GAS models
☆36Jun 11, 2021Updated 4 years ago
Alternatives and similar repositories for GAS
Users that are interested in GAS are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Conditional Autoregressive Value-at-Risk: all flavors of CAViaR.☆10Jan 15, 2018Updated 8 years ago
- GARCH models estimated using autodiff.☆19Mar 14, 2026Updated last week
- Econometric Analysis of Explosive Time Series☆31Sep 19, 2025Updated 6 months ago
- R package crs (Categorical Regression Splines)☆17Updated this week
- A terribly-simple data base for time series☆14Dec 16, 2025Updated 3 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Tools for the EDITORS to manage the R Journal reviewing and issue building operations.☆18Mar 11, 2026Updated 2 weeks ago
- Quantitative Risk Management Concepts☆12Sep 27, 2016Updated 9 years ago
- Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods☆13Nov 29, 2017Updated 8 years ago
- Code for Vector Quantile Regression (Carlier, Chernozhukov, Galichon, Annals of Statistics, 2016)☆17Sep 2, 2021Updated 4 years ago
- MSGARCH R Package☆82Dec 5, 2022Updated 3 years ago
- A set of MATLAB and OCTAVE programs for the statistical analysis of linear time series using mainly state space methods☆13Oct 19, 2025Updated 5 months ago
- Set of functions to perform (financial) peer performance calculations☆13Aug 18, 2025Updated 7 months ago
- This is a read-only mirror of the CRAN R package repository. rugarch — Univariate GARCH Models. Homepage: https://github.com/alexiosg/r…☆29Mar 15, 2026Updated last week
- Article by Dokumentov & Hyndman on Seasonal Trend decomposition using Regression☆18Jul 1, 2021Updated 4 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Rjournal website sandbox, and deploy site. You can preview the changes at the address below.☆19Mar 18, 2026Updated last week
- This is a read-only mirror of the CRAN R package repository. copula — Multivariate Dependence with Copulas. Homepage: https://copula.r-…☆11Feb 20, 2026Updated last month
- A Linear Gaussian State Space Model (LGSSM) for pytorch, also known as a Linear Dynamical System (LDS)☆13May 17, 2021Updated 4 years ago
- ☆11Jul 20, 2015Updated 10 years ago
- R Package for Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes☆15Dec 6, 2022Updated 3 years ago
- Convert trained XGBoost model object in R to SQL script☆24Dec 12, 2025Updated 3 months ago
- Write events for TensorBoard☆11Jun 27, 2024Updated last year
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆22Jun 4, 2025Updated 9 months ago
- A Julia package for estimating ARMA-GARCH models.☆101Jan 16, 2026Updated 2 months ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Comparing fitting HMMs with R, RcppArmadillo, and TMB☆12Nov 23, 2017Updated 8 years ago
- Code, data and slides for the UTokyo "text as data" course (June 3-4, 2017)☆11Jun 5, 2017Updated 8 years ago
- Clustering-based Forecasting Method for Individual End-consumer Electricity Consumption Using Smart Grid Data☆10Nov 26, 2018Updated 7 years ago
- This repository contains the experiments related with a new baseline model that can be used in forecasting weekly time series. This model…☆48Feb 14, 2022Updated 4 years ago
- The project is advised by Professor Robert Engle in his FINANCIAL ECONOMETRICS PhD course. I made comparison between the performance of d…☆10Sep 14, 2018Updated 7 years ago
- Master Dissertation (2014): Backtesting Bootstrap Value-at-Risk and Expected Shortfall estimates in GARCH models☆14Mar 11, 2026Updated 2 weeks ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆160Dec 15, 2025Updated 3 months ago
- R package for calculation of 22 CAnonical Time-series CHaracteristics☆22Oct 3, 2024Updated last year
- Rcpp Example for accessing NLopt☆14Jan 27, 2026Updated 2 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆46Aug 29, 2024Updated last year
- An R package to simplify placing GitHub links in your Shiny applications and R Markdown documents☆23Nov 28, 2019Updated 6 years ago
- Comparison of Markov-Switching GARCH models, namely symmetric GARCH, EGARCH, GJR-GARCH, performances in Value-at-Risk forecasting.☆28Aug 28, 2017Updated 8 years ago
- Method developed by Tiago Dantas and Fernando Cyrino Oliveira that combines Bagging, Clusters and ETS to produce highly accurate time ser…☆11Jul 12, 2019Updated 6 years ago
- Prepare consistent BibTeX files for your LaTeX documents☆12Apr 6, 2025Updated 11 months ago
- This is a read-only mirror of the CRAN R package repository. quantreg — Quantile Regression. Homepage: https://www.r-project.org☆19Mar 10, 2025Updated last year
- 📃CSS Parser for R [Concept]☆12Aug 10, 2019Updated 6 years ago