yukai-yang/mults

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1
Language
Go
License
GNU General Publi...
Created over 5 years ago
Updated over 5 years ago

yukai-yang/mults

yukai-yang

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implements the container for multivariate time series data

PSTR

an R package for testing, estimating and evaluating the Panel Smooth Transition Regression (PSTR) model.

R6DS

an R package implementing some useful data structures by using the R6 reference class.

zoomgrid

an R package implementing the grid search optimization algorithm with a zoom

FE

provides data sets and functions for the master and PhD course "Financial Econometrics"

PSTR_Experiments

provides R codes for all the experiments in the paper "Panel Smooth Transition Regression Models"

gridsearch

implementing the grid search with zoom algorithm by using the Go language

SMFilter

an R package implementing the filtering algorithms for the state-space models on the Stiefel manifold

LTable

for those who wanna make quick LaTeX code for tables of the results obtained in R.

jackknife

implementing the jackknife method of estimating standard errors

filters

implements several filtering algorithms

parago

implementing the Go routing and R apply like parallel computation

LinKF