Crate greeners 

greeners facade crate.

Modules

arima

autoreg

bart

BART: Bayesian Additive Regression Trees (Chipman, George & McCulloch 2010).

bayesian_linear

Bayesian Linear Regression with conjugate Normal-Inverse-Gamma prior.

bayesian_sc

Bayesian Synthetic Control (Brodersen et al. 2015; Scott 2019).

bayesian_sfa

Bayesian stochastic frontier analysis via MCMC (Gibbs sampling).

beta_model

binary_diagnostics

Diagnostics for binary choice models (logit/probit): classification table, ROC/AUC, Hosmer-Lemeshow goodness-of-fit, linktest.

biplot

PCA Biplot (Gabriel 1971).

bootstrap

bspline

bvar

Bayesian VAR (BVAR) with Minnesota prior.

causal_forest

Causal Forest (Wager & Athey 2018).

causal_impact

Causal Impact (Brodersen, Gallus, Henderson & Orban 2015).

column

conditional

conformal

Conformal Prediction (Vovk, Gammerman & Shafer 2005).

copula

Copula-based dependence modeling.

cuped

CUPED — Controlled-Experiment Using Pre-Experiment Data.

dataframe

datasets

dbscan

DBSCAN: Density-Based Spatial Clustering of Applications with Noise (Ester, Kriegel, Sander & Xu 1996).

dcc_garch

DCC-GARCH (Dynamic Conditional Correlation GARCH).

decomposition

descrstatsw

dfm

Extracts a small number of common factors from a large panel of macroeconomic indicators. The factors follow a VAR(1) process:

diagnostics

did

discrete

distributions

dml_crossfit

Double Machine Learning with cross-fitting (Chernozhukov et al. 2018).

double_ml

Double/debiased machine learning (Chernozhukov et al. 2018).

dr_learner

Doubly-Robust Learner (DR-learner, Kennedy 2023).

dynamic_factor

dynamic_panel

error

ets

event_study

Event study estimation: DiD with leads and lags.

export

Export functionality for model results as LaTeX, HTML, and CSV.

fa_panel

Factor-augmented panel regression.

fama_macbeth

favar

FAVAR (Factor-Augmented VAR).

fmols

Fully Modified OLS (FMOLS) for cointegrating regressions.

formula

functional_coef

Functional coefficient (varying coefficient) models.

garch

gee

glm

glmgam

gls

glsar

gmm

gmm_clustering

Gaussian Mixture Model via Expectation-Maximization (Dempster, Laird & Rubin 1977).

gp

Gaussian Process Regression (Krige, Matheron; Rasmussen & Williams 2006).

gradient_boosting

Gradient Boosting regression (Friedman 2001).

grf

Generalized Random Forest (Athey, Tibshirani & Wager 2019).

hausman

hawkes

Hawkes process — self-exciting point process.

heckman

hierarchical

Hierarchical Clustering: Agglomerative (Ward, Single, Complete, Average linkage) (Ward 1963; Johnson 1967).

imputation

influence

isotonic

Isotonic Regression (Barlow, Bartholomew, Bremner & Brunk 1972).

iv

johansen_break

Johansen cointegration test with structural breaks.

kmeans

K-Means Clustering (MacQueen 1967; Lloyd 1982).

linalg

lp_did

Local Projections Difference-in-Differences (LP-DiD) estimator.

lstm

LSTM (Long Short-Term Memory) recurrent neural network for time series forecasting.

margins

markov

markov_autoreg

mfvar

Mixed-Frequency VAR (MF-VAR) with MIDAS-style aggregation.

mice

MICE: Multiple Imputation by Chained Equations (van Buuren & Groothuis-Oudshoorn 2011).

midas

MIDAS (Mixed Data Sampling) regression.

mixed

mlp

Multilayer Perceptron (MLP) regression via backpropagation.

mnlogit

model_selection

moment_helpers

ms_var

Markov-Switching VAR (MS-VAR).

mstl

multipletests

multivariate

nardl

Nonlinear ARDL (NARDL) — asymmetric cointegration.

negbin

nls

Nonlinear Least Squares (NLS) estimation via Levenberg-Marquardt.

nonparametric

ols

ordered

orthogonal_forest

Orthogonal Random Forest (ORF) for CATE estimation (Oprescu, Syrgkanis & Wu 2019).

