Charles Knipp

A lightweight interface for DSGE models and state space estimation.

Arch Linux dotfiles

An implementation of the direct iteration algorithm ala (Childers et al., 2022) which drops any dependency on `DynamicPPL`

No description provided.

An amalgamation of SSMProblems, DynamicPPL, and AbstractMCMC that will make your skin crawl.

Joint parameter and state inference for state space models using Bayesian techniques

Implementation of advanced Sequential Monte Carlo and particle MCMC algorithms

State space programming

A modeling language which uses mathematically familiar syntax to interface with SSMProblems.jl

An extension of SSMProblems.jl for interfacing with ARMA models.

Syntax highlighting in Visual Studio Code

This module is an efficient and flexible implementation of various Sequential Monte Carlo (SMC) methods. Bayesian updates occur for both latent states and model parameters using joint inference.

A wholistic attempt at exploring digital signal processing for time series analysis by way of the Butterworth filter

consumer choice optimization in Go and Python 3

No description provided.

A repository of all the code I use as an undergraduate economics/math student

running patent data through a dataframe

No description provided.