Ecosyste.ms: Repos
An open API service providing repository metadata for many open source software ecosystems.
Package Usage: cran: vars
VAR Modelling
44 versions
Latest release: 6 months ago
37 dependent packages
21,577 downloads last month
View more package details: https://packages.ecosyste.ms/registries/cran.r-project.org/packages/vars
Dependent Repos 66
Thie1e/convenience
A small package of diverse functions for more convenient working in R (and my sandbox)- * DESCRIPTION
Size: 43.9 KB - Last synced: over 1 year ago - Pushed: over 7 years ago
puchen8229/MRCIGVAR0
- * DESCRIPTION
Size: 220 KB - Last synced: about 1 year ago - Pushed: almost 2 years ago
antoniofabio/tsDyn
tsDyn- * tsDyn/DESCRIPTION
Size: 2.55 MB - Last synced: 8 months ago - Pushed: over 12 years ago
tidymodels/broom
Convert statistical analysis objects from R into tidy format- * DESCRIPTION
Size: 79.1 MB - Last synced: 18 days ago - Pushed: 22 days ago
nk027/bvar
Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors in the fashion of Giannone, Lenza & Primiceri (2015). Allows for the computation of impulse responses and forecasts and provides functionality for assessing results.- * DESCRIPTION
Size: 5.4 MB - Last synced: 20 days ago - Pushed: 4 months ago
CIMES-USNA-UMA/CardioRVAR
An R package for closed loop cardiovascular analyses. Developed by @alvarochaoecija and @msdawid. Mantained by @alvarochaoecija.- * DESCRIPTION
Size: 188 KB - Last synced: 4 months ago - Pushed: 7 months ago
robjhyndman/fpp2-package
All data sets required for the examples and exercises in the book "Forecasting: principles and practice" (2nd ed, 2018) by Rob J Hyndman and George Athanasopoulos <http://OTexts.org/fpp2/>. All packages required to run the examples are also loaded.- * DESCRIPTION
Size: 31.8 MB - Last synced: 8 months ago - Pushed: 11 months ago
ecor/RMAWGEN
Github version on RMAWGEN package (http://cran.r-project.org/web/packages/RMAWGEN/index.html)- * DESCRIPTION
Size: 1.76 MB - Last synced: about 7 hours ago - Pushed: 6 months ago
nmecsys/nowcasting
R package for Dynamic Factor Models with mixed frequencies and unbalanced panel :chart_with_downwards_trend:- * DESCRIPTION
Size: 1.63 MB - Last synced: 8 months ago - Pushed: about 2 years ago
roqua/autovarCore
Automated Vector Autoregression Models and Networks- * DESCRIPTION
Size: 486 KB - Last synced: about 2 months ago - Pushed: over 3 years ago
SebKrantz/collapse
Advanced and Fast Data Transformation in R- * DESCRIPTION
Size: 99 MB - Last synced: 17 days ago - Pushed: 17 days ago
sinhrks/ggfortify
Define fortify and autoplot functions to allow ggplot2 to handle some popular R packages.- * DESCRIPTION
Size: 21.2 MB - Last synced: 19 days ago - Pushed: about 2 months ago
MatthieuStigler/tsDyn Fork of antoniofabio/tsDyn
tsDyn- * tsDyn/DESCRIPTION
Size: 13.8 MB - Last synced: 7 months ago - Pushed: 8 months ago
knime/knime-r
KNIME Interactive R Statistics Integration- * org.knime.ext.r3.bin.win32.x86/R-Inst/library/AER/DESCRIPTION
Size: 228 MB - Last synced: 3 months ago - Pushed: 3 months ago
angusmoore/varexternalinstrument
R library that implements the high-frequency identification method from Gertler Karadi (and others) for the R vars package- * DESCRIPTION
Size: 405 KB - Last synced: 8 months ago - Pushed: over 1 year ago
tylerJPike/OOS
Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric and modern machine learning techniques.- * DESCRIPTION
Size: 3.88 MB - Last synced: 19 days ago - Pushed: about 3 years ago
mayousif/Turbidity-Cleaner
- * library/AER/DESCRIPTION
- * library/broom/DESCRIPTION
Size: 345 MB - Last synced: about 1 year ago - Pushed: about 2 years ago
aciancetta/emDFM
R package for Dynamic Factor Models estimation and forecast evaluation, using the Expectation Maximization algorithm- * DESCRIPTION
Size: 85.9 KB - Last synced: about 1 year ago - Pushed: about 1 year ago
cran/autovarCore
:exclamation: This is a read-only mirror of the CRAN R package repository. autovarCore — Automated Vector Autoregression Models and Networks Report bugs for this package: https://github.com/roqua/autovarcore/issues- * DESCRIPTION
Size: 254 KB - Last synced: 10 months ago - Pushed: about 6 years ago
vvneng/NDFstudy
- * packrat/lib/x86_64-apple-darwin17.0/4.1.2/broom/DESCRIPTION
Last synced: about 1 year ago
r-pkg-team/r-cran-broom
Convert Statistical Analysis Objects into Tidy Data Frames- * DESCRIPTION
Last synced: 12 months ago
cran/tsDyn
:exclamation: This is a read-only mirror of the CRAN R package repository. tsDyn — Nonlinear Time Series Models with Regime Switching. Homepage: https://github.com/MatthieuStigler/tsDyn/wiki Report bugs for this package: https://github.com/MatthieuStigler/tsDyn/issues- * DESCRIPTION
Size: 10 MB - Last synced: 4 months ago - Pushed: 4 months ago
RebeccaSalles/TSPred
TSPred Package for R : Framework for Nonstationary Time Series Prediction- * DESCRIPTION
Size: 478 MB - Last synced: 4 months ago - Pushed: about 3 years ago
SMAC-Group/simts
:hourglass_flowing_sand: Time Series Tools R package provides a series of tools to simulate, plot, estimate, select and forecast different time series models.- * revdep/library/simts/new/broom/DESCRIPTION
- * revdep/library/simts/old/broom/DESCRIPTION
Size: 143 MB - Last synced: 12 days ago - Pushed: 9 months ago
BZPaper/RTransferEntropy
Code to implement transfer entropy (Shannon and Renyi)- * DESCRIPTION
Size: 2.05 MB - Last synced: 19 days ago - Pushed: over 1 year ago
GMestreM/fdaACF
Autocorrelation Function for Functional Time Series- * DESCRIPTION
Size: 424 KB - Last synced: 9 days ago - Pushed: over 3 years ago
AdaemmerP/lpirfs
- * DESCRIPTION
Size: 27 MB - Last synced: about 2 months ago - Pushed: 11 months ago
gmgeorg/LambertW
LambertW R package: Lambert W x F distributions and Gaussianization for skewed & heavy-tailed data- * DESCRIPTION
Size: 341 KB - Last synced: 7 days ago - Pushed: 6 months ago
tomaskrehlik/frequencyConnectedness
Spectral decomposition of spillover measures- * DESCRIPTION
Size: 1.96 MB - Last synced: 7 months ago - Pushed: over 1 year ago
namgillee/VARshrink
Shrinkage estimation methods for vector autoregressive models- >= 1.5.3 DESCRIPTION
Size: 2.08 MB - Last synced: about 2 months ago - Pushed: about 4 years ago
MatFar88/grangers
This repository contains data and code relative to the manuscript "A bootstrap test to detect prominent Granger-causalities across frequencies" by Matteo Farnè and Angela Montanari.- * DESCRIPTION
Size: 188 KB - Last synced: 7 months ago - Pushed: almost 4 years ago
config-i1/greybox
Regression model building and forecasting in R- * DESCRIPTION
