Alternatives and similar repositories for Sim.DiffProc

Users that are interested in Sim.DiffProc are comparing it to the libraries listed below

• XiaoouPan / conquer
  Convolution-type Smoothed Quantile Regression
  ☆23Updated 2 years ago
• BayerSe / esback
  Expected Shortfall Backtesting
  ☆12Updated 2 years ago
• gregorkastner / stochvol
  Partial re-write of the R package stochvol to allow for asymmetry (leverage).
  ☆16Updated 2 months ago
• smeekes / bootUR
  R Package for Bootstrap Unit Root Tests
  ☆10Updated 7 months ago
• helske / walker
  Bayesian Generalized Linear Models with Time-Varying Coefficients
  ☆45Updated last year
• ineswilms / bigtime
  Sparse estimation of large time series models
  ☆32Updated 2 years ago
• LeopoldoCatania / GAS
  GAS models
  ☆35Updated 4 years ago
• mboeck11 / BGVAR
  Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.
  ☆31Updated last month
• ssdavenport / microsynth
  Synthetic controls for micro-level data
  ☆16Updated 8 months ago
• nicolagnecco / erf
  An R package for extreme quantile regression with random forests
  ☆12Updated last year
• cran / sandwich
   This is a read-only mirror of the CRAN R package repository. sandwich — Robust Covariance Matrix Estimators. Homepage: https://sandwich…
  ☆10Updated last year
• PhilBoileau / cvCovEst
  An R package for nonparametric covariance matrix estimation in high dimensions
  ☆14Updated last year
• HaotianXu / changepoints
  An R Package for Change Point Localisation
  ☆13Updated 2 years ago
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated 3 months ago
• boennecd / rollRegres
  R package for fast rolling and expanding linear regression models
  ☆22Updated 3 years ago
• ceweiss / ForecastComb
  Forecast Combination in R
  ☆29Updated 7 years ago
• rbagd / dynfactoR
  Dynamic factor model estimation for R
  ☆24Updated 3 years ago
• bbolker / bbmle
  maximum likelihood estimation package
  ☆25Updated 10 months ago
• helske / bssm
  Bayesian Inference of State Space Models
  ☆47Updated 3 months ago
• Non-Contradiction / autodiffr
  Automatic Differentiation for R
  ☆23Updated 7 years ago
• helske / KFAS
  KFAS: R Package for Exponential Family State Space Models
  ☆71Updated 7 months ago
• atsa-es / MARSS
  Multivariate Autoregressive State-Space Modeling with R
  ☆53Updated 3 months ago
• nk027 / bvar
  Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …
  ☆55Updated last year
• atsa-es / atsa
  Applied Time Series Analysis - course website repository.
  ☆18Updated 6 months ago
• nhejazi / haldensify
  R/haldensify: Highly Adaptive Lasso Conditional Density Estimation
  ☆18Updated 3 months ago
• acaimo / Bergm
  Set of Tools to Analyse Bayesian Exponential Random Graph Models
  ☆17Updated 3 weeks ago
• fate-ewi / bayesdfa
  Bayesian DFA with Stan
  ☆29Updated 7 months ago
• jolars / SLOPE
  Sorted L1 Penalized Estimation
  ☆19Updated last week
• tylerJPike / OOS
  Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …
  ☆11Updated 4 years ago
• bnaras / cvxr_tutorial
  useR! 2019 CVXR tutorial
  ☆30Updated 2 years ago