mcooganj's repositories
covid-19
A collection of work related to COVID-19
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FKF
The Fast Kalman Filter (FKF) package for R
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hoff-bayesian-statistics
R Markdown notes for Peter D. Hoff, "A First Course in Bayesian Statistical Methods"
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DS-ML-Books
Data Science, Machine Learning, Data Mining and Statistical Learning Books
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Kalman_Filter_Trend
Implementation of Model 4 explained in the paper "Trend without Hiccups"
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Leo_Krippner_SSR
Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model
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MARTIN
RBA's MARTIN Macroeconometric Model of the Australian Economy
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MyEnvironment
My dotfiles and various other configurations
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RAmisc
misc RA files
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rcppxts
Rcpp interface to xts objects
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springer-books
An scrappeR of Springer books
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StrategyTester
testing trade strategies
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Wu_Xia
Replicates the script for generating the Wu Xia shadow rate term structure model in python
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