Pinned Repositories
Bayesian
CRAN Task View: Bayesian Inference
BART
:exclamation: This is a read-only mirror of the CRAN R package repository. BART — Bayesian Additive Regression Trees
bayes-inferenz
Some code accompanying a forthcoming book chapter
Bayesian
CRAN Task View: Bayesian Inference
factorstochvol
j-ISBA.github.io
j-ISBA website
qm1
Supplementary course material for Quantitative Methods 1
stochvol
Partial re-write of the R package stochvol to allow for asymmetry (leverage).
threshtvp
Implementation of the TTVP Model by Huber, Kastner and Feldkircher (2019)
j-ISBA.github.io
j-ISBA website
gregorkastner's Repositories
gregorkastner/stochvol
Partial re-write of the R package stochvol to allow for asymmetry (leverage).
gregorkastner/factorstochvol
gregorkastner/threshtvp
Implementation of the TTVP Model by Huber, Kastner and Feldkircher (2019)
gregorkastner/bayes-inferenz
Some code accompanying a forthcoming book chapter
gregorkastner/BART
:exclamation: This is a read-only mirror of the CRAN R package repository. BART — Bayesian Additive Regression Trees
gregorkastner/Bayesian
CRAN Task View: Bayesian Inference
gregorkastner/j-ISBA.github.io
j-ISBA website
gregorkastner/qm1
Supplementary course material for Quantitative Methods 1