This is a read-only mirror of the CRAN R package repository. rmgarch — Multivariate GARCH Models. Homepage: https://github.com/alexiosg/rmgarch
☆15Aug 31, 2025Updated 6 months ago
Alternatives and similar repositories for rmgarch
Users that are interested in rmgarch are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- DCC BEKK Factor Copula MSV☆14Mar 3, 2018Updated 8 years ago
- Conditional Autoregressive Value-at-Risk: all flavors of CAViaR.☆10Jan 15, 2018Updated 8 years 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
- R Package for Simulating, Estimating and Diagnosing MGARCH (BEKK and mGJR) Processes☆15Dec 6, 2022Updated 3 years ago
- Multivariate GARCH Models☆17Aug 31, 2025Updated 6 months ago
- MotifWalk: Network local structural representation embedding.☆11Jul 18, 2017Updated 8 years ago
- R package for proximity-based methods of link prediction.☆12Aug 11, 2025Updated 7 months ago
- Download statistical data from various institutions with a Python module☆14Jul 5, 2017Updated 8 years ago
- CoVaR estimation via quantile regression☆28Jan 30, 2018Updated 8 years ago
- COmplex Network Description Of Regulators, an R package for bipartite network analysis☆12Jul 5, 2019Updated 6 years ago
- Employee turnover (attrition) is a major cost to an organization, and predicting turnover is at the forefront of needs of Human Resources…☆11Feb 3, 2018Updated 8 years ago
- R package for the Evaluation Platform in COPD (EPIC), an agent-based whole-disease model for projection of health and economic outcomes a…☆13Updated this week
- Multilevel Network Analysis☆20Dec 14, 2019Updated 6 years ago
- Code repository for "Spatiotemporal Traffic Matrix Synthesis", Paul Tune and Matthew Roughan, ACM SIGCOMM 2015, London, UK, August 2015.☆15Jan 13, 2016Updated 10 years ago
- Simulation of Systems of interacting mean-field Particles with High Efficiency☆16Nov 27, 2023Updated 2 years ago
- My version of topic modelling using Latent Dirichlet Allocation (LDA) which finds the best number of topics for a set of documents using …☆14Nov 15, 2018Updated 7 years ago
- Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.☆16Oct 16, 2019Updated 6 years ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆34Sep 28, 2024Updated last year
- MuxViz: a tool for multilayer analysis and visualization of networks☆16Apr 10, 2018Updated 7 years ago
- Multivariate Autoregressive State-Space Modeling with R☆54Sep 9, 2025Updated 6 months ago
- analysis of douban top250 movies data☆15Sep 20, 2017Updated 8 years ago
- A terribly-simple data base for time series☆14Dec 16, 2025Updated 3 months ago
- Single sample network reconstruction in R☆24Apr 6, 2020Updated 5 years ago
- Economic Impact of Federal Reserve Speeches and Press Releases☆14May 5, 2019Updated 6 years ago
- Package: Interactive Presentation Ninja☆10Jun 7, 2024Updated last year
- villager is an extensible agent based modeling (ABM) framework for the R language. It supports agents, agent aggregations and their assoc…☆63Oct 28, 2025Updated 4 months ago
- Matlab codes used in the paper "Predicting the patterns of spatio-temporal signal propagation in complex networks"☆19May 5, 2020Updated 5 years ago
- Implementation of different classes of link predictors and methods to assess and visualise their performance.☆21Aug 24, 2018Updated 7 years ago
- Quarto Extension filter that adds a full screen button in the code blocks in RevealJs slides and html documents.☆14Apr 18, 2023Updated 2 years ago
- Codes for Econometrics course☆12Jan 18, 2026Updated 2 months ago
- Set of templates and themes to apply CMAP graphics standards to R products.☆15Nov 26, 2025Updated 3 months ago
- Slides for the RSS International Conference 2023 workshop on data visualisation.☆10Aug 11, 2024Updated last year
- MSGARCH R Package☆82Dec 5, 2022Updated 3 years ago
- An R toolbox for studying Complex Adaptive Systems and NETworks☆29Mar 10, 2026Updated last week
- A quarto extension for writing teaching practicals☆12Sep 21, 2025Updated 6 months ago
- This is a simple Tauri application designed to download the current video wallpaper in macOS Sonoma.☆19Mar 11, 2026Updated last week
- Julia-themed Quarto.☆11Jul 10, 2024Updated last year
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆57Nov 12, 2024Updated last year
- CRAN Task View: Empirical Finance☆15Jan 13, 2026Updated 2 months ago