- Univariate forecasting for
ridge2f.
See https://thierrymoudiki.github.io/blog/2024/02/26/python/r/julia/ahead-v0100. - Fast calibration for
ridge2f(univariate and multivariate case).
See https://thierrymoudiki.github.io/blog/2024/02/26/python/r/julia/ahead-v0100.