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:
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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

andbucci/starvars
  • * DESCRIPTION

Size: 769 KB - Last synced: 18 days ago - Pushed: over 2 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

pawanjangra1198/r
  • * x86_64-pc-linux-gnu-library/4.1/broom/DESCRIPTION

Last synced: about 1 year 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
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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

jpburgard/mixtureVAR
  • * DESCRIPTION

Size: 38.1 KB - Last synced: 6 months ago - Pushed: 7 months 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