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  1. rmgarch rmgarch Public

    Multivariate GARCH Models

    R 13 5

  2. tsmodelspy/tspydistributions tsmodelspy/tspydistributions Public

    Location Scale Family Statistical Distributions

    Python 2

  3. Rsolnp Rsolnp Public

    General Non-linear Optimization Using Augmented Lagrange Multiplier Method

    R 2

  4. rugarch rugarch Public

    Univariate GARCH models in R

    R 24 5

  5. tsmodels/tsgarch tsmodels/tsgarch Public

    GARCH models estimated using autodiff.

    R 13

  6. RcppBessel RcppBessel Public

    Bessel Functions Rcpp Interface

    C 1