Size: 3.59 MB - Last synced: 10 days ago - Pushed: 11 days ago
akhikolla/testpackages
- * fuzzedpackages/LambertW/DESCRIPTION
Size: 613 MB - Last synced: about 1 year ago - Pushed: over 3 years ago
roqua/autovar
A package to automate and simplify the process from raw data to VAR models.- * DESCRIPTION
Size: 7.34 MB - Last synced: about 2 months ago - Pushed: 8 months ago
xKDR/ifrogs
ifrogs R package- * DESCRIPTION
Size: 285 KB - Last synced: about 1 year ago - Pushed: almost 4 years ago
r-forge/ifrogs
Read-only mirror of "ifrogs" from r-forge SVN.- * pkg/DESCRIPTION
Size: 267 KB - Last synced: 10 months ago - Pushed: over 2 years ago
cran/ftsa
:exclamation: This is a read-only mirror of the CRAN R package repository. ftsa — Functional Time Series Analysis- * DESCRIPTION
Size: 4.7 MB - Last synced: 5 months ago - Pushed: 5 months ago
cran/broom
:exclamation: This is a read-only mirror of the CRAN R package repository. broom — Convert Statistical Objects into Tidy Tibbles. Homepage: https://broom.tidymodels.org/, https://github.com/tidymodels/broom Report bugs for this package: https://github.com/tidymodels/broom/issues- * DESCRIPTION
Size: 7.23 MB - Last synced: 22 days ago - Pushed: 22 days ago
r-forge/gogarch
Read-only mirror of "gogarch" from r-forge SVN.- * tags/release-0.6-6/DESCRIPTION
- * tags/release-0.6-7/DESCRIPTION
- * tags/release-0.6-8/DESCRIPTION
- * tags/release-0.6-9/DESCRIPTION
- * tags/release-0.7-0/DESCRIPTION
Size: 1.08 MB - Last synced: 10 months ago - Pushed: about 2 years ago
cran/het.test
:exclamation: This is a read-only mirror of the CRAN R package repository. het.test — White's Test for Heteroskedasticity- * DESCRIPTION
Size: 129 KB - Last synced: 8 months ago - Pushed: about 10 years ago
chrisaberson/het.test Fork of cran/het.test
:exclamation: This is a read-only mirror of the CRAN R package repository. het.test — White's Test for Heteroskedasticity- * DESCRIPTION
Size: 129 KB - Last synced: over 1 year ago - Pushed: about 10 years ago
cran/RTransferEntropy
:exclamation: This is a read-only mirror of the CRAN R package repository. RTransferEntropy — Measuring Information Flow Between Time Series with Shannon and Renyi Transfer Entropy. Homepage: https://github.com/BZPaper/RTransferEntropy Report bugs for this package: https://github.com/BZPaper/RTransferEntropy/issues- * DESCRIPTION
Size: 2.47 MB - Last synced: 10 months ago - Pushed: over 1 year ago
r-pkg-team/r-cran-ggfortify
GNU R data visualization tools for statistical analysis results- * DESCRIPTION
Last synced: 12 months ago
cran/TSPred
:exclamation: This is a read-only mirror of the CRAN R package repository. TSPred — Functions for Benchmarking Time Series Prediction. Homepage: https://github.com/RebeccaSalles/TSPred/wiki Report bugs for this package: https://github.com/RebeccaSalles/TSPred/issues- * DESCRIPTION
Size: 2.25 MB - Last synced: 10 months ago - Pushed: over 3 years ago
cran/LambertW
:exclamation: This is a read-only mirror of the CRAN R package repository. LambertW — Probabilistic Models to Analyze and Gaussianize Heavy-Tailed, Skewed Data. Homepage: https://github.com/gmgeorg/LambertW https://arxiv.org/abs/0912.4554 https://arxiv.org/abs/1010.2265 https://arxiv.org/abs/1602.02200 Report bugs fo ...- * DESCRIPTION
Size: 1000 KB - Last synced: 6 months ago - Pushed: 6 months ago
