Alternatives and similar repositories for vinereg

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

• tnagler / VineCopula
  Statistical inference of vine copulas
  ☆93Updated 3 months ago
• BayerSe / l1qr
  Lasso Quantile Regression
  ☆31Updated 5 years ago
• EmanuelSommer / portvine
  Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.
  ☆22Updated last year
• rakshitha123 / WeeklyForecasting
  This repository contains the experiments related with a new baseline model that can be used in forecasting weekly time series. This model…
  ☆47Updated 3 years ago
• 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
• CY-dev / hqreg
  Regularization Paths for Huber Loss Regression and Quantile Regression Penalized by Lasso or Elastic-Net
  ☆10Updated 8 months ago
• constantino-garcia / nonlinearTseries
  Nonlinear time series analysis in R
  ☆36Updated 9 months ago
• pmontman / fforma
  R package for Feature-based Forecast Model Averaging
  ☆35Updated 5 years ago
• chenhaotian / Changepoints
  Bayesian online change point detection and offline learning
  ☆57Updated 5 years ago
• jbrowell / ProbCast
  ProbCast: an R Package for Flexible Probabilistic Forecasting
  ☆32Updated 11 months ago
• nickpoison / Stochastic-Volatility-Models
  R Code to accompany "A Note on Efficient Fitting of Stochastic Volatility Models"
  ☆13Updated 2 years ago
• Akai01 / caretForecast
  Conformal Time Series Forecasting Using State of Art Machine Learning Algorithms
  ☆25Updated 2 years ago
• FK83 / scoringRules
  scoring rules to evaluate probabilistic forecasts
  ☆62Updated 10 months ago
• tom-beer / Outcome-Adaptive-LASSO
  Python implementation of the paper 'Outcome-Adaptive Lasso: Variable Selection for Causal Inference'
  ☆16Updated 5 years ago
• robjhyndman / tscompdata
  Time series competition data
  ☆18Updated 2 years ago
• kvasilopoulos / exuber
  Econometric Analysis of Explosive Time Series
  ☆29Updated last year
• cjporteo / ACTSC445-QERM-projects
  Various risk analysis projects in R, applying extreme value theory, copula modeling, and value-at-risk backtesting to real world stock da…
  ☆15Updated 4 years ago
• keblu / MSGARCH
  MSGARCH R Package
  ☆80Updated 2 years ago
• SMAC-Group / wv
  This R package provides the tools to perform standard and robust wavelet variance analysis for time series (signal processing). Among ot…
  ☆17Updated last year
• BZPaper / RTransferEntropy
  Code to implement transfer entropy (Shannon and Renyi)
  ☆23Updated 2 years ago
• hendersontrent / feature-set-comp
  Compares various time-series feature sets on computational performance, within-set structure, and between-set relationships.
  ☆11Updated 3 years ago
• Ralami1859 / BayesianOnlineChange-pointDetection-python-codes-
  Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.
  ☆15Updated 3 years ago
• andrugo / RCoVaRCopula
  R Code CoVaR with Copula
  ☆76Updated 9 months ago
• ChadFulton / pymar
  Markov Switching Models for Statsmodels
  ☆23Updated 9 years ago
• ArdiaD / RiskPortfolios
  Functions for the construction of risk-based portfolios
  ☆52Updated 4 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 4 years ago
• GustavoAlovisi / cvar_portfolio_optim
  ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.
  ☆29Updated 4 years ago
• PedroBSB / Caviar
  Conditional Autoregressive Value-at-Risk: all flavors of CAViaR.
  ☆10Updated 7 years ago
• dhopp1 / nowcast_lstm
  LSTM neural networks for nowcasting economic data.
  ☆66Updated last year
• jhlinplus / high_dim_favar_estimation
  Code Repo for "Regularized estimation of high-dimensional FAVAR models", JMLR, 2020
  ☆9Updated last year