├── BayesianCausalInference ├── EMVS.R ├── MCMC.multivariate.ssm.R ├── MultiCausalImpact.R ├── MungeMatrix.R ├── estimate.counterfactual.R ├── kalmflter.R ├── koopmanfilter.R ├── ks.distance-plot.R ├── stationaryRestrict.R ├── two.stage.estimation.R └── varp.R ├── README.md └── example.R /BayesianCausalInference/EMVS.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-ning/Bayesian-multivariate-time-series-causal-inference/HEAD/BayesianCausalInference/EMVS.R -------------------------------------------------------------------------------- /BayesianCausalInference/MCMC.multivariate.ssm.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-ning/Bayesian-multivariate-time-series-causal-inference/HEAD/BayesianCausalInference/MCMC.multivariate.ssm.R -------------------------------------------------------------------------------- /BayesianCausalInference/MultiCausalImpact.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-ning/Bayesian-multivariate-time-series-causal-inference/HEAD/BayesianCausalInference/MultiCausalImpact.R -------------------------------------------------------------------------------- /BayesianCausalInference/MungeMatrix.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-ning/Bayesian-multivariate-time-series-causal-inference/HEAD/BayesianCausalInference/MungeMatrix.R -------------------------------------------------------------------------------- /BayesianCausalInference/estimate.counterfactual.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-ning/Bayesian-multivariate-time-series-causal-inference/HEAD/BayesianCausalInference/estimate.counterfactual.R -------------------------------------------------------------------------------- /BayesianCausalInference/kalmflter.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-ning/Bayesian-multivariate-time-series-causal-inference/HEAD/BayesianCausalInference/kalmflter.R -------------------------------------------------------------------------------- /BayesianCausalInference/koopmanfilter.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-ning/Bayesian-multivariate-time-series-causal-inference/HEAD/BayesianCausalInference/koopmanfilter.R -------------------------------------------------------------------------------- /BayesianCausalInference/ks.distance-plot.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-ning/Bayesian-multivariate-time-series-causal-inference/HEAD/BayesianCausalInference/ks.distance-plot.R -------------------------------------------------------------------------------- /BayesianCausalInference/stationaryRestrict.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-ning/Bayesian-multivariate-time-series-causal-inference/HEAD/BayesianCausalInference/stationaryRestrict.R -------------------------------------------------------------------------------- /BayesianCausalInference/two.stage.estimation.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-ning/Bayesian-multivariate-time-series-causal-inference/HEAD/BayesianCausalInference/two.stage.estimation.R -------------------------------------------------------------------------------- /BayesianCausalInference/varp.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-ning/Bayesian-multivariate-time-series-causal-inference/HEAD/BayesianCausalInference/varp.R -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-ning/Bayesian-multivariate-time-series-causal-inference/HEAD/README.md -------------------------------------------------------------------------------- /example.R: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/yc-ning/Bayesian-multivariate-time-series-causal-inference/HEAD/example.R --------------------------------------------------------------------------------