cran/portes
:exclamation: This is a read-only mirror of the CRAN R package repository. portes — Portmanteau Tests for Time Series Models- * DESCRIPTION
Size: 1.6 MB - Last synced: 10 months ago - Pushed: 12 months ago
mlr-org/mlr3temporal
Forecasting for mlr3- * DESCRIPTION
Size: 5.27 MB - Last synced: about 1 month ago - Pushed: 12 months ago
cran/RMAWGEN
:exclamation: This is a read-only mirror of the CRAN R package repository. RMAWGEN — Multi-Site Auto-Regressive Weather GENerator. Homepage: https://github.com/ecor/RMAWGEN, https://docs.google.com/file/d/0B66otCUk3Bv6V3RPbm1mUG4zVHc/edit, http://presentations.copernicus.org/EGU2012-14026_presentation.pdf, http://presentations.copernicus.org/EGU2012-5404_presentation.pdf- * DESCRIPTION
Size: 12.6 MB - Last synced: 10 months ago - Pushed: over 4 years ago
KNIME/knime-r
- * org.knime.ext.r3.bin.win32.x86/R-Inst/library/AER/DESCRIPTION
Size: 241 MB - Last synced: over 1 year ago
vlyubchich/funtimes
R package- * DESCRIPTION
Size: 1.53 MB - Last synced: 8 months ago - Pushed: about 1 year ago
r-pkg-team/r-cran-collapse
GNU R advanced and fast data transformation- * DESCRIPTION
Last synced: 12 months ago
Techtonique/ahead
Univariate and multivariate time series forecasting, with uncertainty quantification (Python & R)- * DESCRIPTION
Size: 6.27 MB - Last synced: 17 days ago - Pushed: 17 days ago
ahmedriza/r-packages
- * rhel8/4.1/broom/DESCRIPTION
Size: 90.2 MB - Last synced: about 1 year ago - Pushed: almost 2 years ago
icasas/tvReg
R package to estimate time-varying coefficient regressions- * DESCRIPTION
Size: 4.87 MB - Last synced: 11 days ago - Pushed: 11 months ago
jtagusari/wtn-hazardmap-app
- * R-Portable/App/R-Portable/library/broom/DESCRIPTION
Last synced: about 1 year ago
VFCI/fevdid
R Package to identify structural VAR shocks using maximization of explained forecast error variances. Implemented to target either the time domain or frequency domain.- * DESCRIPTION
Size: 5.15 MB - Last synced: about 1 month ago - Pushed: about 1 month ago
kvasilopoulos/econdata
Curated List of Economic Datasets- >= 1.5.3 DESCRIPTION
Last synced: over 1 year ago
tsabitov/SedSat2
Project goal is to updated Sediment Source Assessment Tool (Sed_SAT) for Determining the Sources of Fine-Grained Sediment - By Lillian E. Gorman Sanisaca, Allen C. Gellis, and David L. Lorenz with R-shiny framework.- * R-Portable/App/R-Portable/library/ggfortify/DESCRIPTION
Last synced: over 1 year ago
Blue-Matter/SAMtool
Model-based management procedures and conditioning model developed for more data-intensive applications.- * DESCRIPTION
Size: 122 MB - Last synced: 29 days ago - Pushed: 29 days ago
GeorgeNAL/NALathletics-blog
- * shinyapps/Salaries-map-app/lib/broom/DESCRIPTION
Size: 336 MB - Last synced: 10 months ago - Pushed: 10 months ago
sthagen/SebKrantz-collapse Fork of SebKrantz/collapse
Advanced and Fast Data Transformation in R- * DESCRIPTION
Size: 81.4 MB - Last synced: 1 day ago - Pushed: 1 day ago
drkowal/FDLM
- * DESCRIPTION
Size: 3.21 MB - Last synced: about 1 year ago - Pushed: almost 6 years ago
cran/collapse
:exclamation: This is a read-only mirror of the CRAN R package repository. collapse — Advanced and Fast Data Transformation. Homepage: https://sebkrantz.github.io/collapse/, https://github.com/SebKrantz/collapse, https://twitter.com/collapse_R Report bugs for this package: https://github.com/SebKrantz/collapse/issues- * DESCRIPTION