panel

panel_heckman

Panel Heckman (selection model with random effects).

panel_quantile

Panel quantile regression with fixed effects.

panel_robust

Robust panel inference tests:

panel_tobit

Panel Tobit model with random effects.

panel_var

Panel VAR (PVAR) via GMM estimation.

poisson

predicate

Row predicate evaluation for CSV/TSV filtering.

proportion

psm

pstr

Panel Smooth Transition Regression (PSTR) with fixed effects.

qrf

Quantile Regression Forest (Meinshausen 2006).

qrf_inference

QRF Inference: Quantile Regression Forest with bootstrap confidence intervals (Meinshausen 2006; Athey, Tibshirani & Wager 2019).

quantile

quantile_var

Quantile VAR (QVAR) — VAR estimation via quantile regression.

random_forest

Random Forest regression.

rd

reg_path

Regularization Path (Efron, Hastie, Johnstone & Tibshirani 2004; Zou & Hastie 2005).

rlm

rolling

setar

SETAR (Self-Exciting Threshold Autoregressive) model.

spatial

SAR: y = ρWy + Xβ + ε SEM: y = Xβ + u, u = λWu + ε

spatial_durbin

Spatial Durbin Model (SDM) for panel data with fixed effects.

spatial_durbin_error

Spatial Durbin Error Model (SDEM) for panel data with fixed effects.

spatial_panel

SAR panel: y_it = ρ·W·y_it + x_it’β + μ_i + ε_it SEM panel: y_it = x_it’β + μ_i + u_it, u_it = λ·W·u_it + ε_it

specification_tests

spectral

Spectral Clustering (Shi-Malik 2000, Ng-Jordan-Weiss 2002).

statespace

stats

stochastic_frontier

Stochastic Frontier Analysis (SFA).

summary_col

sur

survival

sv

Stochastic Volatility (SV) model via QMLE + Kalman filter/smoother.

svar

synth

synth_did

Synthetic Difference-in-Differences (Arkhangelsky et al. 2021).

three_sls

threshold

timeseries

tmle

Targeted Maximum Likelihood Estimation (TMLE) (van der Laan & Rubin 2006).

tobit

transformer

Transformer for time series forecasting (Vaswani et al. 2017).

transforms

tsne

t-SNE: t-Distributed Stochastic Neighbor Embedding (van der Maaten & Hinton 2008).

tv_copula

Time-varying copula with GARCH dynamics.

tvar

Threshold VAR (TVAR) — regime switching via threshold variable.

tvp

Time-Varying Parameter (TVP) regression via Kalman filter.

tvp_var

TVP-VAR (Time-Varying Parameter VAR) via Kalman filter.

types

umap

UMAP: Uniform Manifold Approximation and Projection (McInnes, Healy & Melville 2018).

unobserved_components

var

varma

vecm

wavelet

Maximal Overlap Discrete Wavelet Transform (MODWT).

wls

xgboost

XGBoost-style gradient boosting with L1/L2 regularization.

zero_inflated

Structs

ARDL

Autoregressive Distributed Lag model.

ARIMA

ArellanoBond

AutoReg

Autoregressive model.

BSplineBasis

B-spline basis generator.

BayesGaussMI

Bayesian Gaussian Multiple Imputation.

BayesMixedGLM

Bayesian Mixed GLM via Laplace approximation.

BetaModel

Beta regression model for response in (0, 1).

BetweenEstimator

BinaryDiagnostics

Diagnostics for binary choice models.

Bootstrap

Bootstrap methods for statistical inference

CUSUMTest

CUSUM test for structural stability.

CanCorr

Canonical Correlation Analysis.

CategoricalColumn

Categorical column with string levels and integer codes

ConditionalLogit

Conditional Logit (Chamberlain’s fixed-effects logit).

ConditionalMNLogit

Conditional Multinomial Logit (McFadden’s choice model).

ConditionalPoisson

Conditional Poisson (Hausman-Hall-Griliches).

CoxPH

Cox Proportional Hazards model.

DataFrame

A simple DataFrame-like structure for storing column-oriented data.

Datasets

Built-in datasets for examples and testing.

Decomposition

Classical seasonal decomposition and STL.

DescrStatsW

Weighted descriptive statistics.

