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 Topic > Time Series
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11 projects in result set.
0. 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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- Topic : Econometrics : Time Series Modelling [Filter]
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- Topic : Time Series (Now Filtering)
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Registered: 2009-05-27 13:22 |
1. xts - extensible time series - Provide uniform handling of R's different time-based data classes, allowing
user-level customization and extension, while simplifying cross-class interoperability.
This project has moved from R-Forge to GitHub :
https://github.com/joshuaulrich/xts
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- Topic : Econometrics : Basic Time Series Infrastructure [Filter]
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Registered: 2008-01-03 18:11 |
2. The SDE package - Simulation and Inference for one dimensional SDE's
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- Development Status : 6 - Mature [Filter]
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- License : OSI Approved : GNU General Public License (GPL) [Filter]
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- Programming Language : R [Filter]
- Topic : Finance : Time Series (Now Filtering)
- Topic : Numerical Analysis : Prob\. Methods, Simulation and Stochastic Differential Equations [Filter]
- Topic : Time Series (Now Filtering)
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Registered: 2009-07-01 07:06 |
3. 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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- Development Status : 6 - Mature [Filter]
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- Programming Language : R [Filter]
- Topic : Econometrics : Time Series Modelling [Filter]
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Registered: 2011-01-22 23:19 |
4. zoo: Time Series Infrastructure - An S3 class with methods for totally ordered indexed
observations aimed particularly at irregular
time series.
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- Development Status : 5 - Production/Stable [Filter]
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- Topic : Econometrics : Basic Time Series Infrastructure [Filter]
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- Topic : Time Series (Now Filtering)
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Registered: 2007-01-31 15:02 |
5. Fitting RSLN models - Regime-switching lognormal (RSLN) models are prominently used in actuarial science and risk management. This package implements Bayesian methods to fit the model, enabling academics and practitioners to incorporate the RSLN model in their work.
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- Development Status : 3 - Alpha [Filter]
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- Programming Language : R [Filter]
- Topic : Bayesian Statistics : Specific Model Fitting [Filter]
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Registered: 2010-04-06 19:08 |
6. simsalabim - This package currently implements Singular System/Spectrum Analysis (SSA) and Phase Synchronisation Indices.
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- Development Status : 4 - Beta [Filter]
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Registered: 2008-10-03 08:07 |
7. FinTS - To create a companion package for Ruey Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley).
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- Development Status : 3 - Alpha [Filter]
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- License : OSI Approved : GNU General Public License (GPL) [Filter]
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- Operating System : Microsoft : Windows : Windows NT/2000/XP [Filter]
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- Topic : Finance : Risk Management : Value at Risk [Filter]
- Topic : Finance : Time Series (Now Filtering)
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Registered: 2007-10-19 01:10 |
8. AICTS I - Unit root and cointegration tests encountered in applied econometric analysis.
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- Development Status : 5 - Production/Stable [Filter]
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- Topic : Time Series (Now Filtering)
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Registered: 2007-08-23 15:29 |
9. AICTS II - VAR, SVAR, VECM and SVECM models: Estimation, prediction, impulse response analysis, forecast error variance decomposition, diagnostic testing.
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- Development Status : 5 - Production/Stable [Filter]
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- Topic : Time Series (Now Filtering)
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Registered: 2007-08-23 15:35 |
10. punitroots: Panels With Unit Roots - Tests for unit roots in panels of (economic) time series, with and without cross-sectional dependence.
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- Development Status : 1 - Planning [Filter]
- Environment : Console (Text Based) [Filter]
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- License : OSI Approved : GNU General Public License (GPL) [Filter]
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Registered: 2011-04-30 17:48 |
