yuimaproject / yuimaLinks
Simulation and Inference for SDEs and Other Stochastic Processes
☆11Updated this week
Alternatives and similar repositories for yuima
Users that are interested in yuima are comparing it to the libraries listed below
Sorting:
- BLS API V2 interface☆16Updated 2 years ago
- The Fast Kalman Filter (FKF) package for R☆13Updated last year
- R package to download Prof. Kenneth French data sets☆14Updated last year
- getSymbols() reboot☆17Updated last year
- an R interface to Refinitv Eikon and Refinitiv DataStream☆10Updated last week
- An R package for multivariate signal extraction☆13Updated 3 months ago
- Time-series functionality based on nanotime and data.table☆15Updated 11 months ago
- R package for fast rolling and expanding linear regression models☆22Updated 3 years ago
- Forecasting for mlr3☆22Updated last year
- An R Package for Change Point Localisation☆13Updated 2 years ago
- Access DBnomics data series from R. THIS IS A MIRROR REPO, GO TO☆33Updated 5 years ago
- An R-package for obtaining real-time data from ALFRED database☆19Updated 2 years ago
- Bank of England Chart Themes and Styles for 'ggplot2'☆13Updated last year
- statespacer: State Space Modelling in R☆16Updated 2 years ago
- R package with helper functions for developers and researchers familiar with Tidy Finance☆20Updated 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>☆19Updated 2 months ago
- ☆10Updated last year
- split-apply-combine with optional collapsing groups☆12Updated 5 months ago
- Expected Shortfall Backtesting☆12Updated 2 years ago
- parallel execution of RSelenium☆14Updated 7 months ago
- R package for retrieving public data☆16Updated 11 months ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Updated 3 years ago
- Bayesian Multivariate GARCH☆18Updated last year
- nardl:An R package to estimate the nonlinear cointegrating autoregressive distributed lag model☆15Updated 4 years ago
- This is the data scraping & modeling code used for models shown in https://econforecasting.com.☆13Updated 2 years ago
- A time series toolbox for official statistics☆12Updated 3 months ago
- Error Handling Made Easy☆28Updated 7 months ago
- GARCH models estimated using autodiff.☆16Updated 7 months ago
- R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models☆21Updated last year
- Univariate GARCH models in R☆29Updated 5 months ago