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Georgi N. Boshnakov's Projects

countr icon countr

R package for flexible univariate count models based on renewal processes

cvar icon cvar

R package providing functions for computing Expected shortfall (ES) and Value at risk (VaR)

fguigb icon fguigb

Create GUI interfaces to R functions and their help pages

fintsdoc icon fintsdoc

Documentation website for R package 'FinTS' created with 'pkgdown'

gbrd icon gbrd

R package providing utilities for work on Rd documentation

gbutils icon gbutils

An R package providing functions for simulation of complex numbers, plots and small programming utilities

gkf icon gkf

An R package providing a fast and flexible implementation of the Kalman filter which handles missing values and non-positive definite variance matrices

lagged icon lagged

R package 'lagged' provides classes and methods for objects, like autocovariances, whose natural indexing starts from zero.

mcompanion icon mcompanion

R package for multi-companion matrices with methods for generation of models with given spectral properties

mixar icon mixar

An R package for time series modelling with mixture autoregressive and related models.

pcts icon pcts

An R package for modelling periodically correlated and periodically integrated time series

psistat icon psistat

R functions mainly for computations related to Kolmogorov-Smirnov tests

rbibutils icon rbibutils

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.

rdpack icon rdpack

R package Rdpack provides functions and macros facilitating writing and management of R documentation.

reprexes icon reprexes

Site 'reprexes' is for reproducible examples demonstrating issues for reports on github or elsewhere.

sarima icon sarima

Time series modelling with extended regression SARIMA models

stableestim icon stableestim

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.

uroot icon uroot

Unit Root Tests for Seasonal Time Series

zzfiles icon zzfiles

Example files which cannot be put in the projects to which they belong

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