Gregor Kastner (@gregorkastner)
github

gregorkastner

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  • Stars
    star
    19
  • Global Rank 661,842 (Top 23 %)
  • Followers 34
  • Following 4
  • Registered almost 8 years ago
  • Most used languages
    R
         100.0 %
  • Location πŸ‡¦πŸ‡Ή Austria
  • Country Total Rank 2,601
  • Country Ranking
    R
         30

Top repositories

1

stochvol

Partial re-write of the R package stochvol to allow for asymmetry (leverage).
R
16
star
2

factorstochvol

R
6
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3

threshtvp

Implementation of the TTVP Model by Huber, Kastner and Feldkircher (2019)
R
2
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4

bayes-inferenz

Some code accompanying a forthcoming book chapter
R
1
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