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11 projects in result set.
1. Yuima Project - The project for simulation and inference of multidimensional stochastic differential equations with abstract noise.
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Activity Percentile: 4.00
Activity Ranking: 97.00
Register Date: 2009-09-28 13:24 |
2. Breaks For Additive Seasonal and Trend - BFAST, Breaks For Additive Seasonal and Trend, integrates the decomposition of time series into trend, seasonal, and remainder components with methods for detecting and characterizing change within time series.
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Activity Percentile: 3.00
Activity Ranking: 98.00
Register Date: 2009-09-14 05:28 |
3. GO-GARCH - GO-GARCH: Estimation and inference of Generalized Orthogonal GARCH models.
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Activity Percentile: 0.00
Activity Ranking: 0.00
Register Date: 2009-01-22 12:31 |
4. AICTS II - VAR, SVAR, VECM and SVECM models: Estimation, prediction, impulse response analysis, forecast error variance decomposition, diagnostic testing.
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Activity Percentile: 0.00
Activity Ranking: 0.00
Register Date: 2007-08-23 17:35 |
5. RRegArch - Simulation and Estimation of ARCH, GARCH, TARCH, EGARCH, APARCH model with different conditional means (AR, MA, ARMA, Var In Mean, St Deviation in Mean, multiple linear regression) and different types of conditional distributions.
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Activity Percentile: 0.00
Activity Ranking: 0.00
Register Date: 2009-04-23 14:22 |
6. Rwave: time-frequency analysis in 1-D - Rwave is a library of R functions which provide an environment for the time-frequency analysis of 1-D signals. It was originally written for Splus by Rene Carmona, Bruno Torresani, and Wen L. Hwang.
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Activity Percentile: 0.00
Activity Ranking: 0.00
Register Date: 2009-05-27 15:22 |
7. simsalabim - This package currently implements Singular System/Spectrum Analysis (SSA) and Phase Synchronisation Indices.
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Activity Percentile: 0.00
Activity Ranking: 0.00
Register Date: 2008-10-03 10:07 |
8. AICTS I - Unit root and cointegration tests encountered in applied econometric analysis.
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Activity Percentile: 0.00
Activity Ranking: 0.00
Register Date: 2007-08-23 17:29 |
9. spd - spd: semi-parametric piecewise distribution using kernel interior and parametric tail distribution (generalized pareto). Methods for fit, density, distribution, quantile and random number generation.
| - Development Status: 5 - Production/Stable [Filter]
- Intended Audience: End Users/Desktop [Filter]
- License: GNU General Public License (GPL) [Filter]
- Natural Language: English [Filter]
- Programming Language: R [Filter]
- Topic: Time Series Modelling [Filter]
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Activity Percentile: 0.00
Activity Ranking: 0.00
Register Date: 2008-11-04 23:00 |
10. rgarch - Flexible GARCH modelling in R with S4 methods for fitting, forecasting, simulation and inference, supported by summary and plot (check homepage for latest stable download, examples and news).
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Activity Percentile: 0.00
Activity Ranking: 0.00
Register Date: 2009-01-24 12:14 |
11. jmultiR - JMulTiR is an econometrics package designed for univariate and multivariate time series analysis. The numerical computations and graphics are done in R, the GUI is programmed in Java Swing with the jstatcom framework.
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Activity Percentile: 0.00
Activity Ranking: 0.00
Register Date: 2007-05-19 17:43 |
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