BigVAR - Dimension Reduction Methods for Multivariate Time Series
Estimates VAR and VARX models with Structured Penalties.
Last updated 2 months ago
7.69 score 56 stars 1 packages 98 scripts 544 downloadsDTMCPack - Suite of Functions Related to Discrete-Time Discrete-State Markov Chains
A series of functions which aid in both simulating and determining the properties of finite, discrete-time, discrete state markov chains. Two functions (DTMC, MultDTMC) produce n iterations of a Markov Chain(s) based on transition probabilities and an initial distribution. The function FPTime determines the first passage time into each state. The function statdistr determines the stationary distribution of a Markov Chain.
Last updated 3 years ago
1.51 score 32 scripts 246 downloads