Statistical methodology for graphical extreme value models
☆20Mar 25, 2026Updated this week
Alternatives and similar repositories for graphicalExtremes
Users that are interested in graphicalExtremes are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- An R package for causal discovery in heavy-tailed models☆12Apr 22, 2024Updated last year
- This is a read-only mirror of the CRAN R package repository. copula — Multivariate Dependence with Copulas. Homepage: https://copula.r-…☆11Feb 20, 2026Updated last month
- This is a read-only mirror of the CRAN R package repository. splm — Econometric Models for Spatial Panel Data☆10Dec 21, 2023Updated 2 years ago
- R Package for Bootstrap Unit Root Tests☆10May 5, 2025Updated 10 months ago
- Repository hosing the carbon policy shocks identified in Känzig (2023)☆14Mar 7, 2026Updated 3 weeks ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click and start building anything your business needs.
- ☆15Jun 17, 2021Updated 4 years ago
- Volatility Decomposition of Asset Price Time Series☆11May 5, 2019Updated 6 years ago
- Instrumental Variable Quantile Regression☆12Jul 17, 2023Updated 2 years ago
- R package: make pixel art interactively in a plot window, get a matrix, make a gif☆24Jun 4, 2024Updated last year
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆13Jan 11, 2018Updated 8 years ago
- Repository containing vintages of oil supply news shock data☆12Mar 7, 2026Updated 3 weeks ago
- ☆13Apr 16, 2021Updated 4 years ago
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆17Mar 9, 2026Updated 2 weeks ago
- Comprehensive tutorial notes for ETC2410 Introductory Econometrics☆13Sep 4, 2019Updated 6 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Collection of maps I made during the 30 day map challenge in November 2020☆28Apr 18, 2021Updated 4 years ago
- Towards causal inference for spatio-temporal data: conflict and forest loss in Colombia☆25Jan 11, 2022Updated 4 years ago
- ☆16Oct 20, 2021Updated 4 years ago
- Julia codes in "High-dimensional vector autoregressive time series modeling via tensor decomposition"☆14Jul 6, 2023Updated 2 years ago
- R code and Realized Volatility (RV) series set for fitting NN-based-HAR models to multinational RV series.☆13Sep 8, 2018Updated 7 years ago
- ☆11Jan 26, 2025Updated last year
- Multivariate GARCH Models☆17Aug 31, 2025Updated 6 months ago
- R Package for Auto Regressive Distributed Lag time series regression.☆17Jul 15, 2022Updated 3 years ago
- R/C++ implementation of Bayes VAR models☆21Nov 12, 2019Updated 6 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Code to replicate the main results in "The macroeconomic effects of oil supply news: Evidence from OPEC announcements", Känzig 2021☆16Sep 20, 2023Updated 2 years ago
- ☆18Sep 12, 2018Updated 7 years ago
- Copula-GP model☆16Oct 23, 2023Updated 2 years ago
- Stata module that calculates the weights underlying two-way fixed effect event studies☆19Aug 29, 2021Updated 4 years ago
- Replication package for Bonhomme Lamadon and Manresa paper, A distributional framework for matched data☆19Jan 31, 2024Updated 2 years ago
- Penalized Quantile Regression☆19Feb 3, 2026Updated last month
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆22Jun 4, 2025Updated 9 months ago
- R package to estimate time-varying coefficient regressions☆19Mar 11, 2026Updated 2 weeks ago
- ☆23Aug 18, 2021Updated 4 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- This resposity is a pre-released verison of Python code used in the paper "Asset pricing via the conditional quantile variational autoenc…☆17Jun 2, 2024Updated last year
- 📈 🐍 Multidimensional synthetic data generation with Copula and fPCA models in Python☆65Sep 28, 2023Updated 2 years ago
- an R package for testing, estimating and evaluating the Panel Smooth Transition Regression (PSTR) model.☆23Mar 8, 2026Updated 3 weeks ago
- This is a read-only mirror of the CRAN R package repository. GWmodel — Geographically-Weighted Models. Homepage: http://gwr.nuim.ie/☆20Sep 8, 2024Updated last year
- Replication of the 5 Fama-French factors as constructed in their 2015 paper.☆25Jun 5, 2022Updated 3 years ago
- Diebold & Yilmaz method, DCC-Garch method on composite indicies. 2009-2019☆23May 31, 2020Updated 5 years ago
- Convert digital images into georeferenced rasters☆14Updated this week