waternumbers / FKF
The Fast Kalman Filter (FKF) package for R
☆12Updated 5 months ago
Alternatives and similar repositories for FKF:
Users that are interested in FKF are comparing it to the libraries listed below
- R package for fast rolling and expanding linear regression models☆22Updated 2 years ago
- getSymbols() reboot☆15Updated 3 months ago
- Rcpp Example for accessing NLopt☆13Updated 3 months ago
- BLS API V2 interface☆14Updated last year
- nardl:An R package to estimate the nonlinear cointegrating autoregressive distributed lag model☆14Updated 3 years ago
- This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reductio…☆8Updated 10 months ago
- Time-series functionality based on nanotime and data.table☆14Updated last month
- Fast Wild Cluster Bootstrap Inference for Regression Models / OLS in R. Additionally, R port to WildBootTests.jl via the JuliaConnectoR.☆24Updated 6 months ago
- an R interface to Refinitv Eikon and Refinitiv DataStream☆8Updated 2 months ago
- R package to download Prof. Kenneth French data sets☆11Updated 10 months ago
- Forecasting for mlr3☆20Updated 5 months ago
- R package for retrieving public data☆16Updated last month
- All data and functions needed for the book "That's weird: anomaly detection using R" by Rob J Hyndman <https://OTexts.com/weird>☆15Updated last month
- Bayesian Multivariate GARCH☆17Updated 3 months ago
- Error Handling Made Easy☆26Updated 4 months ago
- ggplot2 extension for seasonal and trading day adjustment with RJDemetra☆12Updated 6 months ago
- Compare run times for various data frame packages☆15Updated 6 months ago
- statespacer: State Space Modelling in R☆15Updated 2 years ago
- Time Series And Econometric Modeling In R☆15Updated 2 months ago
- Additive quantile regression R package☆32Updated 5 months ago
- Fast Effect Plots in R☆18Updated 2 weeks ago
- An R-package for obtaining real-time data from ALFRED database☆19Updated last year
- R package with helper functions for developers and researchers familiar with Tidy Finance☆15Updated last month
- Miscellaneous helper functions for mlr3☆12Updated last week
- R enviroment - fast imputations☆19Updated last week
- R Installer Package for Pre-Built X-13ARIMA-SEATS Binaries☆10Updated 6 months ago
- Leontief's Input-Output Model in R☆14Updated 8 months ago
- The R package x12☆18Updated 2 years ago
- R package to estimate time-varying coefficient regressions☆19Updated last year