Size: 9.65 MB - Last synced: about 2 months ago - Pushed: about 2 months ago
cran/bruceR
:exclamation: This is a read-only mirror of the CRAN R package repository. bruceR — Broadly Useful Convenient and Efficient R Functions. Homepage: https://psychbruce.github.io/bruceR/ Report bugs for this package: https://github.com/psychbruce/bruceR/issues- * DESCRIPTION
Size: 2.58 MB - Last synced: 8 months ago - Pushed: 9 months ago
cran/BVAR
:exclamation: This is a read-only mirror of the CRAN R package repository. BVAR — Hierarchical Bayesian Vector Autoregression. Homepage: https://github.com/nk027/bvar Report bugs for this package: https://github.com/nk027/bvar/issues- * DESCRIPTION
Size: 3.43 MB - Last synced: 4 months ago - Pushed: 4 months ago
cran/bootCT
:exclamation: This is a read-only mirror of the CRAN R package repository. bootCT — Bootstrapping the ARDL Tests for Cointegration- * DESCRIPTION
Size: 129 KB - Last synced: 5 months ago - Pushed: 5 months ago
welch16/ggfortify Fork of sinhrks/ggfortify
Define fortify and autoplot functions to allow ggplot2 to handle some popular R packages.- * DESCRIPTION
Size: 21.4 MB - Last synced: 6 months ago - Pushed: almost 9 years ago
fdoperezi/ggfortify Fork of sinhrks/ggfortify
Define fortify and autoplot functions to allow ggplot2 to handle some popular R packages.- * DESCRIPTION
Size: 21.4 MB - Last synced: 3 months ago - Pushed: almost 9 years ago
gvanzin/ggfortify Fork of sinhrks/ggfortify
Define fortify and autoplot functions to allow ggplot2 to handle some popular R packages.- * DESCRIPTION
Size: 21.8 MB - Last synced: over 1 year ago - Pushed: about 9 years ago
nevrome/neomod_analysis
Analysis code and plots of my master thesis *Ein computerbasiertes Cultural Evolution Modell zur Ausbreitungsdynamik europäisch-bronzezeitlicher Bestattungssitten*- >= 1.5 DESCRIPTION
Size: 81 MB - Last synced: over 1 year ago - Pushed: over 5 years ago
cbchisanga/RMAWGEN Fork of ecor/RMAWGEN
Github version on RMAWGEN package (http://cran.r-project.org/web/packages/RMAWGEN/index.html)- * DESCRIPTION
Size: 1.85 MB - Last synced: over 1 year ago - Pushed: over 9 years ago
Tong-Chen/ggfortify Fork of sinhrks/ggfortify
Define fortify and autoplot functions to allow ggplot2 to handle some popular R packages.- * DESCRIPTION
Size: 20.7 MB - Last synced: about 1 year ago - Pushed: over 8 years ago
ozifirebrand/R-Classworks
Working with R- * R/win-library/4.1/broom/DESCRIPTION
Size: 87.5 MB - Last synced: over 1 year ago - Pushed: over 2 years ago
cran/FAVAR
:exclamation: This is a read-only mirror of the CRAN R package repository. FAVAR — Bayesian Analysis of a FAVAR Model- * DESCRIPTION
Size: 198 KB - Last synced: 10 months ago - Pushed: about 2 years ago
LionelGeo/ggfortify Fork of sinhrks/ggfortify
Define fortify and autoplot functions to allow ggplot2 to handle some popular R packages.- * DESCRIPTION
Size: 21.7 MB - Last synced: 10 months ago - Pushed: over 8 years ago
dedream/ggfortify Fork of sinhrks/ggfortify
Define fortify and autoplot functions to allow ggplot2 to handle some popular R packages.- * DESCRIPTION
Size: 20.7 MB - Last synced: 10 months ago - Pushed: over 8 years ago
KillEdision/ggfortify Fork of sinhrks/ggfortify
