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  1. tsmodels/tsmethods tsmodels/tsmethods Public

    R 3

  2. rmgarch rmgarch Public

    Multivariate GARCH Models

    R 11 5

  3. tsmodelspy/tspydistributions tsmodelspy/tspydistributions Public

    Location Scale Family Statistical Distributions

    Python 1

  4. Rsolnp Rsolnp Public

    General Non-linear Optimization Using Augmented Lagrange Multiplier Method

    R 2

  5. rugarch rugarch Public

    Univariate GARCH models in R

    R 19 5

  6. tsmodels/tsgarch tsmodels/tsgarch Public

    GARCH models estimated using autodiff.

    R 8