waternumbers / FKF
The Fast Kalman Filter (FKF) package for R
☆12Updated 7 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
- R package to download Prof. Kenneth French data sets☆12Updated last year
- getSymbols() reboot☆17Updated 5 months ago
- Rcpp Example for accessing NLopt☆13Updated last month
- nardl:An R package to estimate the nonlinear cointegrating autoregressive distributed lag model☆15Updated 3 years ago
- an R interface to Refinitv Eikon and Refinitiv DataStream☆10Updated 3 weeks ago
- Time-series functionality based on nanotime and data.table☆14Updated 3 months ago
- BLS API V2 interface☆14Updated last year
- This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reductio…☆9Updated last year
- All data and functions needed for the book "That's weird: anomaly detection using R" by Rob J Hyndman <https://OTexts.com/weird>☆15Updated 3 months ago
- An R-package for obtaining real-time data from ALFRED database☆19Updated 2 years ago
- R package for retrieving public data☆16Updated 3 months ago
- Additive quantile regression R package☆33Updated this week
- Forecasting for mlr3☆20Updated 8 months ago
- R implementation of advanced optimizers for torch☆26Updated last year
- Bayesian Multivariate GARCH☆17Updated 5 months ago
- Error Handling Made Easy☆27Updated 6 months ago
- Fast Wild Cluster Bootstrap Inference for Regression Models / OLS in R. Additionally, R port to WildBootTests.jl via the JuliaConnectoR.☆25Updated 8 months ago
- The R package x12☆18Updated 2 years ago
- R Installer Package for Pre-Built X-13ARIMA-SEATS Binaries☆10Updated 8 months ago
- ggplot2 extension for seasonal and trading day adjustment with RJDemetra☆12Updated 8 months ago
- statespacer: State Space Modelling in R☆15Updated 2 years ago
- Importing and Manipulating Symmetric Input-Output Tables☆21Updated 4 months ago
- Multivariate models for forecasting purposes☆11Updated 2 months ago
- Time varying vector autoregressive state space modeling of community interactions in a Bayesian framework☆10Updated 3 years ago
- R package that helps to retrieve data from Banco de España☆11Updated 3 weeks ago
- The idea is to pass matrices/vectors from R to C++, write pure C++/Armadillo code for the computation, and then export the result back to…☆13Updated 3 weeks ago
- Binary Choice Models with Fixed Effects☆9Updated 2 years ago
- convenience functions to help researchers elucidate patterns in their data☆26Updated 2 years ago
- R package with helper functions for developers and researchers familiar with Tidy Finance☆16Updated 3 months ago