ph-rast / bmgarchLinks
Bayesian Multivariate GARCH
☆18Updated 7 months ago
Alternatives and similar repositories for bmgarch
Users that are interested in bmgarch are comparing it to the libraries listed below
Sorting:
- R package for fast rolling and expanding linear regression models☆22Updated 3 years ago
- The Fast Kalman Filter (FKF) package for R☆12Updated 9 months ago
- Convolution-type Smoothed Quantile Regression☆21Updated 2 years ago
- Bayesian DFA with Stan☆29Updated 2 weeks ago
- ☆16Updated 3 years ago
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆17Updated 7 months ago
- Time varying vector autoregressive state space modeling of community interactions in a Bayesian framework☆11Updated 3 years ago
- Expected Shortfall Backtesting☆12Updated last year
- This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reductio…☆9Updated last year
- Paper repository for "Double Robust Two-Way Fixed Effect Regression for Panel Data"☆10Updated last year
- An R Package for Change Point Localisation☆12Updated last year
- Binary Choice Models with Fixed Effects☆9Updated 2 years ago
- BLS API V2 interface☆14Updated last year
- Forecast uncertainty based on model averaging☆9Updated 4 years ago
- getSymbols() reboot☆17Updated 7 months ago
- Rcpp Example for accessing NLopt☆13Updated last week
- R package to estimate time-varying coefficient regressions☆19Updated last year
- statespacer: State Space Modelling in R☆15Updated 2 years ago
- Differential evolution in R☆29Updated 2 years ago
- Error Handling Made Easy☆27Updated last month
- 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
- An R-package for obtaining real-time data from ALFRED database☆19Updated 2 years ago
- Average marginal estimates for Bayesian models fit with the brms package☆20Updated 4 months ago
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆44Updated 9 months ago
- Doubly-Robust and Efficient Estimators for Survival and Ordinal Outcomes in RCTs Without Proportional Hazards or Odds Assumptions☆11Updated 3 years ago
- nardl:An R package to estimate the nonlinear cointegrating autoregressive distributed lag model☆15Updated 3 years ago
- Material for my proposed StanCon talk☆20Updated 4 years ago
- R package to download Prof. Kenneth French data sets☆12Updated last year
- Time Series Analysis for the State-Space Model with R/Stan☆24Updated 3 years ago
- Penalized Quantile Regression☆15Updated 3 months ago