Workshop: The 2017 Beijing Workshop on Forecasting

I am organizing a workshop on forecasting to be held in Central University of Finance and Economics on Saturday, November 18, 2017. We have invited Professor Rob J Hyndman as keynote speaker. He will give four talks as part of the workshop. Other speakers are Junni Zhang for Peking University, Lei Song for, Hui Bu and Yanfei from Beihang University and I.

Full program details are available online.

Slides for the keynote speaker are available here.

R package: dng – distributions and gradients

An R package dng is now on CRAN.

At the moment, this package includes the distribution function and random generating process for  the “split-t” density and gradient base on my previous paper “Flexible Modeling of Conditional Distributions using Smooth Mixtures of Asymmetric Student T Densities”, Journal of Statistical Planning and Inference. We plan to add more densities.

Thank you Jiayue for the hard work.