Showing 3 of total 3 results (show query)
tianxia-jia
mcgf:Markov Chain Gaussian Fields Simulation and Parameter Estimation
Simulating and estimating (regime-switching) Markov chain Gaussian fields with covariance functions of the Gneiting class (Gneiting 2002) <doi:10.1198/016214502760047113>. It supports parameter estimation by weighted least squares and maximum likelihood methods, and produces Kriging forecasts and intervals for existing and new locations.
Maintained by Tianxia Jia. Last updated 9 months ago.
1 stars 4.64 score 11 scripts
config-i1
complex:Time Series Analysis and Forecasting Using Complex Variables
Set of function implementing the instruments for complex-valued modelling, including time series analysis and forecasting. This is based on the monograph by Svetunkov Sergey and Svetunkov Ivan "Complex-valued Econometrics with Examples in R" which is in press by Springer (expected to be published in 2024).
Maintained by Ivan Svetunkov. Last updated 6 months ago.
1 stars 3.40 score
bpfaff
gogarch:Generalized Orthogonal GARCH (GO-GARCH) Models
Provision of classes and methods for estimating generalized orthogonal GARCH models. This is an alternative approach to CC-GARCH models in the context of multivariate volatility modeling.
Maintained by Bernhard Pfaff. Last updated 3 years ago.
1.26 score 18 scripts