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The University of Manchester
- Manchester, UK
- https://personalpages.manchester.ac.uk/staff/georgi.boshnakov/
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Rdpack Public
R package Rdpack provides functions and macros facilitating writing and management of R documentation.
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rbibutils Public
Convert bibliography files between various formats, including BibTeX, BibLaTeX, PubMed, RIS, and Bibentry. This is an R port of the bibutils utilities plus R manipulation of bibiliography objects.
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mixAR Public
An R package for time series modelling with mixture autoregressive and related models.
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StableEstim Public
R package for estimation of the four parameters of stable distributions. The package also provides functions to compute characteristic functions and tools to run Monte Carlo simulations.
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sarima Public
Time series modelling with extended regression SARIMA models
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timeSeriesDoc Public
Documentation of R package timeSeries
GNU General Public License v2.0 UpdatedJan 14, 2024 -
Countr Public
R package for flexible univariate count models based on renewal processes
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pcts Public
An R package for modelling periodically correlated and periodically integrated time series
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mcompanion Public
R package for multi-companion matrices with methods for generation of models with given spectral properties
R UpdatedNov 25, 2023 -
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FinTSDoc Public
Documentation website for R package 'FinTS' created with 'pkgdown'
UpdatedNov 14, 2022 -
cvar Public
R package providing functions for computing Expected shortfall (ES) and Value at risk (VaR)
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gbutils Public
An R package providing functions for simulation of complex numbers, plots and small programming utilities
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lagged Public
R package 'lagged' provides classes and methods for objects, like autocovariances, whose natural indexing starts from zero.
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reprexes Public
Site 'reprexes' is for reproducible examples demonstrating issues for reports on github or elsewhere.
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psistat Public
R functions mainly for computations related to Kolmogorov-Smirnov tests
R UpdatedNov 17, 2020 -
georgisemacs Public
Georgi's Emacs code
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zzfiles Public
Example files which cannot be put in the projects to which they belong
TeX UpdatedAug 7, 2018 -
GKF Public
An R package providing a fast and flexible implementation of the Kalman filter which handles missing values and non-positive definite variance matrices
C++ UpdatedMay 19, 2018 -