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StFinMetrics
- Referenced in 38 articles
[sw29976]
- regression equations; state space models; factor models for asset returns; rolling analysis and change-point...
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stepR
- Referenced in 10 articles
[sw20772]
- package stepR: Multiscale Change-Point Inference. Allows fitting of step-functions to univariate serial data ... multiscale regression estimators SMUCE and HSMUCE. In addition, confidence intervals for the change-point locations...
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CauchyCP
- Referenced in 1 article
[sw38234]
- Hazards. An omnibus test of change-point Cox regression models to improve the statistical power...
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VIFCP
- Referenced in 1 article
[sw16253]
- paper ’A sequential multiple change-point detection procedure via VIF regression’ (Accepted by Computational Statistics...
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Matlab
- Referenced in 13460 articles
[sw00558]
- MATLAB® is a high-level language and interactive...
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R
- Referenced in 9810 articles
[sw00771]
- R is a language and environment for statistical...
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S-PLUS
- Referenced in 615 articles
[sw02892]
- S-PLUS is a powerful environment for statistical...
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UCI-ml
- Referenced in 3379 articles
[sw04074]
- UC Irvine Machine Learning Repository. We currently maintain...
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Bioconductor
- Referenced in 320 articles
[sw04205]
- Bioconductor provides tools for the analysis and comprehension...
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SPSS
- Referenced in 673 articles
[sw04269]
- SPSS is a computer program used for survey...
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CRAN
- Referenced in 549 articles
[sw04351]
- R is ‘GNU S’, a freely available language...
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mvtnorm
- Referenced in 161 articles
[sw04359]
- R package mvtnorm: Multivariate Normal and t Distributions...
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survival
- Referenced in 196 articles
[sw04364]
- R package survival: Survival analysis, including penalised likelihood...
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CAViaR
- Referenced in 185 articles
[sw04424]
- CAViaR: Conditional autoregressive value at risk by regression...
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WinBUGS
- Referenced in 764 articles
[sw04492]
- WinBUGS is part of the BUGS project, which...
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R2WinBUGS
- Referenced in 86 articles
[sw04494]
- R2WinBUGS: Running WinBUGS and OpenBUGS from R / S...
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WaveThresh4
- Referenced in 42 articles
[sw04496]
- wavethresh: Wavelets statistics and transforms , Performs 1, 2...
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tseries
- Referenced in 39 articles
[sw04509]
- R package tseries: Time series analysis and computational...
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fda (R)
- Referenced in 1461 articles
[sw04511]
- fda: Functional Data Analysis , These functions were developed...
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ggplot2
- Referenced in 352 articles
[sw04557]
- R package ggplot2: An implementation of the Grammar...