Diagnostics

DiffInDiff

Equation

Structure to define a single system equation

ExponentialSmoothing

Exponential smoothing models (Holt-Winters family).

FGLS

FactorAnalysis

Factor Analysis via principal axis factoring.

FixedEffects

Formula

Represents a parsed formula in the form “y ~ x1 + x2 + … + xn”

GEE

Generalized Estimating Equations.

GLM

Generalized Linear Model estimator.

GLMGam

GLM with Generalized Additive Model via penalized splines.

GLSAR

GLS with AR errors (Cochrane-Orcutt generalized to AR(p)).

GMM

GenPoisson

Generalized Poisson regression.

HausmanTest

HypothesisTest

Hypothesis testing methods

IV

Influence

Influence diagnostics for regression models (DFBetas, DFFITS, CUSUM).

KDEMultivariate

Multivariate Kernel Density Estimation via product kernel.

KDEUnivariate

Univariate Kernel Density Estimation.

KalmanFilter

Kalman filter.

KalmanSmoother

Kalman smoother (Rauch-Tung-Striebel).

KaplanMeier

Kaplan-Meier survival estimator.

KernelReg

Nadaraya-Watson kernel regression estimator.

Logit

Logit implementation (Logistic Regression).

Lowess

Locally Weighted Scatterplot Smoothing.

MANOVA

One-way MANOVA.

MICE

Multiple Imputation by Chained Equations.

MNLogit

Multinomial Logit estimator.

MarkovSwitching

Markov Switching model with regime-dependent mean and variance.

MixedLM

Mixed Linear Model with REML estimation.

ModelSelection

Model selection and comparison utilities

ModelSummary

A model summary for side-by-side comparison.

NegBin

Negative Binomial regression estimator.

NegBinP

NegBinP: Negative Binomial with flexible P parameter.

NominalGEE

Nominal GEE: GEE with multinomial (baseline-category logit) working model.

OLS

OlsResult

OrderedLogit

Ordered Logit estimator.

OrderedProbit

Ordered Probit estimator.

OrdinalGEE

Ordinal GEE: GEE with cumulative logit (proportional odds) model.

PCA

Principal Component Analysis via eigendecomposition of correlation matrix.

PanelDiagnostics

Panel data diagnostic tests

PanelThreshold

Poisson

Poisson regression estimator.

Probit

Probit implementation (Regression with Normal CDF).

QuantileReg

RLM

Robust Linear Model estimator using M-estimation (IRLS).

RandomEffects

RecursiveLS

Recursive Least Squares estimator (Kalman-like sequential update).

RollingOLS

Rolling OLS estimator with fixed window size.

RollingWLS

Rolling WLS estimator with fixed window size.

SUR

SVAR

Structural VAR model.

SpecificationTests

Specification tests for regression models

StateSpaceModel

State space model specification: y_t = H * s_t + e_t, e_t ~ N(0, R_obs) s_t = F * s_{t-1} + R * u_t, u_t ~ N(0, Q)

Stats

Statistical tests and utilities.

SummaryCol

Side-by-side model comparison table (like Stata’s esttab or R’s stargazer).

SummaryStats

Summary statistics helper

SurEquation

Entry structure for the SUR

ThreeSLS

TimeSeries

TypeInferenceConfig

Configuration for automatic type inference in DataFrame loading.

VAR

VARMA

VECM

WLS

Weighted Least Squares estimator.

ZINB

Zero-Inflated Negative Binomial estimator.

ZIP

Zero-Inflated Poisson estimator.

Enums

BetaLink

Link function for Beta regression.

Column

Column enum supporting multiple data types

ColumnType

Explicit column type override for CSV loading.

CorrStructure

Correlation structure for GEE.

CovarianceType

DataType

Data type of a column

Family

Distribution family for GLM.

GarchDist

Error distribution for GARCH models

GarchModelType

GARCH model type

GreenersError

Custom error types for the Greeners library.

InferenceType

Kernel

Kernel function for density estimation and kernel regression.

Link

Link function for GLM.

RobustNorm

Robust norm functions for M-estimation.

Rotation

Rotation method for Factor Analysis.

SVarIdentification

Identification scheme for SVAR.

Functions

state_space_estimate

Convenience function: filter + smooth in one call.