Discover @yukai-yang Open Source projects

凱(Kai) (@yukai-yang)

yukai-yang

Stars
52
Global Rank 331,951 (Top 12 %)
Followers 44
Following 18
Registered over 10 years ago
Most used languages

R
69.2 %

Go
23.1 %

Python
7.7 %
Location 🇸🇪 Sweden
Country Total Rank 3,118
Country Ranking

R
24

Go
388

Python
3,685

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

mults

implements the container for multivariate time series data

filters

implements several filtering algorithms

parago

implementing the Go routing and R apply like parallel computation

LinKF