rbagd / dynfactoRLinks
Dynamic factor model estimation for R
☆24Updated 2 years ago
Alternatives and similar repositories for dynfactoR
Users that are interested in dynfactoR are comparing it to the libraries listed below
Sorting:
- KFAS: R Package for Exponential Family State Space Models☆68Updated 4 months ago
- tsDyn☆35Updated 11 months ago
- r package for bayesian VARs☆23Updated 7 years ago
- R package for mixed frequency time series data analysis.☆77Updated 6 months ago
- Dynamic Factor Models for R☆38Updated last week
- R package for Mixed-Frequency Bayesian VARs☆42Updated 4 years ago
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆45Updated last year
- R package for fast rolling and expanding linear regression models☆22Updated 3 years ago
- GAS models☆35Updated 4 years ago
- R package to estimate time-varying coefficient regressions☆19Updated last week
- Expected Shortfall Backtesting☆12Updated 2 years ago
- Leontief's Input-Output Model in R☆17Updated last month
- Multivariate Time Series Models: VAR, SVAR and SVEC☆45Updated 3 years ago
- Toolbox for the estimation of Bayesian Global Vector Autoregressions in R.☆31Updated last week
- House Price Indexes in R☆17Updated 5 months ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Updated 2 years ago
- Convolution-type Smoothed Quantile Regression☆23Updated 2 years ago
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆103Updated 3 years ago
- Univariate GARCH models in R☆28Updated 3 months ago
- Multivariate Autoregressive State-Space Modeling with R☆53Updated 3 weeks ago
- statespacer: State Space Modelling in R☆15Updated 2 years ago
- R wrapper for nowcast_lstm Python library. Long short-term memory neural networks for economic nowcasting.☆13Updated last year
- The Fast Kalman Filter (FKF) package for R☆12Updated last year
- R package np (Nonparametric Kernel Smoothing Methods for Mixed Data Types)☆49Updated 7 months ago
- Dimension Reduction Methods for Multivariate Time Series☆62Updated 4 months ago
- Functions for Bayesian inference of vector autoregressive and vector error correction models☆33Updated last year
- R package for retrieving public data☆16Updated 9 months ago
- Access DBnomics data series from R. THIS IS A MIRROR REPO, GO TO☆33Updated 4 years ago
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆17Updated 2 weeks ago
- Fast estimation of multinomial (MNL) and mixed logit (MXL) models in R with "Preference" space or "Willingness-to-pay" (WTP) space utilit…☆58Updated 3 weeks ago