLM.jl | |
---|---|---|
3 | 2 | |
844 | 574 | |
0.5% | 1.2% | |
2.4 | 5.0 | |
about 1 month ago | 30 days ago | |
Julia | Julia | |
BSD 3-clause "New" or "Revised" License | GNU General Public License v3.0 or later |
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DSGE.jl
- Jdf.jl – Julia DataFrames serialization format
- [D] [R] Economics dissertation using Machine Learning
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Is the Fed New-Keynesian?
The thread https://news.ycombinator.com/item?id=31785199 Show HN: A central bank simulator game with a realistic economic model has attracted much interest.
This post is by a former University of Chicago macroeconomist and present Matlab for simulating the joint dynamics of interest rates, inflation, and unemployment. The author has other posts with Matlab code.
A macroeconomic model in Julia used by the New York Federal Reserve is at https://github.com/FRBNY-DSGE/DSGE.jl .
GLM.jl
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What is the Julia equivalent of Scikit-Learn?
Most things are broken up into different packages. For example: GLMs are here https://github.com/JuliaStats/GLM.jl
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Need help writing these two functions in Julia
You can use https://github.com/JuliaStats/GLM.jl
What are some alternatives?
StatsBase.jl - Basic statistics for Julia
MLJ.jl - A Julia machine learning framework
MixedModels.jl - A Julia package for fitting (statistical) mixed-effects models
RegressionTables.jl - Journal-style regression tables
ComponentArrays.jl - Arrays with arbitrarily nested named components.
ARCHModels.jl - A Julia package for estimating ARMA-GARCH models.
ControlSystems.jl - A Control Systems Toolbox for Julia
ScikitLearn.jl - Julia implementation of the scikit-learn API https://cstjean.github.io/ScikitLearn.jl/dev/
ScottishTaxBenefitModel.jl - A tax-benefit model for Scotland
generalized-additive-models - Generalized Additive Models in Python.