waternumbers / FKF
The Fast Kalman Filter (FKF) package for R
☆11Updated 2 weeks ago
Related projects: ⓘ
- R package for fast rolling and expanding linear regression models☆21Updated 2 years ago
- nardl:An R package to estimate the nonlinear cointegrating autoregressive distributed lag model☆13Updated 3 years ago
- Rcpp Example for accessing NLopt☆13Updated 2 months ago
- Bayesian Multivariate GARCH☆16Updated 9 months ago
- getSymbols() reboot☆16Updated 11 months ago
- R package to download Prof. Kenneth French data sets☆12Updated 5 months ago
- This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reductio…☆7Updated 5 months ago
- BLS API V2 interface☆14Updated 11 months ago
- R package with helper functions for developers and researchers familiar with Tidy Finance☆11Updated this week
- Leontief's Input-Output Model in R☆12Updated 3 months ago
- statespacer: State Space Modelling in R☆15Updated last year
- R scripts used in fpp3 book☆13Updated 2 years ago
- an R interface to Refinitv Eikon and Refinitiv DataStream☆7Updated this week
- Convolution-type Smoothed Quantile Regression☆19Updated last year
- Additive quantile regression R package☆30Updated last week
- Access DBnomics data series from R. THIS IS A MIRROR REPO, GO TO☆27Updated 3 years ago
- The R package x12☆17Updated 2 years ago
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆15Updated 6 months ago
- Applied Time Series Analysis - course website repository.☆17Updated last year
- Time varying vector autoregressive state space modeling of community interactions in a Bayesian framework☆10Updated 2 years ago
- An R-package for obtaining real-time data from ALFRED database☆20Updated last year
- Forecast uncertainty based on model averaging☆10Updated 3 years ago
- An R package for multivariate signal extraction☆14Updated 3 months ago
- R package for retrieving public data☆12Updated 2 weeks ago
- R package to estimate time-varying coefficient regressions☆19Updated last year
- Automatic forecasting and Bayesian modeling for time series with Stan☆44Updated 8 months ago
- Compare run times for various data frame packages☆13Updated 2 months ago
- tsDyn☆34Updated this week
- Fast Wild Cluster Bootstrap Inference for Regression Models / OLS in R. Additionally, R port to WildBootTests.jl via the JuliaConnectoR.☆23Updated last month
- This is the replication code for the paper: Heimberger, Philipp (2022): "Does public debt reduce economic growth?", Journal of Economic S…☆13Updated 2 years ago