Michael Creel

About ESS, I agree. For the other method, the ESS for the worst parameter is 269 in 23 seconds, for 5000 draws. That was improved during the last few releases,...

I have used kernel weights to do locally smoothed (e.g., nonparametric) quantile regression, relying on the interior point code from QuantileRegression.jl It is easy. See the following for a rough...

There is a simple regression example that shows how to deal with providing data from arrays in https://github.com/dmlc/MXNet.jl/blob/master/examples/regression-example.jl

For Reaper users on Linux, it is possible to use yabridge (https://github.com/robbert-vdh/yabridge) to access the windows plugin, installed in wine. I have tried a couple of models, and they sound...

I have solved this by using an environment that only includes Dynare and a few other packages that I need, and running it with Julia version 1.6 (which is the...

Hi Michel, That mod file uses uniform priors, not beta. It is doing maximum posterior estimation, but that's the same as ML, given that the priors are uniform. I think...

Hi Patrick, Generally, I do use my own version. I'm not programming much these days, as I have pretty much finished my research activities. I think that the problem is...

Hi. I passed the project to Aissam Hiddousi quite a while ago, but I believe he quit maintaining it several years ago. Last year (2024) Robert Petry, an early contributor,...