R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models
☆21Mar 13, 2024Updated 2 years ago
Alternatives and similar repositories for fracdiff
Users that are interested in fracdiff are comparing it to the libraries listed below
Sorting:
- A terribly-simple data base for time series☆14Dec 16, 2025Updated 3 months ago
- This repository contains an event dispatcher for .Net☆10Jul 27, 2016Updated 9 years ago
- Makes 'SimFin' data (https://simfin.com/) easily accessible in R.☆21Aug 13, 2025Updated 7 months ago
- Oracle 'Berkeley DB' Interface for R☆11Apr 3, 2019Updated 6 years ago
- My custom config files☆13Jun 5, 2025Updated 9 months ago
- A hardware counter profiler for R.☆22Feb 26, 2018Updated 8 years ago
- ☆20Oct 2, 2018Updated 7 years ago
- Calculate Simple Candle Stick Pattern☆28Feb 13, 2024Updated 2 years ago
- ☆12Jul 28, 2019Updated 6 years ago
- Unevenly Spaced Time Series in R☆15Apr 5, 2021Updated 4 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 high frequency time series data management☆66Jan 20, 2026Updated 2 months ago
- Now updated prior to the version on CRAN.☆14Jan 9, 2024Updated 2 years ago
- Fast utility for date/time parsing and conversion in R☆43Mar 24, 2022Updated 3 years ago
- Moving Averages and Other Rolling Operators for Unevenly Spaced Time Series in R☆16Aug 13, 2018Updated 7 years ago
- Fast and efficient computation of rolling and expanding statistics for time-series data.☆118Mar 3, 2026Updated 2 weeks ago
- Financial derivatives pricing and calibration using linked equity and credit models☆19Aug 4, 2025Updated 7 months ago
- HTML 5 Websockets implementation for R☆73Dec 1, 2017Updated 8 years ago
- Docker configuration for the R-hub Linux builders☆24Apr 4, 2024Updated last year
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated last year
- LLVM-based compiler for R code (experimental)☆51Jun 24, 2017Updated 8 years ago
- Translates an R function into a to a C++ function which is callable from within R. The typical use case intended by 'ast2ast' are functio…☆35Mar 5, 2026Updated 2 weeks ago
- Nanosecond Resolution Time Functionality for R☆55Mar 9, 2026Updated last week
- GARCH models estimated using autodiff.☆18Mar 14, 2026Updated last week
- Automatic detection of acoustic signals☆18Oct 30, 2025Updated 4 months ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆118Dec 14, 2024Updated last year
- Create Makefiles using R☆33Oct 15, 2025Updated 5 months ago
- R package with helper functions for developers and researchers familiar with Tidy Finance☆20Updated this week
- ANSI Control Sequence Aware String Functions☆55Nov 19, 2025Updated 4 months ago
- R implementation of Temporal Fusion Transformers☆34Nov 16, 2024Updated last year
- An R package that interfaces to DTN IQFeed over TCP/IP☆30Sep 7, 2016Updated 9 years ago
- BLS API V2 interface☆16Oct 2, 2023Updated 2 years ago
- Time Series Forecasting Using KNN☆11Dec 20, 2023Updated 2 years ago
- Time series with torch☆13Jun 18, 2022Updated 3 years ago
- Multivariate models for forecasting purposes☆12Nov 21, 2025Updated 4 months ago
- ☆19Jan 10, 2018Updated 8 years ago
- R implementation of advanced optimizers for torch☆26Jun 8, 2023Updated 2 years ago
- An R package for static analysis of R code.☆41May 12, 2024Updated last year
- Deep Learning with Metaheuristic☆28Jan 16, 2020Updated 6 years ago