Generalized Method of Wavelet Moments (GMWM) is an estimation technique for the parameters of time series models. It uses the wavelet variance in a moment matching approach that makes it particularly suitable for the estimation of certain state-space models.
☆32Apr 25, 2025Updated 11 months ago
Alternatives and similar repositories for gmwm
Users that are interested in gmwm are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Econometric Analysis of Explosive Time Series☆31Sep 19, 2025Updated 6 months ago
- ☆10Jan 26, 2025Updated last year
- statespacer: State Space Modelling in R☆16Jan 27, 2023Updated 3 years ago
- BLS API V2 interface☆17Oct 2, 2023Updated 2 years ago
- Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations☆15May 16, 2021Updated 4 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Cross-recurrence quantification analysis of two time-series, of either categorical or continuous values. It provides different methods fo…☆12Jun 25, 2025Updated 9 months ago
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆13Jan 11, 2018Updated 8 years ago
- Estimating Dynamic Common Correlated Effects Models in Stata☆32Aug 15, 2025Updated 7 months ago
- GARCH models estimated using autodiff.☆19Mar 14, 2026Updated 3 weeks ago
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated 2 years ago
- Tigramite is a time series analysis python module for linear and information-theoretic causal inference. Version 3.0 described in http://…☆33Apr 25, 2017Updated 8 years ago
- Download trade data from UN Comtrade using jsonio and parsing the output in a user friendly format.☆17Jun 2, 2020Updated 5 years ago
- Tools to construct canonical and regular vines. StarVine can also be used as a bivariate copula fitting tool.☆15Oct 19, 2020Updated 5 years ago
- Economics and Pricing in R☆63Oct 28, 2025Updated 5 months ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Evaluation of Hybrid MODWT-MARS framework for financial time series forecasting☆18Sep 23, 2024Updated last year
- R package for sparse VAR estimation☆13Feb 5, 2026Updated 2 months ago
- R Package to query CDC PLACES API Data☆16Apr 1, 2026Updated last week
- A hybrid forecasting model that combines the Hilbert-Huang Transform and Multivariate Adaptive Regression Splines☆16Feb 7, 2019Updated 7 years ago
- Time Series Tools R package provides a series of tools to simulate, plot, estimate, select and forecast different time series models.☆15Mar 10, 2026Updated last month
- 2nd place submission to the MEG decoding competition https://www.kaggle.com/c/decoding-the-human-brain☆18Aug 5, 2014Updated 11 years ago
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆17Mar 9, 2026Updated last month
- R Implementation of the Time Varying Cointegration by Bierens and Martins 2010☆10Apr 14, 2016Updated 9 years ago
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆14Apr 17, 2021Updated 4 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- The Fast Kalman Filter (FKF) package for R☆13Sep 3, 2024Updated last year
- R package to estimate time-varying coefficient regressions☆19Mar 11, 2026Updated last month
- This R package provides the tools to perform standard and robust wavelet variance analysis for time series (signal processing). Among ot…☆17Oct 8, 2025Updated 6 months ago
- R Wrapper for the Energy Information Administration (EIA) API☆12Sep 8, 2023Updated 2 years ago
- MSGARCH R Package☆82Dec 5, 2022Updated 3 years ago
- An R-package for obtaining real-time data from ALFRED database☆19Mar 21, 2023Updated 3 years ago
- Dynamic Factor Models for R☆45Feb 7, 2026Updated 2 months ago
- ☆12Apr 17, 2024Updated last year
- ToolPlanner: A Tool Augmented LLM for Multi Granularity Instructions with Path Planning and Feedback☆18Dec 3, 2024Updated last year
- 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.
- Generalized Transfer Entropy analysis for model-free network reconstruction.☆30Nov 17, 2020Updated 5 years ago
- An R package for causal discovery in heavy-tailed models☆12Apr 22, 2024Updated last year
- R package for fast rolling and expanding linear regression models☆22May 5, 2022Updated 3 years ago
- Methods for Temporal Disaggregation and Interpolation of Time Series☆42Nov 5, 2025Updated 5 months ago
- ☆13Mar 19, 2025Updated last year
- An R client for the public CoinGecko API☆26Apr 15, 2023Updated 2 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