Alternatives and similar repositories for echos:

Users that are interested in echos are comparing it to the libraries listed below

• EmanuelSommer / portvine
  Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.
  ☆22Updated 11 months ago
• BayerSe / esback
  Expected Shortfall Backtesting
  ☆12Updated last year
• hendersontrent / theft
  R package for Tools for Handling Extraction of Features from Time series (theft)
  ☆40Updated 3 months ago
• ph-rast / bmgarch
  Bayesian Multivariate GARCH
  ☆17Updated 2 months ago
• rbagd / dynfactoR
  Dynamic factor model estimation for R
  ☆23Updated 2 years ago
• Akai01 / caretForecast
  Conformal Time Series Forecasting Using State of Art Machine Learning Algorithms
  ☆24Updated 2 years ago
• BZPaper / RTransferEntropy
  Code to implement transfer entropy (Shannon and Renyi)
  ☆21Updated last year
• dhopp1 / nowcastLSTM
  R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.
  ☆12Updated 8 months ago
• robjhyndman / forecasting_workshop
  ☆17Updated last year
• LeopoldoCatania / GAS
  GAS models
  ☆34Updated 3 years ago
• atsa-es / MARSS
  Multivariate Autoregressive State-Space Modeling with R
  ☆52Updated 11 months ago
• xqnwang / fuma
  Forecast uncertainty based on model averaging
  ☆9Updated 3 years ago
• hagijyun / Time_Series_Analysis_4SSM_R_Stan
  Time Series Analysis for the State-Space Model with R/Stan
  ☆24Updated 3 years ago
• esmucler / odpc
  This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reductio…
  ☆8Updated 9 months ago
• robjhyndman / STR_paper
  Article by Dokumentov & Hyndman on Seasonal Trend decomposition using Regression
  ☆17Updated 3 years ago
• hannes101 / TimeVaryingCointegration
  R Implementation of the Time Varying Cointegration by Bierens and Martins 2010
  ☆10Updated 8 years ago
• tsmodels / tsgarch
  GARCH models estimated using autodiff.
  ☆13Updated last month
• gregorkastner / stochvol
  Partial re-write of the R package stochvol to allow for asymmetry (leverage).
  ☆15Updated 2 months ago
• waternumbers / FKF
  The Fast Kalman Filter (FKF) package for R
  ☆12Updated 4 months ago
• bssherwood / rqpen
  Penalized Quantile Regression
  ☆16Updated 2 months ago
• helske / walker
  Bayesian Generalized Linear Models with Time-Varying Coefficients
  ☆44Updated 4 months ago
• ineswilms / bigtime
  Sparse estimation of large time series models
  ☆29Updated last year
• MikeWolf007 / covShrinkage
  A package for shrinkage estimation of covariance matrices
  ☆12Updated 11 months ago
• HaotianXu / changepoints
  An R Package for Change Point Localisation
  ☆12Updated last year
• chenyang45 / BoostedHP
  packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"
  ☆11Updated 2 years ago
• config-i1 / greybox
  Regression model building and forecasting in R
  ☆31Updated this week
• boennecd / rollRegres
  R package for fast rolling and expanding linear regression models
  ☆22Updated 2 years ago
• mfasiolo / qgam
  Additive quantile regression R package
  ☆30Updated 4 months ago
• tnagler / vinereg
  D-vine quantile regression
  ☆11Updated last week
• AlbertoAlmuinha / garchmodels
  The Tidymodels Extension for GARCH models
  ☆34Updated 2 years ago