Filtering Algorithms for the State Space Model on the Stiefel Manifold (SMFilter)Provides the filtering algorithms for the state space model on the Stiefel manifold.
Real Time Monitoring of Asset Markets: Bubbles and Crisis (psymonitor)Apply the popular real-time monitoring strategy proposed by Phillips, Shi and Yu (2015a,b;PSY) <doi:10.1111/iere.12132>, <doi:10.1111/iere.121 …
Cramer-von Mises Goodness-of-Fit Tests (cvmgof)It is devoted to Cramer-von Mises goodness-of-fit tests. It implements three statistical methods based on Cramer-von Mises statistics to estimate and t …
Multiple Random Dot Product Graphs (multiRDPG)Fits the Multiple Random Dot Product Graph Model and performs a test for whether two networks come from the same distribution. Both methods are propose …
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