System Identification toolbox, compatible with ControlSystems.jl

State estimation, smoothing and parameter estimation using Kalman and particle filters.

Simulated Method of Moments for Julia

Easy scientific machine learning (SciML) parameter estimation with pre-built loss functions

Solve many kinds of least-squares and matrix-recovery problems

Jackknife resampling and estimation in Julia

package for Bayesian and classical estimation and inference based on statistics that are filtered through a trained neural net

WORK-IN-PROGRESS Solve and estimate heterogenous agent models with sequence-space Jacobians

Real time estimation of epidemic Effective Reproduction Number for Luxembourg

Methods for M-estimation of statistical models

Built-in solvers for the GeoStats.jl framework

Locally weighted regression solver for the GeoStats.jl framework

Leveraging the full dimensionality of single-cell transcriptomics (among other things!)

Estimator of Indirect Measurement Errors

Inverse distance estimation solver for the GeoStats.jl framework

Geostatistical estimation solvers for the GeoStats.jl framework

Implements Poisson fixed effects regression and robust standard errors from Wooldridge (1999) in Julia. The implementation should be faster than GLM.jl with many fixed effects.

Accompanying repository to a paper presented at the IEEE MFI 2024 conference (link below).

Basic scatter plots with overlayed linear fit and ideal trend lines for visualizing estimator performance

Simple methods to solve generalized method of moments (GMM) estimation.