Graphic convergence diagnostics for the BMR (Bayesian Macroeconometrics in R) package
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Updated
Nov 25, 2015 - R
Graphic convergence diagnostics for the BMR (Bayesian Macroeconometrics in R) package
Shows that global variables can be initialized without keyword var
For the things that came with ES6 syntax...
Liquidity Value at Risk and Model Risk Assignment
Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation
Gradle source code repository for Java 11 source code examples posted on personal blog (http://bit.ly/Java11Ft1).
Java source code example demonstrating Local variable Type Inference (var), posted on personal blog (http://bit.ly/VarJava).
Multivariate Time Series Analysis using Financial data in R
VAR or VECM for fishery capture (2002-2015)
Practice Block Scoping here:
A pipeline for the assembly of VAR genes from transcriptome data
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