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
• luisdamiano / BayesHMM
  Full Bayesian Inference for Hidden Markov Models
  ☆43Updated 6 years ago
• svazzole / sparsevar
  R package for sparse VAR estimation
  ☆12Updated 4 years ago
• shuyang-stat / multilevelMatching
  Propensity score Matching and Subclassification with 3 or more Treatments
  ☆21Updated 6 years ago
• helske / walker
  Bayesian Generalized Linear Models with Time-Varying Coefficients
  ☆45Updated last year
• ph-rast / bmgarch
  Bayesian Multivariate GARCH
  ☆18Updated last year
• constantino-garcia / nonlinearTseries
  Nonlinear time series analysis in R
  ☆37Updated last year
• wbnicholson / BigVAR
  Dimension Reduction Methods for Multivariate Time Series
  ☆61Updated 6 months ago
• jmbh / tvvar_paper
  Reproducibility Archive for paper: "A Tutorial on Estimating Time-Varying Vector Autoregressive Models"
  ☆10Updated 5 years ago
• vesGra / garch
  DCC BEKK Factor Copula MSV
  ☆14Updated 7 years ago
• lcallot / lassovar
  Estimation and forecasting of VAR model with the Lasso
  ☆32Updated 3 weeks ago
• LeopoldoCatania / GAS
  GAS models
  ☆35Updated 4 years ago
• luisdamiano / stancon18
  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
• danheck / metaBMA
  Bayesian Model Averaging for Random and Fixed Effects Meta-Analysis
  ☆30Updated 4 months ago
• yukai-yang / PSTR
  an R package for testing, estimating and evaluating the Panel Smooth Transition Regression (PSTR) model.
  ☆22Updated 6 months ago
• tnagler / VineCopula
  Statistical inference of vine copulas
  ☆96Updated 4 months ago
• hanase / BMA
  R package for Bayesian model averaging
  ☆39Updated 10 months ago
• diwangstat / VAR-Tensor
  Julia codes in "High-dimensional vector autoregressive time series modeling via tensor decomposition"
  ☆14Updated 2 years ago
• CY-dev / hqreg
  Regularization Paths for Huber Loss Regression and Quantile Regression Penalized by Lasso or Elastic-Net
  ☆10Updated last year
• atsa-es / tvvarss
  Time varying vector autoregressive state space modeling of community interactions in a Bayesian framework
  ☆12Updated 4 years ago
• nickpoison / Stochastic-Volatility-Models
  R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"
  ☆13Updated 3 years ago
• yc-ning / Bayesian-multivariate-time-series-causal-inference
  R code for ''Bayesian method for causal inference in spatially-correlated multivariate time series''
  ☆46Updated 5 years ago
• config-i1 / greybox
  Regression model building and forecasting in R
  ☆31Updated 2 months ago
• hagijyun / Time_Series_Analysis_4SSM_R_Stan
  Time Series Analysis for the State-Space Model with R/Stan
  ☆24Updated 4 years ago
• EmanuelSommer / portvine
  Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.
  ☆23Updated last year
• pbreheny / ncvreg
  Regularization paths for SCAD- and MCP-penalized regression models
  ☆43Updated 3 weeks ago
• tnagler / vinereg
  D-vine quantile regression
  ☆11Updated 10 months ago
• lbelzile / mev
  Modelling extreme values
  ☆15Updated last week
• atsa-es / MARSS
  Multivariate Autoregressive State-Space Modeling with R
  ☆53Updated 3 months ago