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
• tnagler / vinereg
  D-vine quantile regression
  ☆11Updated 3 months ago
• tnagler / VineCopula
  Statistical inference of vine copulas
  ☆92Updated last month
• Tinkat / CoVaR
  CoVaR estimation via quantile regression
  ☆26Updated 7 years ago
• BayerSe / l1qr
  Lasso Quantile Regression
  ☆31Updated 5 years ago
• DanLAct / GARCH-SMC
  Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo
  ☆10Updated 5 years ago
• XueningZhu / NAR_old
  The code for network autoregression model (NAR)
  ☆10Updated 8 years ago
• functionaldata / PACE_matlab
  ☆15Updated 2 years ago
• PedroBSB / Caviar
  Conditional Autoregressive Value-at-Risk: all flavors of CAViaR.
  ☆10Updated 7 years ago
• haakonkavli / tvp_var_utils
  Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)
  ☆11Updated 7 years ago
• andrugo / RCoVaRCopula
  R Code CoVaR with Copula
  ☆76Updated 7 months ago
• cran / qrnn
   This is a read-only mirror of the CRAN R package repository. qrnn — Quantile Regression Neural Network
  ☆8Updated last year
• lcallot / lassovar
  Estimation and forecasting of VAR model with the Lasso
  ☆28Updated last year
• CY-dev / hqreg
  Regularization Paths for Huber Loss Regression and Quantile Regression Penalized by Lasso or Elastic-Net
  ☆10Updated 5 months ago
• hannes101 / TimeVaryingCointegration
  R Implementation of the Time Varying Cointegration by Bierens and Martins 2010
  ☆10Updated 9 years ago
• xqnwang / fuma
  Forecast uncertainty based on model averaging
  ☆9Updated 3 years ago
• cran / rumidas
   This is a read-only mirror of the CRAN R package repository. rumidas — Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MI…
  ☆11Updated last month
• diwangstat / VAR-Tensor
  Julia codes in "High-dimensional vector autoregressive time series modeling via tensor decomposition"
  ☆13Updated last year
• QuantLet / GrangerCausalityTestInQuantile
  ☆11Updated 2 months ago
• wbnicholson / BigVAR
  Dimension Reduction Methods for Multivariate Time Series
  ☆59Updated 3 weeks ago
• ph-rast / bmgarch
  Bayesian Multivariate GARCH
  ☆18Updated 5 months ago
• jhlinplus / high_dim_favar_estimation
  Official Code Repo for Paper "Regularized estimation of high-dimensional FAVAR models" in JMLR, 2020
  ☆8Updated last year
• ChuangWan / MVMQ-CAViaR
  The asymptotic normal distribution properties
  ☆15Updated 7 years ago
• 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
• GediminasB / bayesVAR_TVP
  R/C++ implementation of Bayes VAR models
  ☆17Updated 5 years ago
• GustavoAlovisi / cvar_portfolio_optim
  ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.
  ☆29Updated 4 years ago
• cran / copula
   This is a read-only mirror of the CRAN R package repository. copula — Multivariate Dependence with Copulas. Homepage: https://copula.r-…
  ☆10Updated last month
• nickpoison / Stochastic-Volatility-Models
  R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"
  ☆13Updated 2 years ago
• Bo-Ning / Bayesian-multivariate-time-series-causal-inference
  R code for ''Bayesian method for causal inference in spatially-correlated multivariate time series''
  ☆46Updated 4 years ago
• Reckziegel / Large-TVP-VAR
  Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.
  ☆22Updated 7 years ago