Alternatives and similar repositories for copulastatistic

Users that are interested in copulastatistic are comparing it to the libraries listed below

• cuiruifei / CopulaFactorModel
  Inference for Gaussian copula factor models and its application to causal discovery.
  ☆15Updated 5 years ago
• avehtari / BDA_m_demos
  Bayesian Data Analysis demos for Matlab/Octave
  ☆65Updated 5 years ago
• tnagler / VineCopula
  Statistical inference of vine copulas
  ☆96Updated 3 months ago
• Tinkat / CoVaR
  CoVaR estimation via quantile regression
  ☆27Updated 7 years ago
• lcallot / lassovar
  Estimation and forecasting of VAR model with the Lasso
  ☆32Updated 6 months ago
• hanase / BMA
  R package for Bayesian model averaging
  ☆39Updated 10 months ago
• andrugo / RCoVaRCopula
  R Code CoVaR with Copula
  ☆77Updated last year
• BZPaper / RTransferEntropy
  Code to implement transfer entropy (Shannon and Renyi)
  ☆23Updated 2 years ago
• BayerSe / l1qr
  Lasso Quantile Regression
  ☆31Updated 5 years ago
• CY-dev / hqreg
  Regularization Paths for Huber Loss Regression and Quantile Regression Penalized by Lasso or Elastic-Net
  ☆10Updated last year
• ph-rast / bmgarch
  Bayesian Multivariate GARCH
  ☆18Updated last year
• luisdamiano / BayesHMM
  Full Bayesian Inference for Hidden Markov Models
  ☆43Updated 6 years ago
• hagijyun / Time_Series_Analysis_4SSM_R_Stan
  Time Series Analysis for the State-Space Model with R/Stan
  ☆24Updated 4 years ago
• PedroBSB / Caviar
  Conditional Autoregressive Value-at-Risk: all flavors of CAViaR.
  ☆10Updated 7 years ago
• danheck / metaBMA
  Bayesian Model Averaging for Random and Fixed Effects Meta-Analysis
  ☆30Updated 3 months ago
• wbnicholson / BigVAR
  Dimension Reduction Methods for Multivariate Time Series
  ☆61Updated 5 months ago
• shuyang-stat / multilevelMatching
  Propensity score Matching and Subclassification with 3 or more Treatments
  ☆21Updated 5 years ago
• constantino-garcia / nonlinearTseries
  Nonlinear time series analysis in R
  ☆37Updated last year
• lucabarbaglia / t-VAR
  Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…
  ☆19Updated 4 years ago
• BioSigSystLab / TV-MVAR
  Code Repository for Time Varying Multivariate Autoregressive (TV-MVAR) modeling
  ☆13Updated 7 months ago
• feng-li / Python-for-Statisticians-and-Economists
  Feng Li's Python Course for Statisticians and Economists
  ☆14Updated last year
• DarkEyes / VLTimeSeriesCausality
  A framework to infer causality on a pair of time series of real numbers based on Variable-lag Granger causality and transfer entropy.
  ☆56Updated last year
• vesGra / garch
  DCC BEKK Factor Copula MSV
  ☆14Updated 7 years ago
• diwangstat / VAR-Tensor
  Julia codes in "High-dimensional vector autoregressive time series modeling via tensor decomposition"
  ☆14Updated 2 years ago
• bdemeshev / bvar_om
  bvar with om
  ☆14Updated 4 years ago
• helske / walker
  Bayesian Generalized Linear Models with Time-Varying Coefficients
  ☆45Updated last year
• barunik / sam
  Code to compute Spillover Asymmetry Measure (SAM) introduced in Baruník, J., Kočenda, E. and Vácha, L., 2016. Asymmetric connectedness on…
  ☆14Updated 6 years ago
• kvasilopoulos / exuber
  Econometric Analysis of Explosive Time Series
  ☆31Updated 2 months ago
• luisdamiano / gsoc17-hhmm
  Bayesian Hierarchical Hidden Markov Models applied to financial time series, a research replication project for Google Summer of Code 201…
  ☆121Updated 6 years ago
• onnokleen / mfGARCH
  An R package for using mixed-frequency GARCH models
  ☆71Updated 2 years ago