ph-rast / bmgarch

Related projects: ⓘ

• boennecd / rollRegres
  R package for fast rolling and expanding linear regression models
  ☆21Updated 2 years ago
• waternumbers / FKF
  The Fast Kalman Filter (FKF) package for R
  ☆11Updated 2 weeks ago
• gregorkastner / stochvol
  Partial re-write of the R package stochvol to allow for asymmetry (leverage).
  ☆15Updated 6 months ago
• xqnwang / fuma
  Forecast uncertainty based on model averaging
  ☆10Updated 3 years ago
• atsa-es / tvvarss
  Time varying vector autoregressive state space modeling of community interactions in a Bayesian framework
  ☆10Updated 2 years ago
• fate-ewi / bayesdfa
  Bayesian DFA with Stan
  ☆28Updated 6 months ago
• XiaoouPan / conquer
  Convolution-type Smoothed Quantile Regression
  ☆19Updated last year
• tidy-finance / r-tidyfinance
  R package with helper functions for developers and researchers familiar with Tidy Finance
  ☆11Updated this week
• HaotianXu / changepoints
  An R Package for Change Point Localisation
  ☆12Updated 11 months ago
• asael697 / varstan
  ☆37Updated this week
• eddelbuettel / rcppnloptexample
  Rcpp Example for accessing NLopt
  ☆13Updated 2 months ago
• thomaswiemann / ddml
  ddml: Double/Debiased Machine Learning in R
  ☆15Updated this week
• nareal / frenchdata
  R package to download Prof. Kenneth French data sets
  ☆12Updated 5 months ago
• luisdamiano / stancon18
  A primer on Hidden Markov Models using Stan. A Case Study submitted as a candidate for a contributed talk in StanCon 2018. Under review.
  ☆30Updated 6 years ago
• ajnafa / Bayesian-IPW
  ☆14Updated 2 years ago
• nhejazi / haldensify
  R/haldensify: Highly Adaptive Lasso Conditional Density Estimation
  ☆16Updated 6 months ago
• helske / walker
  Bayesian Generalized Linear Models with Time-Varying Coefficients
  ☆45Updated 3 weeks ago
• ArdiaD / DEoptim
  Differential evolution in R
  ☆28Updated last year
• DylanB95 / statespacer
  statespacer: State Space Modelling in R
  ☆15Updated last year
• icasas / tvReg
  R package to estimate time-varying coefficient regressions
  ☆19Updated last year
• zedtaha / nardl
  nardl:An R package to estimate the nonlinear cointegrating autoregressive distributed lag model
  ☆13Updated 3 years ago
• esmucler / odpc
  This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reductio…
  ☆7Updated 5 months ago
• jtimonen / lgpr
  R-package for interpretable nonparametric modeling of longitudinal data using additive Gaussian processes. Contains functionality for in…
  ☆25Updated last week
• becarioprecario / INLAMCMC_examples
  Examples on INLA within MCMC
  ☆11Updated 7 years ago
• groditi / blsR
  BLS API V2 interface
  ☆14Updated 11 months ago
• ZeBang / tensorTS
  R package for autoregressive, reduced-rank, and factor models in time series.
  ☆15Updated 4 months ago
• hagijyun / Time_Series_Analysis_4SSM_R_Stan
  Time Series Analysis for the State-Space Model with R/Stan
  ☆22Updated 2 years ago
• bgoodri / StanCon2020
  Material for my proposed StanCon talk
  ☆20Updated 3 years ago
• atsa-es / atsa
  Applied Time Series Analysis - course website repository.
  ☆17Updated last year
• MikeWolf007 / covShrinkage
  A package for shrinkage estimation of covariance matrices
  ☆11Updated 7 months ago