Showing 3 of total 3 results (show query)
andrea-luciani
bimets:Time Series and Econometric Modeling
Time series analysis, (dis)aggregation and manipulation, e.g. time series extension, merge, projection, lag, lead, delta, moving and cumulative average and product, selection by index, date and year-period, conversion to daily, monthly, quarterly, (semi)annually. Simultaneous equation models definition, estimation, simulation and forecasting with coefficient restrictions, error autocorrelation, exogenization, add-factors, impact and interim multipliers analysis, conditional equation evaluation, rational expectations, endogenous targeting and model renormalization, structural stability, stochastic simulation and forecast, optimal control.
Maintained by Andrea Luciani. Last updated 4 months ago.
econometricsoptimal-controlsimultaneous-equationsstochastic-simulationstructural-equation-modelingtime-series
15 stars 6.13 score 30 scripts
techtonique
esgtoolkit:Toolkit for Monte Carlo Simulations
A toolkit for Monte Carlo Simulations in Finance, Economics, Insurance, Physics. Multiple simulation models can be created by combining building blocks provided in the package.
Maintained by T. Moudiki. Last updated 2 months ago.
diffusion-modeldiffusion-modelsmonte-carlo-methodsmonte-carlo-simulationmontecarlo-simulationscenario-analysisscenario-creatorscenario-generationsimulationstochastic-differential-equationsstochastic-processesstochastic-simulationcpp
11 stars 3.97 score 28 scripts
epinowcast
hashprng:Hash-Based Matching Pseudo-Random Number Generation
Provides helper functions for use of hash-based matching (HBM) for pseudo-random number generation (PRNG) in stochastic simulations. HBM-PRNG is an approach to simplify matching synthetic experiment samples, which ensures that matched runs different only in the focal parameters, not in their chance events.
Maintained by Carl Pearson. Last updated 2 years ago.
2 stars 3.30 score 5 scripts