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Achievement: Arctic Code Vault ContributorAchievement: Pull Shark
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  1. quantileproj quantileproj Public

    Quantile Local Projections

    Jupyter Notebook 9 3

  2. cqsampling cqsampling Public

    Sampling from a set of conditional quantiles via inverse transform sampling, with quantiles uncrossing correction

    Python 1

  3. gar gar Public

    Conditional Density Projection via Quantile Regressions, Resampling and Multifit Models

    Python 7 7

  4. varfxi varfxi Public

    Model and replications scripts for the 2020 IMF Working Paper "Foreign Exchange Interventions Rules for Central Banks: A Risk-Based Framework"

    Jupyter Notebook 7 2

  5. densproj densproj Public

    Project densities via quantile coefficients, using matrix projections and resampling (useful in recursive system). For local projections, please use https://github.com/romainlafarguette/quantile-lo…

    Python 1 1

  6. plswrapper plswrapper Public

    Python wrapper to run projection on latent structures, also called partial least squares

    Python 1