Chuang Wan's repositories
MVMQ-CAViaR
The asymptotic normal distribution properties
BayesT-CAViaR
An adaptive MCMC algorithm for Bayesian Threshold CAViaR model
adnuts
An R package for NUTS sampling using TMB and ADMB
bayesGARCH
:exclamation: This is a read-only mirror of the CRAN R package repository. bayesGARCH — Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations. Homepage: https://github.com/ArdiaD/bayesGARCH Report bugs for this package: https://github.com/ArdiaD/bayesGARCH/issues
BayesianAnalysis
Introductory material on Bayesian data analysis with various software
BayesMDL
A Bayesian Multiple Changepoint Detection Approach Using Minimum Description Lengths (MDL)
BAYSTAR
:exclamation: This is a read-only mirror of the CRAN R package repository. BAYSTAR — On Bayesian analysis of Threshold autoregressive model (BAYSTAR)
bentcableAR
:exclamation: This is a read-only mirror of the CRAN R package repository. bentcableAR — Bent-Cable Regression for Independent Data or Autoregressive Time Series
breakfast
:exclamation: This is a read-only mirror of the CRAN R package repository. breakfast — Multiple Change-Point Detection and Segmentation
cumSeg
:exclamation: This is a read-only mirror of the CRAN R package repository. cumSeg — Change point detection in genomic sequences
DOS-Segmented-Regression-Tools
R- & Matlab-based tools to batch analyze diffuse optical spectroscopy & metabolic cart data via piecewise linear regression
expectreg
:exclamation: This is a read-only mirror of the CRAN R package repository. expectreg — Expectile and Quantile Regression
factorcpt
:exclamation: This is a read-only mirror of the CRAN R package repository. factorcpt — Simultaneous Change-Point and Factor Analysis
gStream
:exclamation: This is a read-only mirror of the CRAN R package repository. gStream — Graph-Based Sequential Change-Point Detection for Streaming Data
hdbinseg
:exclamation: This is a read-only mirror of the CRAN R package repository. hdbinseg — Change-Point Analysis of High-Dimensional Time Series via Binary Segmentation
InspectChangepoint
:exclamation: This is a read-only mirror of the CRAN R package repository. InspectChangepoint — High-Dimensional Changepoint Estimation via Sparse Projection
piecewise-linearreg
Piecewise linear regression (segmented least squares) algorithm.
qrnn
:exclamation: This is a read-only mirror of the CRAN R package repository. qrnn — Quantile Regression Neural Network
segmented
:exclamation: This is a read-only mirror of the CRAN R package repository. segmented — Regression Models with Break-Points / Change-Points Estimation
SER
Segmented Expectile regression with multiple change points
wbs
:exclamation: This is a read-only mirror of the CRAN R package repository. wbs — Wild Binary Segmentation for Multiple Change-Point Detection