nse - Numerical Standard Errors Computation in R
Collection of functions designed to calculate numerical standard error (NSE) of univariate time series as described in Ardia et al. (2018) <doi:10.1515/jtse-2017-0011> and Ardia and Bluteau (2017) <doi:10.21105/joss.00172>.
Last updated 2 years ago
econometricshacnsecpp
3.56 score 1 dependents 12 scripts 489 downloadsMSGARCH - Markov-Switching GARCH Models
Fit (by Maximum Likelihood or MCMC/Bayesian), simulate, and forecast various Markov-Switching GARCH models as described in Ardia et al. (2019) <doi:10.18637/jss.v091.i04>.
Last updated 2 years ago
openblascpp
2.49 score 1 stars 2 dependents 52 scripts 618 downloads