Engle-Granger cointegration models in R
☆18Feb 27, 2023Updated 3 years ago
Alternatives and similar repositories for egcm
Users that are interested in egcm are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- R package for fitting the partially cointegrated model☆15Feb 26, 2023Updated 3 years ago
- A terribly-simple data base for time series☆14Mar 25, 2026Updated last month
- ☆15Feb 2, 2026Updated 3 months ago
- nardl:An R package to estimate the nonlinear cointegrating autoregressive distributed lag model☆15Aug 18, 2021Updated 4 years ago
- Multivariate models for forecasting purposes☆12Nov 21, 2025Updated 5 months ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated 2 years ago
- Count the number of matches for a regex string in a subreddit☆11May 29, 2020Updated 5 years ago
- GARCH models estimated using autodiff.☆19Mar 14, 2026Updated last month
- Enhanced Portfolio Optimization (EPO)☆18Mar 5, 2024Updated 2 years ago
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆10Jan 12, 2021Updated 5 years ago
- An R package for extreme quantile regression with random forests☆12Dec 2, 2024Updated last year
- Python Code for Meucci Related Blog Posts☆16Jul 5, 2016Updated 9 years ago
- BLS API V2 interface☆17Oct 2, 2023Updated 2 years ago
- R package for fitting dynamic panel models with maximum likelihood☆16Apr 6, 2026Updated last month
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Penalized Poisson Pseudo Maximum Likelihood☆14Feb 10, 2025Updated last year
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Nov 2, 2022Updated 3 years ago
- Time series forecasting with Lasso-type shrinkage methods☆12Oct 28, 2025Updated 6 months ago
- The Jacobi Davison diagonalization, python interface with fortran underlying.☆12Mar 25, 2019Updated 7 years ago
- MQTT Air quality (PM10, PM2.5) monitoring station☆11Nov 17, 2020Updated 5 years ago
- Forecasting for mlr3☆22Aug 16, 2024Updated last year
- Provides advanced options strategies analytics using IG Index REST API☆10Oct 16, 2020Updated 5 years ago
- Testing for bubbles with R☆20Oct 19, 2019Updated 6 years ago
- An R package to draw highstock charts. This is for demonstration purpose of htmlwidgets at 46th Tokyo.R meeting.☆11Feb 27, 2015Updated 11 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Translator (export) from the Web Thing API to Prometheus metrics☆12Dec 8, 2022Updated 3 years ago
- Broker plugin for using IG with Zorro trader☆11Apr 26, 2021Updated 5 years ago
- R htmlwidget wrapper around the D3 scatterplot matrix☆10Feb 3, 2015Updated 11 years ago
- A Neo4j database of airline fleets.☆26May 24, 2014Updated 11 years ago
- A library for Mozilla experiments analysis☆14Apr 16, 2026Updated 2 weeks ago
- Modelling extreme values☆15Apr 28, 2026Updated last week
- Microservice to take snapshots (images/PDF) of Redash visualizations and dashboards.☆17Oct 27, 2023Updated 2 years ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆64Mar 27, 2026Updated last month
- Demo dashboard for Shiny, shows streaming CRAN log data☆12Nov 17, 2015Updated 10 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- A collection of ggplot2 extensions and scripts for graphics in R☆14Sep 19, 2018Updated 7 years ago
- An ideal starting point of a C++ Zorro project with Visual Studio.☆11Oct 7, 2024Updated last year
- Collection of scripts for Zorro Trading☆13Jul 30, 2020Updated 5 years ago
- Reusable shiny modules☆12Jan 29, 2016Updated 10 years ago
- Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.☆24Jan 22, 2024Updated 2 years ago
- R package for interacting with the IMF RESTful JSON API☆48Apr 4, 2023Updated 3 years ago
- Add export to png capability to dygraphs☆13Dec 23, 2017Updated 8 years ago