waternumbers / FKFLinks
The Fast Kalman Filter (FKF) package for R
☆12Updated 11 months ago
Alternatives and similar repositories for FKF
Users that are interested in FKF are comparing it to the libraries listed below
Sorting:
- R package for fast rolling and expanding linear regression models☆22Updated 3 years ago
- R package to download Prof. Kenneth French data sets☆13Updated last year
- Rcpp Example for accessing NLopt☆14Updated 2 months ago
- Bayesian Multivariate GARCH☆18Updated 9 months ago
- This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reductio…☆9Updated last year
- An R-package for obtaining real-time data from ALFRED database☆19Updated 2 years ago
- Error Handling Made Easy☆28Updated 3 months ago
- R package that helps to retrieve data from Banco de España☆12Updated last week
- BLS API V2 interface☆15Updated last year
- nardl:An R package to estimate the nonlinear cointegrating autoregressive distributed lag model☆15Updated 3 years ago
- Time-series functionality based on nanotime and data.table☆15Updated 7 months ago
- getSymbols() reboot☆17Updated 9 months ago
- ggplot2 extension for seasonal and trading day adjustment with RJDemetra☆12Updated last month
- The R package x12☆18Updated 3 years ago
- Multivariate models for forecasting purposes☆12Updated 6 months ago
- An R Package for Change Point Localisation☆12Updated last year
- Time varying vector autoregressive state space modeling of community interactions in a Bayesian framework