tharte / mbtLinks
R in Finance 2016 Seminar: Modern Bayesian Tools for Time Series Analysis
☆28Updated 9 years ago
Alternatives and similar repositories for mbt
Users that are interested in mbt are comparing it to the libraries listed below
Sorting:
- This is a read-only mirror of the CRAN R package repository. bsts — Bayesian Structural Time Series☆34Updated 2 months ago
- Temporal HIErarchical Forecasting☆48Updated 2 years ago
- Recurrent Neural Networks in R☆77Updated 2 years ago
- Draft introduction to probability and inference aimed at the Stan manual.☆83Updated 9 years ago
- An R package implementing Rubin's (1981) Bayesian bootstrap.☆49Updated 7 months ago
- Hierarchical and Grouped Time Series☆111Updated 10 months ago
- R package to implement the MEFM☆55Updated last year
- An R package for better visualizing a statistical learning model☆35Updated 3 years ago
- State space models (dynamic linear models, hidden Markov models) implemented in Stan.☆48Updated 7 years ago
- Library of Stan Models for Survival Analysis☆124Updated 5 years ago
- (fo)recast (re)gressor (gen)erator☆15Updated 9 years ago
- Rlgt is an R package for Bayesian Exponential Smoothing☆22Updated 7 months ago
- KFAS: R Package for Exponential Family State Space Models☆71Updated 5 months ago
- ☆60Updated 5 years ago
- Exploratory and diagnostic machine learning tools for R☆73Updated 4 years ago
- Graphical User Interface for Seasonal Adjustment☆23Updated last year
- Bayesian Generalized Linear Models with Time-Varying Coefficients☆45Updated last year
- An R package for large scale estimation with stochastic gradient descent☆62Updated 2 weeks ago
- Bayesian Modeling using Stan in R (May/June 2016)☆54Updated 9 years ago
- Full Bayesian Inference for Hidden Markov Models☆43Updated 6 years ago
- Methods for Temporal Disaggregation and Interpolation of Time Series☆41Updated 2 weeks ago
- ☆31Updated 5 years ago
- This package is DEPRECATED. Please use the packages `grf` or `ranger` instead, which have built-in confidence intervals.☆70Updated 7 years ago
- ☆88Updated 9 years ago
- Functions for Bayesian A/B Testing Post☆24Updated 3 years ago
- Blog about time series data mining in R.☆74Updated last year
- The R package M4comp2018 contains the 100000 time series from the M4-competition (https://www.m4.unic.ac.cy/)☆47Updated 6 years ago
- Grammatical Evolution for R☆28Updated 2 years ago
- Stan implementations of models in Doing Bayesian Data Analysis, 2nd Edition☆68Updated 7 years ago
- ☆32Updated 8 years ago