ph-rast / bmgarchLinks
Bayesian Multivariate GARCH
☆18Updated 11 months ago
Alternatives and similar repositories for bmgarch
Users that are interested in bmgarch are comparing it to the libraries listed below
Sorting:
- Bayesian DFA with Stan☆29Updated 4 months ago
- R package for fast rolling and expanding linear regression models☆22Updated 3 years ago
- Convolution-type Smoothed Quantile Regression☆23Updated 2 years ago
- Material for my proposed StanCon talk☆20Updated 4 years ago
- The Fast Kalman Filter (FKF) package for R☆12Updated last year
- R package to download Prof. Kenneth French data sets☆14Updated last year
- Multivariate Autoregressive State-Space Modeling with R☆52Updated 3 weeks ago
- Bayesian Inference of State Space Models☆46Updated last week
- Automatic forecasting and Bayesian modeling for time series with Stan☆46Updated 4 months ago
- ☆16Updated 3 years ago
- Average marginal estimates for Bayesian models fit with the brms package☆20Updated last week
- Differential evolution in R☆30Updated 2 years ago
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆45Updated last year
- Fit stochastic differential equation models with time-varying parameters☆15Updated 4 months ago
- Examples on INLA within MCMC☆12Updated 8 years ago
- Time Series Analysis for the State-Space Model with R/Stan☆24Updated 3 years ago
- Applied time series analysis in R with Stan. Allows fast Bayesian fitting of multivariate time-series models.☆48Updated last year
- Regression Spline Functions and Classes☆44Updated 7 months ago
- Time varying vector autoregressive state space modeling of community interactions in a Bayesian framework☆12Updated 4 years ago
- A primer on Hidden Markov Models using Stan. A Case Study submitted as a candidate for a contributed talk in StanCon 2018. Under review.☆31Updated 7 years ago
- R-package for interpretable nonparametric modeling of longitudinal data using additive Gaussian processes. Contains functionality for in…☆26Updated last month
- Repository for reproducing results in structured priors MRP paper☆17Updated 5 years ago
- An R Package for Change Point Localisation☆12Updated last year
- ☆33Updated 8 months ago
- Automatic Differentiation for R☆23Updated 6 years ago
- Forecast Combination in R☆30Updated 7 years ago
- Tools for automatically generating local sensitivity measures in Stan.☆36Updated 4 years ago
- Expected Shortfall Backtesting☆12Updated 2 years ago
- R/haldensify: Highly Adaptive Lasso Conditional Density Estimation☆18Updated 3 weeks ago
- Error Handling Made Easy☆28Updated 5 months ago