Define fortify and autoplot functions to allow ggplot2 to handle some popular R packages.- * DESCRIPTION
Size: 20.7 MB - Last synced: over 1 year ago - Pushed: over 8 years ago
qlycool/ggfortify Fork of sinhrks/ggfortify
Define fortify and autoplot functions to allow ggplot2 to handle some popular R packages.- * DESCRIPTION
Size: 20.7 MB - Last synced: 3 months ago - Pushed: over 8 years ago
renzhonglu/ggfortify Fork of sinhrks/ggfortify
Define fortify and autoplot functions to allow ggplot2 to handle some popular R packages.- * DESCRIPTION
Size: 20.8 MB - Last synced: over 1 year ago - Pushed: over 8 years ago
mostlyeconmix/tsDyn Fork of MatthieuStigler/tsDyn
tsDyn- * tsDyn/DESCRIPTION
Size: 3.51 MB - Last synced: over 1 year ago - Pushed: about 9 years ago
txd866/ggfortify Fork of sinhrks/ggfortify
Define fortify and autoplot functions to allow ggplot2 to handle some popular R packages.- * DESCRIPTION
Size: 20.7 MB - Last synced: over 1 year ago - Pushed: over 8 years ago
xfLee/ggfortify Fork of sinhrks/ggfortify
Define fortify and autoplot functions to allow ggplot2 to handle some popular R packages.- * DESCRIPTION
Size: 20.8 MB - Last synced: over 1 year ago - Pushed: over 8 years ago
ogutu/RMAWGEN Fork of ecor/RMAWGEN
Github version on RMAWGEN package (http://cran.r-project.org/web/packages/RMAWGEN/index.html)- * DESCRIPTION
Size: 1.85 MB - Last synced: over 1 year ago - Pushed: over 9 years ago
cran/dfms
:exclamation: This is a read-only mirror of the CRAN R package repository. dfms — Dynamic Factor Models. Homepage: https://sebkrantz.github.io/dfms/ Report bugs for this package: https://github.com/SebKrantz/dfms/issues- * DESCRIPTION
Size: 1.7 MB - Last synced: 10 months ago - Pushed: about 1 year ago
fjrossello/ggfortify Fork of sinhrks/ggfortify
Define fortify and autoplot functions to allow ggplot2 to handle some popular R packages.- * DESCRIPTION
Size: 20.8 MB - Last synced: over 1 year ago - Pushed: over 8 years ago
cran/lpirfs
:exclamation: This is a read-only mirror of the CRAN R package repository. lpirfs — Local Projections Impulse Response Functions Report bugs for this package: https://github.com/adaemmerp/lpirfs/issues- * DESCRIPTION
Size: 2.77 MB - Last synced: 10 months ago - Pushed: 11 months ago
cran/fdaACF
:exclamation: This is a read-only mirror of the CRAN R package repository. fdaACF — Autocorrelation Function for Functional Time Series. Homepage: https://github.com/GMestreM/fdaACF Report bugs for this package: https://github.com/GMestreM/fdaACF/issues- * DESCRIPTION
Size: 58.6 KB - Last synced: 10 months ago - Pushed: over 3 years ago
cbergmeir/tsDyn Fork of MatthieuStigler/tsDyn
tsDyn- * tsDyn/DESCRIPTION
Size: 3.19 MB - Last synced: about 1 year ago - Pushed: about 13 years ago
deepin-community/r-cran-broom
- * DESCRIPTION
Size: 701 KB - Last synced: about 2 months ago - Pushed: 7 months ago
yilab/ggfortify Fork of sinhrks/ggfortify
Define fortify and autoplot functions to allow ggplot2 to handle some popular R packages.- * DESCRIPTION
Size: 20.7 MB - Last synced: about 1 year ago - Pushed: over 8 years ago
wjhrdy/ggfortify Fork of sinhrks/ggfortify
Define fortify and autoplot functions to allow ggplot2 to handle some popular R packages.- * DESCRIPTION
Size: 20.8 MB - Last synced: about 1 year ago - Pushed: over 8 years ago