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13 projects in result set.
0. simsalabim - This package currently implements Singular System/Spectrum Analysis (SSA) and Phase Synchronisation Indices.
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- Topic : Econometrics : Time Series Modelling [Filter]
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- Topic : Time Series [Filter]
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Registered: 2008-10-03 08:07 |
1. pvar - pvar will be a package that calculates p-variation of a sample.
In addition the calculus of p-variation will by used for testing samples for structural break.
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- Topic : Econometrics : Structural Change [Filter]
- Topic : Econometrics : Time Series Modelling [Filter]
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Registered: 2012-08-23 10:39 |
2. Breaks For Additive Season and Trend - BFAST, Breaks For Additive Season and Trend, integrates the decomposition of time series into trend, season, and remainder components with methods for detecting and characterizing change within time series.
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- Topic : Econometrics : Structural Change [Filter]
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- Topic : Time Series [Filter]
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Registered: 2009-09-14 03:28 |
3. Yuima Project - The project for simulation and inference of multidimensional stochastic differential equations.
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- Development Status : 3 - Alpha [Filter]
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- Programming Language : C/C\+\+ [Filter]
- Programming Language : R [Filter]
- Topic : Econometrics : Time Series Modelling [Filter]
- Topic : Finance [Filter]
- Topic : Numerical Analysis : Prob\. Methods, Simulation and Stochastic Differential Equations [Filter]
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Registered: 2009-09-28 11:24 |
4. 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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- Programming Language : Fortran [Filter]
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- Topic : Econometrics : Time Series Modelling [Filter]
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- Topic : Time Series [Filter]
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Registered: 2009-05-27 13:22 |
5. Panel Cointegration Tests - Computation of panel cointegration test statistics. Reported are the empirical and the standardized values (as suggested in Pedroni, 1999).
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- Topic : Econometrics : Time Series Modelling [Filter]
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Registered: 2015-07-28 19:39 |
6. Time Series Utilities and Analysis - Time Series Utilities and Analysis provides programming utilities for manipulating time series, and user programs for analyzing time series, estimating time series models, and simulating.
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Registered: 2011-01-22 23:19 |
7. Extreme Values in R (evir) - Extreme Value in R: Functions for extreme value theory, which may be divided into the following groups; exploratory data analysis, block maxima, peaks over thresholds (univariate and bivariate), point processes, gev/gpd distributions.
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- Topic : Econometrics : Time Series Modelling [Filter]
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Registered: 2011-03-21 13:20 |
8. gEcon - gEcon is a framework for developing and solving large scale DSGE models. It consists of simple and intuitive model description language and an interface with a set of solvers in R. FOCs, steady state and linearisation equations are derived automatically.
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Registered: 2013-10-06 11:13 |
9. GO-GARCH - GO-GARCH: Estimation and inference of Generalized Orthogonal GARCH models.
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Registered: 2009-01-22 11:31 |
10. AICTS II - VAR, SVAR, VECM and SVECM models: Estimation, prediction, impulse response analysis, forecast error variance decomposition, diagnostic testing.
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Registered: 2007-08-23 15:35 |
11. AICTS I - Unit root and cointegration tests encountered in applied econometric analysis.
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Registered: 2007-08-23 15:29 |
12. 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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- Natural Language : German [Filter]
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Registered: 2007-05-19 15:43 |
