Ezequiel Smucler (@esmucler)
github

esmucler

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  • Stars
    star
    16
  • Global Rank 733,269 (Top 26 %)
  • Followers 8
  • Following 14
  • Registered about 9 years ago
  • Most used languages
    R
         50.0 %
    C++
         25.0 %
    PostScript     25.0 %
  • Location 🇦🇷 Argentina
  • Country Total Rank 2,724
  • Country Ranking
    PostScript     2
    R
         27
    C++
         450

Top repositories

1

odpc

This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reduction technique proposed in Peña, Smucler and Yohai (2019) (https://doi.org/10.1080/01621459.2018.1520117).
R
8
star
2

gdpc

This package provides functions for computing the Generalized Dynamic Principal Components proposed in Peña and Yohai (2016). It also provides a function to automatically choose the number of components and lags, using the criteria described in Peña, Smucler and Yohai (2020).
PostScript
4
star
3

mmlasso

R package to compute the MM-Lasso and adaptive MM-Lasso estimators proposed in Smucler and Yohai (2017). A more efficient implementation, with a lot more options and functionalities, is available as part of the pense package https://cran.r-project.org/web/packages/pense/index.html.
C++
2
star
4

optimal_adjustment

Scripts to reproduce examples in Rotnitzky and Smucler (2020).
R
1
star